Simulating Conservative Tracers in Fractured Till under Realistic Timescales by M.F. Helmke1, W.W. Simpkins2, and R. Horton3 Abstract Discrete-fracture and dual-porosity models are infrequently used to simulate solute transport through fractured unconsolidated deposits, despite their more common application in fractured rock where distinct flow regimes are hypothesized. In this study, we apply four fracture transport models—the mobile-immobile model (MIM), parallel-plate discrete-fracture model (PDFM), and stochastic and deterministic discrete-fracture models (DFMs)—to demonstrate their utility for simulating solute transport through fractured till. Model results were compared to breakthrough curves (BTCs) for the conservative tracers potassium bromide (KBr), pentafluorobenzoic acid (PFBA), and 1,4-piperazinediethanesulfonic acid (PIPES) in a large-diameter column of fractured till. Input parameters were determined from independent field and laboratory methods. Predictions of Br BTCs were not significantly different among models; however, the stochastic and deterministic DFMs were more accurate than the MIM or PDFM when predicting PFBA and PIPES BTCs. DFMs may be more applicable than the MIM for tracers with small effective diffusion coefficients (De) or for short timescales due to differences in how these models simulate diffusion or incorporate heterogeneities by their fracture networks. At large scales of investigation, the more computationally efficient MIM and PDFM may be more practical to implement than the threedimensional DFMs, or a combination of model approaches could be employed. Regardless of the modeling approach used, fractures should be incorporated routinely into solute transport models in glaciated terrain. Introduction Hydrogeologists have long considered fractures in till to act as preferential flowpaths and facilitate rapid transport of contaminants. The bulk hydraulic conductivity (Kb) of fractured till is commonly 1 to 3 orders of magnitude greater than the hydraulic conductivity of the till matrix (Km) (Freeze and Cherry 1979; Helmke 2003). Fracture porosity (nf) is frequently 1 to 4 orders of magnitude less than the total porosity (nT) of the till (Jørgensen 1Corresponding author: Department of Geology and Astronomy, West Chester University, West Chester, PA 19383; (610) 436-3565; Fax (610) 436-3036; mhelmke@wcupa.edu 2Department of Geological and Atmospheric Sciences, Iowa State University, Ames, IA 50011; (515) 294-7814; fax (515) 2946049; bsimp@iastate.edu 3Agronomy Department, Iowa State University, Ames, IA 50011; (515) 294-7843; fax (515) 294-3163; rhorton@iastate.edu Received June 2003, accepted February 2005. Copyright ª 2005 National Ground Water Association. doi: 10.1111/j.1745-6584.2005.00129.x and Spliid 1992; McKay et al. 1993a). The combined effect of increased Kb and decreased effective porosity (ne, nf in a fractured medium) may result in calculated fluid velocities up to 200 m/d under a unit hydraulic gradient (Jørgensen and Spliid 1992; McKay et al. 1993a). Because of this, the potential for fractures to rapidly transmit contaminants through till is well documented (Grisak and Pickens 1980; Jørgensen and Spliid 1992; McKay et al. 1993b). Fractures are also well documented in till throughout the world and constitute a ubiquitous feature of these deposits. In the United States, till fractures have been documented in Iowa (Kemmis et al. 1992; Helmke 2003), Wisconsin (Connell 1984; Simpkins and Bradbury 1992), and Ohio (Brockman and Szabo 2000). Fractures in till have also been reported throughout Canada (Keller et al. 1988; McKay et al. 1993a) and Denmark (Klint and Gravensen 1999). Despite strong evidence that fractures control solute transport in till, relatively few ground water studies in this material include fractures in models (e.g., Grisak and Vol. 43, No. 6—GROUND WATER—November–December 2005 (pages 877–889) 877 Pickens 1980; McKay et al. 1993b; Jørgensen et al. 1998, 2003). Numerous studies have employed fracture models to simulate solute transport through fractured rock (e.g., Bear et al. 1993), and these models are readily available and well documented. We suspect, therefore, that it is the perceived complexity of obtaining input parameters and not a lack of model availability that deters their application to fractured till. The objective of this study is to demonstrate the use of two major classes of models—the mobile-immobile model (MIM) and discrete-fracture model (DFM)—to illustrate how