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Contents lists available at ScienceDirect

Chemical Engineering Research and Design

journal homepage: www.elsevier.com/locate/cherd

A probabilistic analysis of some selected mixing

indices

Zongyu Gu , J.J.J. Chen

Department of Chemical and Materials Engineering, The University of Auckland, Private Bag 92019, Auckland 1142,
New Zealand

a b s t r a c t

There appears to be some confusion in the literature concerning the state of a granular mixture at the end of an
ideal mixing process, and this may have inuenced the basis on which some mixing indices were formulated. As an
attempt to provide clarication, we quantitatively established the three characteristic states of a granular mixture
the completely unmixed, the perfectly ordered, and the randomly mixed states by considering the relevant
probability distributions. We demonstrated how one may derive the expected values of various mixing indices based
on these probability distributions, and veried the results with a simple mixing simulation. Asymptotic arguments
showed the randomly mixed state, not the perfectly ordered state, best describes a well-mixed granular mixture,
while the two states become increasingly indistinguishable as the number of particles per sample increases. We
revealed that unlike the Lacey index, which is normalised based on the randomly mixed state, the normalisation of
the total entropy of mixing uses the perfectly ordered state, making it less than unity at the end of an ideal mixing
operation this has not been sufciently highlighted by the authors proposing such indices. We found it interesting
to analyse the Gini coefcient, a widely accepted measure of income inequality in economics, in the context of
granular mixing. While not advocating its use, we noted that similar to the other indices, its expected values for the
characteristic states are dependent on the choice of the basis of normalisation.
2014 The Institution of Chemical Engineers. Published by Elsevier B.V. All rights reserved.

Keywords: Granular mixing; Mixing index; Lacey index; Entropy of mixing; Gini coefcient

1. Introduction how these indices compare to each other in the context of a

In the study of granular mixing, it is essential to describe
the state of a granular mixture as to how homogeneously
the material is mixed using some quantitative measure.
However, the mixedness of a granular material does not
necessarily possess an obvious quantitative sense; conse-
quently, constructing numeric measures to capture the notion
of mixedness is a process that depends on individual percep-
tions, and involves much freedom and uncertainty. Indeed,
despite the large number of mixing indices found in the liter-
ature, a universally accepted method of evaluating mixedness
has not yet been established. The authors who proposed
these indices tend to justify the appropriateness of their own
denitions by arguing for the corresponding physical or math-
ematical bases; nevertheless, it is not completely clear as to
mixing process.
In relation to this incomplete understanding of the differ-
ent mixing indices, there also appears to be some degree of
confusion in the literature as to what state one should expect a
mixture to reach at the end of an ideal mixing process. Thiel
et al. (1981) have pointed out that the outcome depends on the
properties of the granular mixture: for non-interacting parti-
cles that are only distinguishable by colour, mixing proceeds
via a purely statistical process and complete randomisation
can be achieved; for non-identical or interactive particles,
segregation or the build-up of ordered structure makes the
nal state of the mixture less randomised or more ordered,
respectively. However, it seems evident that, when formulat-
ing certain mixing indices, some authors tend to neglect the
subtle differences among these states that may be thought

Corresponding author. Tel.: +64 226357788/99238137.
E-mail addresses: zgu231@aucklanduni.ac.nz (Z. Gu), j.chen@auckland.ac.nz (J.J.J. Chen).
http://dx.doi.org/10.1016/j.cherd.2014.04.014
0263-8762/ 2014 The Institution of Chemical Engineers. Published by Elsevier B.V. All rights reserved.

Please cite this article in press as: Gu, Z., Chen, J.J.J., A probabilistic analysis of some selected mixing indices. Chem. Eng. Res. Des. (2014),
http://dx.doi.org/10.1016/j.cherd.2014.04.014
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Nomenclature
b number of cells
G Gini coefcient of income inequality in a popu-
lation; Gini coefcient of mixing for a granular
mixture
H Shannon entropy of a probability distribution
(nat)
M Lacey index
n number of particles in a random sample;
number of outcomes in a discrete probability
distribution; number of individuals in a popu-
lation
N total number of particles in a mixture
p probabilities in a discrete probability distribu-
tion; fractions of a certain type of particles in a
cell
P overall proportion of black particles in the mix-
ture
s2 variance of sample proportions
Si local entropy of mixing of cell i (nat)
Stot total entropy of mixing (nat)
XCC cell count random variable
XSP sample proportion random variable
y income of an individual in a population (dol-
lars)
y average level of income in a population (dollars)
Greek symbols
 normalised Gini coefcient of mixing based
on the perfectly ordered state
 normalised Gini coefcient of mixing based
on the randomly mixed state
tot normalised total entropy of mixing based on
the perfectly ordered state