these models may be applied to fractured till. The input requirements, computational efficiency, and relative merits and weaknesses of these models are discussed, and the accuracy of model simulations are tested by comparing model output with laboratory-derived breakthrough curves (BTCs) from a large-diameter column of fractured till. By demonstrating the application of these models, we hope to inspire future researchers to apply these methods to fractured unlithified materials at the field scale. Model Descriptions Models that simulate solute transport through fractured media differ from porous media models because water flow through a fracture is typically orders of magnitude faster than within the matrix and solute storage is greater in the matrix than in the fracture. This dichotomy between rapid advection and efficient storage causes fractured systems to react sensitively to changes in flow rate and input concentration. Most fracture transport models simulate advection in the fractures and diffusive exchange between the fractures and the matrix. These models differ primarily by how they represent the geometry of the fracture system and solve the problem mathematically. Some models represent fracture networks using a simplified geometry of orthogonal or parallel plates (e.g., FRACTRAN, Sudicky and McLaren 1998). Other models specify fracture geometry explicitly by three-dimensional (3D) sets of fractures (e.g., FracMan/ MAFIC, Dershowitz et al. 1994 or Frac3DVS, Therrien et al. 2000), while still others disregard fracture geometry entirely (e.g., CXTFIT, Toride et al. 1999). Once the fracture geometry and boundary conditions are specified, the models are used to calculate solute concentration in the fractures and matrix in space and time. The selection of which model to apply to a particular application depends on the information available and the type of information desired from the model. A simple model such as the MIM may be easy to construct and efficient but may not provide useful information in cases where fracture spacing is large with respect to the scale of investigation. On the other hand, an extremely complex model including a 3D network of thousands of fractures may produce similar results as a simpler model and may be computationally prohibitive at large scales. A third alternative is to use a combination of models by placing a few large fractures explicitly into a model, simulating smaller sets of fractures using the MIM, and solving both systems simultaneously. 878 M.F. Helmke et al. GROUND WATER 43, no. 6: 877–889 Values of model input parameters were determined or estimated a priori in this study using methods independent of the model simulations. This approach was selected to test the ability of the models to be used as predictive tools. An alternate approach would be to fit the models to the BTCs by adjusting parameters until the best fit was achieved. Unfortunately, previous studies have demonstrated that this approach can lead to nonunique combinations of input values (Parker and van Genuchten 1984). Therefore, model simulations were conducted in the forward mode during this study. The laboratory experiment was conducted in one dimension under steady-state flow conditions to minimize the number of unknown variables. Moreover, only conservative (nonreacting and nondegrading) tracers were used. However, all the models discussed in this study may be expanded to the third dimension and can be modified to include sorption, degradation, and production under transient-flow conditions. Mobile-Immobile Model The MIM simulates a dual-porosity medium as two regions: one in which fluid is moving and the other where fluid is stagnant. When applied to a fractured medium, the MIM represents fractures as the mobile region and the matrix as the immobile region. Advection and dispersion occur exclusively in the mobile region, and the immobile region is a sink that stores the solute. The MIM simulates exchange between the mobile and the immobile regions (matrix diffusion) as a first-order process (Coats and Smith 1964). Early versions of the MIM included only advection and dispersion in the mobile region and first-order exchange between the mobile and the immobile regions. The MIM was later expanded to include sorption (van Genuchten and Wagenet 1989) and firstorder degradation and production (Toride et al. 1993), although only conservative tracers will be considered in this study. The MIM has been used widely by soil physicists to model