tot normalised total entropy of mixing based on
the randomly mixed state
Subscripts
0 expected value of the mixing index for the com-
pletely unmixed state
p expected value of the mixing index for the per-
fectly ordered state
r expected value of the mixing index for the ran-
domly mixed state
of as ideal outcomes of mixing the implication is that the
resulting indices may be susceptible to incorrect interpreta-
tion if one does not clearly understand the bases of their
denitions. Therefore, we nd it important to differentiate the
characteristic states of a granular mixture in quantitative and
probabilistic terms, and link such differences among the states
to the differences among the formulations of mixing indices
found in the literature.
It is also interesting to note that the concept of mixedness
has also been applied extensively in disciplines other than
chemical engineering. Mixedness is frequently referred to by
alternative terminologies, such as species diversity in ecol-
ogy (Lloyd et al., 1968), income inequality in economics (Sen,
1973), and racial segregation in sociology (Theil and Finizza,
1971), just to name a few. It is thus possible and of interest
to adopt the mixedness concept in these other sciences and
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examine their properties as novel measures of mixedness in
the context of granular mixing.
2. Characteristic states of a granular
mixture
2.1. Representation and description of the
characteristic states
The earliest discussion of the states of a granular mixture can
be attributed to Lacey (1943), where he illustrated the likely
arrangements of particles at the end of an ideal mixing process
using schematics as shown in Fig. 1. Lacey argued that after
thorough mixing, Fig. 1(a) would correspond to what one may
hope to obtain, while Fig. 1(b) would be the best one is likely
to achieve. Because these statements use vague expressions
such as hope to and likely, questions remain as to, rstly,
how well the completely homogeneous state in Fig. 1(a) rep-
resents an actual well-mixed granular mixture, and secondly,
whether it is of any importance to consciously differentiate
between the two states in Fig. 1 when examining a granular
mixture.
We will address these questions by quantitatively estab-
lishing the three characteristic states of a granular mixture. In
order to facilitate visualisation, we shall represent particles in
a granular mixture as sites on a regular 2D rectangular lattice.
For simplicity, we will consider a binary mixture of black and
white particles, so that each lattice site has a binary state for
colour for the particle at that site.
There are various sampling methods for characterising
the state of a given mixture. One common practice involves
repeatedly taking random samples of a xed size and shape
from the mixture with replacement, and recording the pro-
portion of black particles within each sample; given that a
sufcient number of samples are taken, the distribution of
these sample proportions (denoted using the random variable
XSP ) will characterise the state of the mixture. Alternatively,
one can divide the entire domain of the mixture into a nite
number of xed cells, with the number of black particles in
each cell counted to give cell counts (denoted using the ran-
dom variable XCC ); the state of the mixture can hence also
be described by the distribution of these cell counts this
approach is particularly straightforward if the cells all con-
tain an equal number of particles. Other techniques, though
not considered in this work, include, for instance, counting
the contact points between different types of particles (Akao
et al., 1976).
In Sections 2.22.4, we will discuss the three character-
istic states of a granular mixture and recapitulate existing
understanding of these states in terms of the probability dis-
tributions of sample proportions and cell counts.
2.2. The completely unmixed state
Prior to mixing, we normally expect the collection of particles
to be in a highly segregated state. Many possible congura-
tions, such as those shown in Fig. 2, may be used to exemplify
such a state, where particles of each colour cluster in a partic-
ular region of the lattice.
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Fig. 1 Pictorial representations of the likely arrangements of particles in a granular mixture at the end of an ideal mixing
operation used by Lacey (1943).

Fig. 2 Instances of the completely unmixed state represented on a 2D lattice.

We may dene the completely unmixed state using the ide- which says that the sample proportion is always equal to the
alised case where a binary outcome can be associated with XSP , overall proportion of black particles in the mixture; that is to
which leads to a Bernoulli distribution for XSP , given by say, the outcome of random sampling is deterministic. We
can similarly expect the random variable for the cell counts
Pr(XSP = x) = Px (1 P)
1x
for x = 0, 1 (1) to follow
 NP

where P is the overall proportion of black particles in the mix- Pr XCC = =1 (4)
b
ture. According to this distribution, any sample taken from the
mixture will either have a sample proportion of zero, when all As Thiel et al. (1981) have noted, the perfectly ordered state is
the particles in the sample are white, or unity, when all the only attainable in very special cases, and for the mixing of non-
particles in the sample are black, while the relative likelihood interacting particles that are only distinguishable by colour,
of either outcome is proportional to the overall proportion of
the respective type of particles.
By similar arguments, one can show that the distribution of
cell counts for a completely unmixed material should approx-
imately follow

N
Pr(XCC = x) = Pxb/N (1 P)
1xb/N
for x = 0, (2)
b

where N is the total number of particles in the mixture, and b

is the number of cells.

2.3. The perfectly ordered state

The perfectly ordered state of a granular mixture is shown in

Fig. 3, or equally well by Fig. 1(a) as was used by Lacey (1943).
We may dene the perfectly ordered state using the prob-
ability statement

Fig. 3 The perfectly ordered state represented on a 2D

Pr(XSP = P) = 1 (3) lattice.

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Fig. 4 Instances of the randomly mixed state represented on a 2D lattice.

the perfectly ordered state does not represent the nal state
of the mixture at the steady state.
2.4. The randomly mixed state
Non-interacting particles that are identical except colour at
the end of an ideal mixing operation will reach the randomly
mixed state (Thiel et al., 1981). On a 2D lattice, this state is
represented by Figs. 4 and 1(b), the latter used by Lacey (1943).
These randomly mixed states can be generated by completely
randomising the arrangement of black and white particles on
the lattice, where the number of each type is set by a pre-
scribed value of the overall proportion of black particles in the
mixture.
Unlike the perfectly ordered state, random samples taken
from a granular mixture in the randomly mixed state will
likely contain a different number of black particles each. Given
a sample size of n, the distribution of sample proportions is
approximated by
 
n n(1x) 1 2
Pr(XSP = x) = Pnx (1 P) for x = 0, , , . . ., 1 (5)
nx n n
 
a Prior to presenting our analysis of the different mixing indices,
where denotes a binomial coefcient. The mean and
b it is useful to consider how we might verify the results we are
variance of this distribution can be shown to be P and [P(1
P)/n], respectively (Lacey, 1943, 1954). Note that the variance of
the distribution of sample proportions for the randomly mixed
state asymptotically approaches zero in the limit of n :
this implies that the two states become increasingly indistin-
guishable as the number of particles per sample increases.
However, for a granular material, unlike a uid, there are only
a nite number of particles in any sample taken; thus, the per-
fectly ordered state and the randomly mixed state are indeed
two dissimilar states.
Finally, the probability mass function of XCC for the ran-
domly mixed state can be written as
 
N/b N/bx
Pr(XCC = x) = Px (1 P) for x = 0, 1, 2, . . .,
x b
whose mean and variance are (NP/b) and [NP(1 P)/b], respec-
tively.
3. Measures of mixedness
We have demonstrated how probability distributions can be
used to characterise states of a granular mixture with differ-
ent degrees of mixedness; using such relationships, one may
continuously measure sample proportions or cell counts and
examine their distributions during mixing to track changes in
the mixedness of a granular material. It is often more conve-
nient, however, to adopt a certain numerical property of the
probability distributions as an effective measure of mixedness
rather than considering the specic distributions at all times.
This leads to the creation of many of the mixing indices avail-
able in the literature: states of a granular mixture condense
into probability distributions by the process of sampling, and
the probability distributions further condense into mixing
indices upon taking certain properties of the distributions.
Note how this process represents a cascade of information
reduction, from the exact arrangement of particles in a gran-
ular mixture, eventually to the value of the mixing index.
In this section, we will demonstrate the principle and the
methods of forming measures of mixedness from appropriate
probability distributions by considering both existing and new
mixing indices. The aim is to link our established understand-
ing of the states of a granular mixture to the expected values
and other distinctive features of various mixing indices.
3.1. Simulation of mixing
about to derive for these indices. One way is to simulate a sim-
ple granular mixing process and compute the mixing indices
as mixing takes place it is convenient to carry out such a
mixing process directly on the lattice that we have been using
throughout this paper for the illustration of ideas. As to how
we will induce mixing on the lattice, note that we are not too
concerned with the mixing method, namely, the set of rules by
which the mixture gets mixed progressively. This is because
the characteristic states of primary interest are all close to the
beginning or the end of the mixing operation, largely inde-
pendent of the path of changes that the mixture follows. Thus,
we simply need a random process that continuously increases
the mixedness of particles on the lattice many methods are
N possible (e.g., Too et al., 1979), but we will hereinafter limit
(6)
ourselves to one method that is adequate for the purpose of
generating the mixing data.
Black and white particles were initially arranged on a 100-
by-100 square lattice as shown in Fig. 5(a), representing an
instance of the completely unmixed state this state corre-
sponded to step 1 of the mixing process. The overall proportion
of black particles was chosen to be P = 0.25. An algorithm was
then applied recursively to the lattice to cause mixing in dis-
crete steps, each of which corresponded to a number of similar
actions, where a single action randomised the distribution of