solute transport through soil containing macropores. The model is ideal because the great density of macropores within the top meter of soil precludes explicit knowledge of pore geometry. An added benefit is the model’s computational efficiency, which allows it to be used in the inverse mode to predict input parameters from experimental data (Parker and van Genuchten 1984). The MIM includes two governing equations, one for the fracture (mobile region, Equation 1) and one for the matrix (immobile region, Equation 2): nf @cm @ 2 cf @cf ¼ nf D f 2 2 q 2 aðcf 2 cmat Þ @t @z @z ð1Þ @cmat ¼ aðcf 2 cmat Þ @t ð2Þ nmat where cf and cmat are solute concentrations in the mobile and immobile regions, nf is the fracture porosity, nmat is the porosity within the matrix available to diffusion, t is the time, Df is the fracture dispersion coefficient, z is the location along the flowpath, q is the Darcy flux, and a is the first-order mass-transfer coefficient between the fracture and the matrix (Coats and Smith 1964). Estimates of a may be obtained using the relation a¼ aDe nmat l2 ð3Þ where a is a shape factor, De is the effective diffusion coefficient, and l is a characteristic length (Parker and Valocchi 1986). For a system of equally spaced, parallel fractures separated by prismatic slabs, a may be set to 3 and l is one-half the fracture spacing (Sudicky 1990). Semianalytical solutions to Equations 1 and 2 were developed by van Genuchten and Wagenet (1989), and Toride et al. (1993) for one-dimensional flow. Numerical solutions of the MIM have also been developed in two and three dimensions using finite-element (Sudicky and McLaren 1998; Therrien et al. 2000) and finitedifference (Zheng and Wang 1999) methods. The computer program CXTFIT (Toride et al. 1999) was used in the forward mode to simulate the MIM BTCs presented in this study. Discrete-Fracture Models DFMs require that the location, shape, orientation, size, aperture, and hydraulic and solute transport properties of each fracture be specified explicitly as input. We constructed three DFMs in this study, each with a unique approach for representing the fracture network observed in the till column. The first approach represented the fracture network as a system of parallel-plates (parallel-plate discrete-fracture model [PDFM]), with spacing equal to the fracture spacing measured in the field. The second approach was to create a 3D network of fractures with orientation, size, and location statistically similar to those measured in the field (stochastic DFM). A third approach was to reconstruct a virtual network of fractures identical in orientation, size, and position to those identified when the till column was dissected at the end of the experiment (deterministic DFM). The regular geometry of the PDFM allows the entire system to be simulated as a single fracture with one-half of a matrix block on either side (Sudicky and Frind 1982). This simplified system results in a computationally efficient model and minimizes the number of required input parameters. Unlike the MIM, the dimensions of the fracture must be specified during construction of the PDFM, including fracture aperture (2b) and the spacing between fractures (2B). The PDFM is perhaps the most widely used model to simulate solute transport in fractured till. It was used in the forward mode to simulate chloride BTCs from a fractured till column in Canada (Grisak et al. 1980) and chloride and pesticide transport through large columns of till in Denmark (Jørgensen et al. 1998). These studies demonstrated that the PDFM produced simulated BTCs that closely resembled laboratory-derived BTCs. The PDFM was also used to simulate bromide transport at the field scale during a trench-to-trench test conducted in Canada (McKay et al. 1993b). Models of ground water flow and solute transport through fractured rock typically represent fractures as 3D, discrete planar features. These models have been used for development of well fields in fractured media (Jones et al. 1999), oil and gas reservoir engineering (Dershowitz et al. 1994), and evaluation of sites for disposal of high-level nuclear waste (Anna 1998). They are well suited for simulating flow through fractured rocks because of the large contrast in K between fractures and the rock matrix and the low density of fractures encountered in rock. Similar to the MIM, DFMs require governing equations for the fracture (Equation 4), matrix (Equation 5), and diffusive exchange between the two pore regions (Equation 