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Fig. 5 Arrangement of particles at selected steps from the simulated mixing process.
particles inside a 4-by-4 square region. A single step of mix-
ing then required this mixing action to be repeated until the
region had assumed all 952 possible locations it can occupy
in the mixture exactly once, following a random sequence of
these locations. A total of 300 of these steps of mixing were
performed. Fig. 5 shows the arrangement of particles on the
lattice at selected steps.
Several mixing indices were calculated at every step of
mixing from the distributions of sample proportions and cell
counts. This requires either obtaining random samples from
the mixture or dividing the domain into cells. A total of 5000
square samples, 5-by-5 in size (hence n = 25), were taken at
random locations within the mixture at every step, with the
proportions of black particles in the samples noted; mean-
while, the domain was also divided into 400 xed square cells
(as indicated by the regions enclosed by the lines in Fig. 5(g)),
also 5-by-5 in size, with the count of black particles in the cells
noted. The results of the calculated mixing indices are to be
presented in Sections 3.23.4.
It should be noted that when one takes random samples,
the mixing indices calculated for even the same state of the
mixture would involve variability as a result of sampling. Since
our work focuses on the expected values of the mixing indices,
as many as 5000 random samples were taken at every step
of mixing to calculate the mixing indices, in order to min-
imise any statistical noise due to sampling. Taking such a large
number of samples is rarely feasible in practice, so it would
be plausible to appeal to statistical inference in practical sit-
uations when one calculates mixing indices from a limited
number of samples.
3.2. Variance of sample proportions; the Lacey index
A large portion of the mixing indices available, especially those
found in the early literature (e.g., Lacey, 1943, 1954; Beaudry,
1948; Blumberg and Maritz, 1953), are based on or related to
the variance of sample proportions, commonly denoted as s2 .
The expected values of the variance of sample proportions
for the characteristic states can be derived from appropriate
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5
probability distributions. For the completely unmixed state,
the distribution of sample proportions, XSP , is given by Eq. (1);
thus, the expected value of the variance of sample proportions
for the completely unmixed state is
2 2
s20 = E(XSP
2
) [E(XSP )] = (0 + P) (0 + P) = P(1 P) (7)
The distribution XSP for the randomly mixed state is given by
Eq. (5); we have noted that the variance of this distribution is
equal to
P(1 P)
s2r = (8)
n
Eqs. (7) and (8) simply reproduced the results of Lacey (1954).
For the perfectly ordered state as described by Eq. (3), the vari-
ance of sample proportions for the perfectly ordered state is
given by the trivial result
s2p = 0 (9)
We will now consider the well-known Lacey index (Lacey,
1954), dened as
s20 s2
M= (10)
s20 s2r
Since s20 and s2r are xed with given P and n, it is useful to think
of the Lacey index as a normalised version of the variance
of sample proportion. Because the normalisation is based on
the completely unmixed and the randomly mixed states, the
expected values of the Lacey index for these two states are
M0 = 0 and Mr = 1, respectively. As the mixture evolves from
the completely unmixed state to the randomly mixed state
during a typical mixing process, the variance correspondingly
decreases from s20 and converges to s2r , while the Lacey index
increases from zero to unity.
It is important to note that the above process does not
involve the perfectly ordered state. The expected value of the
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Fig. 6 The Lacey index from the simulated mixing
process.
Lacey index for this state may be evaluated by substituting Eq.
(9) into Eq. (10), and using Eqs. (7) and (8), we have
s20 0 P(1 P) 0 n et al., 2005; Alemaskin et al., 2005; Masiuk and Rakoczy, 2006;
Mp = = =
s20 s2r P(1 P) P(1 P)/n n1
The signicance of Eq. (11) lies in the fact that Mp is identically
greater than unity for all n > 1. As we normally work within a
range between zero and unity, the normalisation of the Lacey
index has clearly excluded the perfectly ordered state outside
of this range. Note that this distinction between the randomly
mixed state and the perfectly ordered state can only be made
when the sample size is nite because s2r s2p and Mp Mr
as n .
Fig. 6 shows the changes in the Lacey index from the simu-
lated mixing process, where the expected values of the index
for the three characteristic states are marked with horizontal
lines. The normalisation of the Lacey index is such that dur-
ing mixing, it takes values roughly within the range of zero to
unity, which corresponds to the expected values of the index
for the completely unmixed and the randomly mixed states
respectively. Given that n = 25, the expected value of the Lacey
index for the perfectly ordered state can be found from Eq. (11)
to be 25/(25 1) 1.042 this is not reached at the steady state
of mixing.
3.3. Entropy of mixing
We will rst state the mathematical denition of the Shan-
non entropy in information theory (Shannon, 1948): consider a
discrete probability distribution with n outcomes, correspond-
ing to the events E1 , . . ., En with probabilities p1 , . . ., pn ; given
exactly one of the n events is bound to occur, the Shannon
entropy of the distribution, H, is dened as

n
H= pi ln pi
i=1
When the natural logarithm is used in the denition in Eq. (12),
the Shannon entropy has the unit nat. The Shannon entropy
has a number of interesting properties and can be interpreted
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Fig. 7 Local entropy as a function of the fraction of black
particles in the cell for a binary mixture.
as a general measure of dividedness with applications in many
different elds (Lloyd et al., 1968; Theil and Finizza, 1971; Theil,
1972; Sen, 1973; Ogawa, 2006).
The possibility of applying information theory in granu-
lar mixing research was probably rst pointed out by Inoue
and Yamaguchi (1968); their theory was then extended to a
more generally applicable one by Ogawa and Ito (1973). Many
other authors (Lai and Fan, 1975; Schutyser et al., 2001; Finnie
(11) Guida et al., 2010) have since proposed slightly different de-
nitions of entropy of mixing. The majority of these measures
are calculated from cell counts.
Because these authors have adopted different notations
and terminologies, we will now reformulate an entropy-based
mixing index that encompasses features common to most of
these treatments. Consider a binary mixture containing N par-
ticles where the overall proportion of black particles is given
by P; we divide the domain of the mixture into a total of b
equally sized cells, whose locations are xed. Let pi,black be the
fraction of black particles in cell i, then pi,white = 1 pi,black is
that of white particles. Noting the denition of the Shannon
entropy given by Eq. (12), we dene the local entropy of mixing
of cell i as

Si = pi,j ln pi,j = pi ln pi (1 pi ) ln(1 pi ) (13)
j {black,white}
where the index i = 1, 2, . . ., b, and pi have replaced pi,black for
simplicity of notation. The total entropy of mixing of the entire
mixture is hence dened as the arithmetic mean of the local
entropies, namely
1
b
Stot = Si (14)
b
i=1
It is apparent from Eq. (13) that, for a binary mixture, the
local entropy is simply a function of the fraction of black parti-
cles in the cell. This functional relationship is shown in Fig. 7,
and is a frequently quoted result in information theory. We
(12) observe that the local entropy is maximised when pi = 0.5 in
a cell, which corresponds to a local entropy of ln 2.
As was done for the variance, we will derive the expected
values of the total entropy for the characteristic states. For the
completely unmixed state, the distribution of cell counts, XCC ,
given by Eq. (2), suggests that the fraction of black particles in
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Fig. 8 Total entropy of mixing for the randomly mixed

state (Stot,r ) as a function of (N/b) and P for a priori
predictions as shown by the solid curves, compared with
Fig. 9 The normalised total entropy of mixing in Eq. (18)
expected values for the perfectly ordered state (Stot,r ) as
from the simulated mixing process.
shown by the dotted lines.

study of uid mixing as a result of the large number of par-

any cell is either zero or unity, and hence the local entropy of
ticles per cell; however, for granular materials, the expected
any cell must be zero, which then gives
values for the two states can be signicantly different with
nite cell sizes, and as a result, the precise value of Stot,r has
Stot,0 = 0 (15)
to be computed from Eq. (17) or obtained from plots such as
Fig. 8.
For the perfectly ordered state, Eq. (4) indicates that all the
Even with devices such as Fig. 8, it is still relatively hard
local entropies, and hence also the total entropy, must be equal
to compute the total entropy for the randomly mixed state,
to
Stot,r , not to mention that the case is further complicated if
the cell sizes are variable; in contrast, the total entropy for the
Stot,p = P ln P (1 P) ln(1 P) (16) perfectly ordered state, Stot,p , is very easy to calculate from Eq.
(16) without such limitations. Therefore, when it comes to nor-
Since Eq. (16) is similar in form to Eq. (13), note the convenient malising the total entropy of mixing, it is not surprising that all
fact that we can obtain values of Stot,p using Fig. 7 by replacing the authors have chosen Stot,p , rather than Stot,r as the basis of
pi with P and Si with Stot,p . Next, using Eq. (6), the entropy of normalisation for their entropy-based indices, expressing the
the randomly mixed state can be expressed as a discrete sum normalised total entropy in a form similar to
of weighted local entropies, which writes
Stot,0 Stot 0 Stot Stot
N/b  
tot = = = (18)
 N/b N/bx xb Stot,0 Stot,p 0 Stot,p Stot,p
Stot,r = Px (1 P)
x N
x=0 where Stot,p is dependent on P according to Eq. (16). By com-
xb