6) given by: @cf @cf @ 2 cf G 1 vf 2 Df 1 ¼0 @t @z @z2 b @cmat @ 2 cmat 2 De ¼0 @t @x2 @cmat G ¼ 2nmat De @x b ð4Þ ð5Þ ð6Þ where z and x are distances along the fracture in the direction of flow and into the matrix normal to the fracture, respectively; G is the diffusive flux across the fracture/matrix interface (Sudicky and Frind 1982). Unlike the MIM, however, the aforementioned governing equations treat matrix diffusion as a second-order, Fickian process in the dimension normal to the fracture plane. This is considered to be more accurate than the first-order approach for solutes with low diffusion coefficients, at short timescales, or for systems with larger fracture spacing (Harrison et al. 1992). Equation 4 represents onedimensional advection and dispersion; however, a 3D network of fractures may be simulated using this equation by orienting the z-axis in the direction of flow as a 3D vector. Solutions to Equations 4 through 6 have been achieved for a system of parallel plates (PDFM) using semianalytical (Sudicky and Frind 1982), finite-element (Sudicky 1989, 1990; Sudicky and McLaren 1998) methods. The computer program FRACTRAN (Sudicky and McLaren 1998) was used to simulate the PDFM BTCs in this paper. The stochastic and deterministic DFMs were solved using the program MAFIC (Miller et al. 1997), which uses particle tracking instead of solving the system of equations produced by Equations 4 through 6. This approach moves virtual particles through the fracture network in discrete timesteps, and the distance each particle moves is a function of the advective velocity. Dispersion and matrix diffusion are simulated by moving each particle at the end of a timestep according to stochastic random functions. The principal advantage of the particletracking approach is that it is relatively simple to program. However, studies in fractured rock suggest that at least 50,000 particles are required to produce realistic BTCs (Herbert et al. 1992), so the approach tends to be computationally demanding. Site Description, Column Preparation, and Tracer Experiments The study site is located within the Walnut Creek watershed, 6 km south of Ames, Iowa, in the Des Moines M.F. Helmke et al. GROUND WATER 43, no. 6: 877–889 879 Lobe landform region (Figure 1). The surficial deposit at the site is the Alden Member till of the Dows Formation, deposited 14 to 12.5 ka during the late Wisconsinan (Prior 1991; Eidem et al. 1999). The Alden Member is a massive, basal till with a bulk density (qb) of ~1.7 Mg/m3. The Alden Member is classified as a loam, containing ~40% sand, 45% silt, and 15% clay. Previous investigations at the site revealed that the till is extensively fractured (Eidem et al. 1999). A 4-m-deep trench was excavated using a backhoe to provide access to the till. The trench was carved using a bench and tier method to provide multiple faces for fracture mapping and to ease column collection. Fractures were identified as planes with iron oxide staining or as leached zones in the till. Fractures were mapped using sheets of clear acetate on both vertical and horizontal faces in the trench, and fracture strike and dip was measured using a Brunton compass. The excavation revealed that the till contains numerous subhorizontal and subvertical fractures from ground surface to the base of the pit. Fracture spacing ranged from <2 cm near the surface to ~4.6 cm at a depth of 4 m. The most prominent fractures were observed below 3-m depth where the till is partially weathered. At this depth, the fractures were stained reddish brown (Munsell color: 10YR 5/8), in contrast to the olive-brown (Munsell color: 2.5Y 5/4) till matrix. Fractures mapped near the base of the excavation pit were dense and preferentially oriented (Figure 2). Fracture spacing at a depth of 3.3 m was 0.043 m. Other measures of fracture intensity were 643 fractures/m3 (P30), 23.3 m/m2 (P21), and 24.4 m2/m3 (P32) at this depth, as estimated using the ISIS module of the program FracMan (Dershowitz et al. 1994). Analysis of fracture strike and dip revealed the presence of two fracture sets— both predominantly vertical and striking northeastsouthwest. The first fracture set followed a Fisher distribution with a fracture pole trend of 326.0, plunge of 16.1, and Fisher dispersion (k) of 6.13. The second fracture set displayed a trend of 124.5, plunge of 10.1, and a k of 4.85. Figure 1. Map of Iowa showing the location of the study site within the Des Moines Lobe landform region (after Prior 1991). 