xb
  xb
 paring Eqs. (10) and (18), it is clear that the total entropy is
ln + 1 ln 1
N N N
The expression for Stot,r in Eq. (17) does not readily simplify
into a more condensed form. It is still possible to correlate
Stot,r with the two independent variables in Eq. (17), namely
(N/b) and P, for making a priori predictions of the total entropy
for the randomly mixed state. This correlation for Stot,r as
described by Eq. (17) is represented graphically using the black
solid lines in Fig. 8; we have also plotted the value of Stot,p for
the perfectly ordered state as red dashed horizontal lines. It is
also worth pointing out that the trend for any P > 0.5 is iden-
tical with that for (1 P). As P tends towards 0.5 from either
side, Stot,r increases at any particular (N/b) > 1; Stot,p increases
regardless of (N/b), reaching a maximum of ln 2 0.6931 when
P = 0.5, which is in accordance with Fig. 7.
We observe that as (N/b) , Stot,r Stot,p for any given
value of P, again demonstrating the asymptotic equivalence of
the randomly mixed state and the perfectly ordered state in
the limit of very large number of particles per cell. This implies
that Stot,p may be an acceptable approximation of Stot,r in the
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(17) normalised differently from the Lacey index as the former uses
Stot,0 and Stot,p as its bases of normalisation whereas the lat-
ter uses s20 and s2r instead. This means that the expected value
of the normalised total entropy for the completely unmixed
state and the perfectly ordered state are tot,0 = 0 and tot,p =
1, respectively, and thus tot,r is identically less than unity
for all nite values of (N/b); that is to say, when a granular
mixture reaches the randomly mixed state at the end of an
ideal mixing operation, tot will remain less than unity. One
will nd many cases in the literature where the normalised
entropy-based measures, proposed by different authors and
are hence slightly different in form, do not approach unity
(e.g., Schutyser et al., 2001; Finnie et al., 2005; Guida et al.,
2010). This is illustrated in Fig. 9 for based on the normalised
total entropy calculated from our simulation.
Little attention has been drawn to this difference in the
bases of normalisation of the different indices. Authors of
these entropy-based indices have not offered a reason for
this different normalisation when presenting their denitions,
nor attempted to discriminate between the perfectly ordered
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8 chemical engineering research and design x x x ( 2 0 1 4 ) xxxxxx
Fig. 10 The normalised total entropy of mixing in Eq. (19)
from the simulated mixing process.
state and the randomly mixed state for granular materials.
Schutyser et al. (2001) did report that tot did not approach
unity if (N/b) was too small, but did not offer a rationalisation
as we have done with Fig. 8. Some (e.g., Finnie et al., 2005) even
mistakenly referred to Stot,p as the value of the total entropy
at the steady state of mixing.
It is necessary to point out that there is nothing fundamen-
tally wrong with normalising Stot using Stot,p , and we are not
implying that Stot,r is a superior basis of normalisation. If Stot,r
was used for normalisation, we get
Stot,0 Stot 0 Stot Stot