880 M.F. Helmke et al. GROUND WATER 43, no. 6: 877–889 Figure 2. Plan-view map of fractures observed at a depth of 3.3 m at the site. Fractures are predominantly subvertical in orientation at this depth. Trend of fractures is from northeast to southwest. An intact column of till, 43 cm in diameter and 45 cm in length, was carved from the basal step of the excavation trench at a depth of 3.3 to 3.75 m (Figure 3) using a shovel and putty knife. Iron-stained fractures were prominently visible along the sides of this column (Figure 3). The cylindrical shape of the column was maintained using a level and a section of polyvinyl chloride (PVC) pipe as a guide. A 61-cm-long piece of PVC with an interior diameter (ID) of 45.7 cm was placed over the column, leaving a 1- to 1.5-cm void between the column and the pipe. This annulus between the till and the casing was sealed using paraffin wax to prevent side-wall flow (Grisak et al. 1980). After the wax cooled (~8 h), a putty knife was used to separate the column from its base. The column was then winched from the trench, and then 2-mm-thick disks of high-density polyethylene (HDPE) were placed at the column ends to prevent moisture loss during transport to the laboratory. The physical properties of the till column were consistent with previous studies of the Alden Member till. The soil texture was a loam, with a particle-size percentage Figure 3. Photograph of the till column (43-cm diameter and 45-cm length) prior to encasement in the field. Subvertical, iron-stained fracture surfaces are prominent. Putty knife for scale. of 48.2% sand, 37.0% silt, and 14.8% clay (determined by the sieve-and-pipette method). The qb of the column was 1.83 Mg/m3. Total porosity of the column was 29.6% (determined gravimetrically), resulting in a total pore volume (PV) of 0.0172 m3. In the laboratory, the ends of the column were carefully scraped with a putty knife to eliminate smear zones. The resulting length of the column was 40 cm. A 5-mmthick layer of Ottawa Sand was placed at each end of the column and held in place by the HDPE disks. Perforated tubes (3-mm-ID HDPE) were fed through the sand to provide fluid access to the sand packs. Plywood pistons (19-mm thick and 43-cm diameter) were added to each end and sealed with silicone caulking. The ends and the walls of the column were mechanically compressed to 60 kPa to approximate the lithostatic stress at 3.5 m. Although care was exercised to minimize desaturation of the column, it is possible that some of the larger pores drained during excavation and transport. To reduce the chance of entrapped air, the column was slowly resaturated by upward flow for 7 d. Once saturation was complete, the Kb of the column was determined to be 6.8 3 1028 m/s using Darcy’s Law. Three conservative solutes were used as tracers: potassium bromide (KBr), pentafluorobenzoic acid (PFBA), and 1,4-piperazinediethanesulfonic acid (PIPES) disodium salt. These tracers were selected because they do not sorb or undergo biodegradation (Jaynes 1993; Moline et al. 1997) and because they possess differing aqueous diffusion coefficients (D0). Differences in the morphology of their BTCs would indicate matrix diffusion and provide evidence of fracture flow. The diffusion coefficients in pure aqueous solution of Br and PFBA at 25C are 1.8 3 1029 and 7.6 3 10210 m2/s, respectively (Bowman and Gibbens 1992). The D0 of PIPES has not been determined experimentally; however, the calculated D0 using the Stokes-Einstein equation is 4.1 3 10210 m2/s (Helmke et al. 2004). Tracer solutions were introduced into the columns under a constant unit hydraulic gradient using a Mariotte bottle. In situ ground water spiked with a 0.5-mM concentration (C0) of KBr, PFBA, and PIPES was passed through the column for a period of 70 d (equivalent to 3.4 PVs). This concentration is equivalent to 39.95 mg/L Br, 106.04 mg/L PFBA, and 167.69 mg/L PIPES. The resulting density ratio of the solution was ~1.0003 with respect to water, which is far less than the density ratio of 1.2 reported to cause density-driven flow in fractured systems (Shikaze et al. 1998). Although an upward gradient was applied (to prevent desaturation at the column base), ground water flow was, in effect, downward because the column was inverted in the laboratory. The temperature of the column was maintained at a constant 12C to simulate in situ conditions. Effluent samples were passed through a 0.2-lm filter immediately upon collection and stored at 4C until analyzed