tot = = =
Stot,0 Stot,r 0 Stot,r Stot,r
instead, which is an alternative denition of the normalised
total entropy. The changes in tot from the simulated mixing
process are shown in Fig. 10. We would simply like to remind
the readers of the danger of not noting the different bases of
normalisations used for various indices, or more fundamen-
tally, the different natures of the various states of a granular
mixture, especially when it comes to interpreting the values
of these indices. Those who use entropy-based indices nor-
malised in a form similar to that in Eq. (18), for example,
should be informed that their expected values for the ran-
domly mixed state at the end of an ideal mixing process could
be below unity.
3.4. The Gini coefcient of mixing
The Gini coefcient is a well-established measure of income
inequality within a population in the eld of economics. The
intention of including the Gini coefcient here is to show how
analyses in other disciplines have parallels in chemical engi-
neering, and the authors would like to note here that we are
not necessarily advocating its use. Algebraically, the Gini coef-
cient can be dened as a half of the relative mean absolute
difference between all pairs of incomes (Sen, 1973), or in equa-
tion form:
1 
n n
where XCC,i and XCC,j are independent random variables hav-
G= yi yj
(20) ing a probability distribution identical to XCC . Note we can also
2n2 y
i=1 j=1
Please cite this article in press as: Gu, Z., Chen, J.J.J., A probabilistic analysis of some selected mixing indices. Chem. Eng. Res. Des. (2014),
http://dx.doi.org/10.1016/j.cherd.2014.04.014
Fig. 11 The Lorenz curve construction for computing the
Gini coefcient (Sen, 1973).
where n is the number of people in the population consid-
ered, yi is the income of person i, and y is the average level of
income. This algebraic denition of the Gini coefcient shows
that the measure accounts for differences between all pairs of
observed incomes.
Another equivalent denition of the Gini coefcient can
be perceived graphically using the Lorenz curve (Sen, 1973):
for a particular poorest fraction x of the population, we can
nd the cumulated income earned by this bottom fraction of
the population, which is a fraction y of the total income of
the entire population. Plotting ordered pairs (x, y) gives the
Lorenz curve in Fig. 11. The Lorenz curve always lies below
the y = x line (termed the line of absolute equality) unless all
incomes are exactly equal. The Gini coefcient is dened as
the ratio of the area between y = x and the Lorenz curve, to
the right-angled triangular region beneath y = x. By geometric
arguments, it is clear that the Gini coefcient is always in the
(19)
range 0 G 1.
The Gini coefcient is rarely applied in chemical engineer-
ing. We found an instance where the Gini coefcient was used
as a measure of performance of stirrers (Trivellato, 2011), but
have not seen any analysis on its possible use in the study of
granular mixing. Thus, it is of interest to dene the Gini coef-
cient in the context of granular mixing so that it can be used
as a measure of mixedness.
One possible denition uses the distribution of cell counts,
as in the case of the entropy of mixing in Section 3.3. We draw
an analogy between a binary granular mixture and the popu-
lations in a society by treating each cell as a person possessing
an income that is equal to the number of black particles in the
cell; hence, the inequality among the incomes of the cells
is related to the degree of mixedness of the material, which
can hence be characterised using the Gini coefcient. Substi-
tuting relevant parameters in our analogy into Eq. (20) yields
our denition of the Gini coefcient of mixing
1  b b
G= |XCC,i XCC,j |
2b (NP/b)
2
i=1 j=1
1 
b b
= |XCC,i XCC,j | (21)
2bNP
i=1 j=1
calculate the Gini coefcient of mixing using the Lorenz curve,
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chemical engineering research and design x x x ( 2 0 1 4 ) xxxxxx 9

for which we would need to plot the cumulated fraction of

black particles in cells against the fraction of cells.
We will now derive expressions for the expected values of
the Gini coefcient of mixing for the characteristic states. For
the perfectly ordered state, since all cell counts are equal as
suggested by Eq. (4), the expected value of the Gini coefcient
for the perfectly ordered state is simply

Gp = 0 (22)

which, in the language of economics, implies absolute equality

of the incomes of all cells.
For the completely unmixed state, the distribution of XCC
is given by Eq. (2). It can be shown (Gu and Chen, 2013) that
the expected value of the Gini coefcient of mixing for the
completely unmixed state is

G0 = 1 P (23)

For the randomly mixed state, we will approximate XCC using Fig. 12 The Gini coefcient of mixing from the simulated
a normal distribution where the mean and variance are iden- mixing process.
tical to those of the binomial distribution given by Eq. (6), i.e.,
XCC N(NP/b, NP(1 P)/b). Subsequently, we can derive (Gu and
Chen, 2013) the expected value of the Gini coefcient of mixing
for the randomly mixed state, yielding


b(1 P)
Gr =
NP
To summarise, approximate values of the Gini coefcient of
mixing for the characteristic mixtures can be determined from
the analytical expressions given by Eqs. (22), (23), and (24).
Once again, note that as (N/b) , Gr Gp , implying that
the randomly mixed state asymptotically converges to the
perfectly ordered state in the limit of very large cells.
We will now consider the problem of normalisation of the
Gini coefcient as we did for the previous indices. Interest-
ingly, the Gini coefcient is a naturally normalised index and
is bounded below and above by zero and unity as entailed by
its denition we have noted this fact when discussing the
Lorenz curve earlier in this section.
In a typical granular mixing process where the binary mix-
(24)
ture changes state from completely unmixed to a randomly
mixed, the Gini coefcient of mixing will start from G0 , which
is always below unity, and approach Gr , which is always above
zero, as long as the number of particles per cell is nite. For the
simulated mixing process, the changes in the Gini coefcient
are shown in Fig. 12. Akin to how the normalised total entropy
of mixing does not converge to unity at the steady state of mix-
ing, the Gini coefcient of mixing similarly does not converge
to zero as such is its expected value for the perfectly ordered
state.
One may make an attempt at normalising the Gini coef-
cient with different bases so that it behaves more similarly
to the established mixing indices like the normalised total
entropy, whose value starts at zero for the completely

Table 1 Summary of some mixing indices considered in this work.

Denition Dened in . . . Expected value for the . . . Features of normalisation

Completely Randomly Perfectly

unmixed state mixed state ordered state
s20 s2 n
M= Eq. (10) 0 1 M = 0 when completely unmixed,
s20 s2r n1
M = 1 when randomly mixed
Stot,0 Stot Stot,r
tot = Eq. (18) 0 a
1 tot = 0 when completely
Stot,0 Stot,p Stot,p
unmixed,
tot = 1 when perfectly ordered
 Stot,0 Stot Stot,p 
tot = Eq. (19) 0 1 a
tot = 0 when completely
Stot,0 Stot,r Stot,r
unmixed,

tot = 1 when randomly mixed
G0 G
 =
G0 Gp
Eq. (25) 0 
1 1  = 0 when completely unmixed,
b  = 1 when perfectly ordered
NP(1 P)
  1
G0 G
 b
 = Eq. (26) 0 1 1   = 0 when completely unmixed,
G0 Gr NP(1 P)
  = 1 when randomly mixed

a
The values of Stot,r and Stot,p can be evaluated from Eqs. (17) and (16), respectively.

Please cite this article in press as: Gu, Z., Chen, J.J.J., A probabilistic analysis of some selected mixing indices. Chem. Eng. Res. Des. (2014),
http://dx.doi.org/10.1016/j.cherd.2014.04.014
CHERD-1558; No. of Pages 11
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10 chemical engineering research and design x x x ( 2 0 1 4 ) xxxxxx
unmixed state and increases with a higher degree of mixed-
ness. A possible normalisation of such kind is given by
G0 G G0 G G entropy of mixing (tot ) are normalised based on the per-
 = = =1
G0 Gp G0 0 G0
which is analogous to the normalisation of the total entropy
of mixing in Eq. (18). Another possible normalisation is
G0 G
 =
G0 Gr
which makes the normalisation akin to that used for the Lacey
index found in Eq. (10). One can choose from either of the
two normalised indices as long as the consequences that arise
from the normalisation used are noted.
A key achievement from our analysis of the Gini coef-
cient of mixing is that we have illustrated how the formulation
of a measure of mixedness in another eld can inuence its
interpretation when adopted as a mixing index for study-
ing granular materials. Though not advocating the index, we
should note that if the Gini coefcient of mixing were to be
used, one should at least be familiar with its bases of normal-
isation in order to correctly relate the values of the index to
the states of mixing.
3.5. Summary of indices discussed; other mixing
indices
Denitions, key expected values, and features of normalisa-
tion of the mixing indices discussed in Sections 3.23.4 are
summarised in Table 1. It is important to understand such
basic features of any mixing index in order to interpret it
correctly.
We note that it is possible to apply the same principle of
analysis to other types of mixing indices in the literature. For
example, Marigo et al. (2012) presented a similar analysis of
their segregation index based on contact points between
different types of particles where they derived the expected
values of the index for the three characteristics states that we
considered in this work.
4. Conclusions
We have demonstrated the process of matching the charac-
teristic states of a granular mixture to the expected values
of various mixing indices through analysing the probability
distributions of sample proportions and cell counts the infor-
mation is converted from the exact arrangement of particles
in the mixture, to the probability distributions, and ultimately
to the value of the mixing indices.
We have also noted that a quantitative understanding of
the states of a granular mixture using probability distribu-
tions helps avoid any confusion of the states specically,
we have shown that at the end of an ideal mixing opera-
tion, the granular mixture is best represented by the randomly
mixed state, not the perfectly ordered state, and thus one
should discriminate between these two states in the study
of granular mixing; these two states merge into one in the
limit of very large sample size or cell size, which we have
established using asymptotic arguments based on either
the probability distributions or the values of the mixing
indices.
We have illustrated with specic examples as to how the
formulation of mixing indices may be inuenced by the choice
Please cite this article in press as: Gu, Z., Chen, J.J.J., A probabilistic analysis of some selected mixing indices. Chem. Eng. Res. Des. (2014),
http://dx.doi.org/10.1016/j.cherd.2014.04.014
of the characteristic states used for the normalisation indices
such as the Lacey index (M) are normalised based on the ran-
domly mixed state, while indices like the normalised total
(25)
fectly ordered state. As a granular mixture tends towards the
randomly mixed state as the equilibrium mixture of an ideal
mixing process is achieved, the Lacey index will approach
unity while the normalised total entropy will stabilise at a
value below unity. Being aware of such features of the mix-
(26) ing indices when one uses them is an essential prerequisite
for correctly interpreting them.
We have examined the Gini coefcient from the study of
income inequality in economics, dened the Gini coefcient
of mixing for granular materials, and highlighted its properties
as a possible mixing index.
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Please cite this article in press as: Gu, Z., Chen, J.J.J., A probabilistic analysis of some selected mixing indices. Chem. Eng. Res. Des. (2014),
http://dx.doi.org/10.1016/j.cherd.2014.04.014