at the end of the experiment. Concentrations of Br, PFBA, and PIPES were determined by ion chromatography. Analytical precision for Br (±0.63 mg/L), PFBA (±1.14 mg/L), and PIPES (±2.65 mg/L) was determined using replicates of spiked samples. Input Parameters, Model Construction, and Evaluation Fracture Networks The three DFMs (PDFM, stochastic DFM, and deterministic DFM) required that fractures be placed explicitly into each model, satisfying the fracture properties measured in the field (Table 1). The PDFM was the simplest case, containing only one fracture placed within a matrix slab of thickness 2B (Figure 4a). The stochastic DFM was constructed of sets of fractures statistically similar to those recorded in the field using the enhanced Baecher approach (Baecher et al. 1977) and the program FracMan (Dershowitz et al. 1994). The advantage of using a stochastic network is that it can place fractures within a model in areas where direct field measurements are unavailable. Many realizations of the stochastic DFM may be constructed, which allows the model to perform uncertainty analyses using Monte Carlo simulations (Doe 1997). Each fracture in the stochastic DFM was placed randomly in space (a Poisson point process) and then expanded sequentially in the appropriate orientation (following the Fisher distribution) to the desired size (mean radius 7.9 cm, standard deviation 5.7 cm as determined from fracture maps). Intersecting fractures were truncated at a frequency equal to the termination percentage recorded in the field (35.5%). Fractures were placed into the model until the fracture intensity (P32) of the model equaled the P32 derived from the fracture map (24.4 m2/m3). The resulting stochastic DFM contained 103 fractures and 1884 triangular elements (Figure 4b). For cases where fracture geometry and location is known, each fracture may be placed explicitly within a model to construct a deterministic DFM. Working with till provides a unique opportunity to map fractures in three dimensions because it can be cut with simple hand tools. In this study, the column was dissected in horizontal 5-cm sections at the end of the experiment. Fractures observed at each interval were mapped and then joined in three dimensions to recreate the ‘‘true’’ fracture network of the column. The final fracture network included 2077 triangular elements (Figure 4c). In practice, a DFM may include both stochastically generated and deterministic fractures. Hydraulic Properties The hydraulic properties of the models in this study were specified to satisfy the Kb of the column (6.8 3 1028 m/s). Because the experiments were conducted under a unit hydraulic gradient, q was equal to Kb. Fracture transmissivities (Tf) of the stochastic and deterministic DFMs were adjusted until the model-simulated Kb matched the observed Kb of the column. In studies of fractured rock, the Tf distribution may be determined experimentally using borehole packer tests (Doe 1997). This approach may be impractical in till due to the small fracture spacing, although it is a potential area for future research. Therefore, we assumed that Tf followed a lognormal distribution as reported in the literature (Dershowitz 1994). This resulted in a mean Tf of 6.6 3 1029 m2/s with M.F. Helmke et al. GROUND WATER 43, no. 6: 877–889 881 Table 1 Input Parameters Used in the MIM, PDFM, and Stochastic and Deterministic DFMs Parameter Fracture Network Fracture intensity Fracture spacing, 2B Length of fractures per area, P21 Number of fractures per volume, P30 Area of fractures per unit volume, P32 Fracture orientation Set 1 Set 2 Fracture radius (stochastic DFM) Fracture termination Hydraulic Properties Bulk hydraulic conductivity, Kb Darcy flux, q Fracture transmissivity, Tf Stochastic DFM Deterministic DFM Fracture aperture, 2b MIM and PDFM Stochastic DFM Deterministic DFM Fracture porosity, nf Fracture velocity, vf Dispersion Longitudinal dispersivity, aL Diffusion Effective diffusion coefficient, De1 Br PFBA PIPES Exchange coefficient, a Br PFBA PIPES Matrix porosity, nmat Br PFBA PIPES 1Converted Value Source 0.043 m 23.3 m/m2 643 fractures/m3 24.4 m2/m3 Field measurements Fracture maps FracMan FracMan Trend 326.0, plunge 16.1, Fisher k 6.13 Trend 124.5, plunge 10.1, Fisher k 4.65 Mean, l ¼ 7.9 cm; standard deviation, r ¼ 5.7 cm 35.5% Field measurements/ISIS Field measurements/ISIS Fracture maps Fracture maps 6.8 3 1028 m/s 6.8 3 1028 m/s Darcy’s Law Darcy’s Law l ¼ 6.6 3 1029 m2/s, r ¼ 2.0 3 1028 m2/s l ¼ 5.2 3 1029 m2/s, r ¼ 1.6 3 1028 m2/s Adjusted to match Kb Adjusted to match Kb 1.6 3 1025 m l ¼ 1.8 3 1025 m, r ¼ 1.9 3 1025 m l ¼ 1.8 3 1025 m, r ¼ 1.9 3 1025 m 0.038% 1.8 3 1024 m/s Cubic law (Equation 7) Cubic law (Equation 7) Cubic law (Equation 7) Equation 8 Equation 9 0.05 m Neretnieks et al. 1992 4.3 3 10210 m2/s 2.6 3 10210 m2/s 1.3 3 10210 m2/s Helmke et al. 2004 Helmke et al. 2004 Helmke et al. 2004 7.5 3 1027 1/s 4.3 3 1027 1/s 1.7 3 1027 1/s Equation 3 Equation 3 Equation 3 26.8% 25.2% 21.4% Helmke et al. 2004 Helmke et al. 2004 Helmke et al. 2004 from 23C to 12C using the Stokes-Einstein equation. a standard deviation of 2.0 3 1028 m2/s for the stochastic DFM, and a mean Tf of 5.2 3 1029 m2/s with a standard deviation of 1.6 3 1028 m2/s for the deterministic DFM. Figure 4. PDFM (a), stochastic DFM (b), and deterministic DFM (c) representations of the till column. 882 M.F. Helmke et al. GROUND WATER 43, no. 6: 877–889 Hydraulic aperture (2b) was estimated using the cubic law (Snow 1969): 1 Kb 12l2B 3 2b ¼ ð7Þ qg where l is the water viscosity, q is the water density, and g is the acceleration due to gravity. Equation 7 may be used for a system of equally spaced fractures. The resulting 2b for this study was 1.6 3 1025 m. Hydraulic aperture may also be estimated by replacing Kb2B in Equation 7 with fracture transmissivity (Tf, assuming the matrix is impermeable). The cubic law assumes that the walls of a fracture are smooth and parallel, which is unlikely to exist in nature. Moreover, the cubic law estimates hydraulic aperture, which may deviate from transport aperture (Shapiro and Nicholas 1989; Tsang et al. 1991). Despite these deficiencies, the cubic law is commonly used to provide a first-cut estimate of aperture in fractured media. Fracture porosity was estimated by assuming that the fractures are parallel and equally spaced. For such a system, nf may be obtained from (Sudicky 1990): nf ¼ 2b 2B ð8Þ The resulting estimate of nf for this till was 0.038%. This nf was in turn used to estimate a vf (required by the DFMs) of 1.8 3 1024 m/s by: vf ¼ q nf ð9Þ Dispersion The dispersion coefficient is normally determined empirically by fitting a model to BTC data. Therefore, independent estimates of Df were unavailable for the till evaluated in this study. For this reason, we estimated Df by: D f ¼ aL v f 1 D 0 ð10Þ where aL is the longitudinal dispersivity and D0 is the aqueous diffusion coefficient of each compound. Dispersivity was assumed to be 0.05 m in this study, which corresponds with dispersivities determined in fractured rock at this scale (Neretnieks et al. 1982). The use of D0 in Equation 10 assumes an absence of tortuosity in the fracture, which is suspect. However, the rapid vf causes mechanical dispersion to dominate, and Df is likely to be insensitive to D0. Matrix Diffusion Estimates of De for Br, PFBA, and PIPES were determined for this till by conducting radial diffusion experiments (Helmke et al. 2004). Measurements of De at 23C were 5.8 3 10210, 3.5 3 10210, and 1.7 3 10210 m2/s for Br, PFBA, and PIPES, respectively. The Stokes-Einstein equation was used to modify the values of De to correct for the temperature difference between 23C and 12C, which resulted in corrected De values of 4.3 3 10210, 2.6 3 10210, and 1.3 3 10210 m2/s. These values are less than the D0 for each compound, which indicates that tortuosity affects matrix diffusion in this till. Diffusion is sensitive not only to the diffusion coefficient but also to the porosity available to diffusing compounds in the matrix. During the radial diffusion experiments, it was determined that the ‘‘effective diffusive porosity’’ was slightly different for Br, PFBA, and PIPES (26.8%, 25.2%, and 21.4%, respectively; Helmke et al. 2004). All these values were slightly less than nT (29.6%) and demonstrated that nmat may be a function of not only the medium but also the solute. Similar results have been reported in other tills (van der Kamp et al. 1996). Statistical Evaluation of Models Model goodness of fit was evaluated using the modified index of agreement (d1) of Willmott et al. (1985). The parameter d1 has been used as a model-selection criterion in water resources investigations and is defined as n P d1 ¼ 1:0 2 P n jOi 2 Pi j i¼1 ð11Þ ðjPi 2 Oj 1 jOi 2 OjÞ i¼1 where O and P are the observed and model-simulated data, respectively, O is the mean of observed values, and n is the number of observations (Legates and McCabe 1999). The value of d1 varies from 0 to 1, with 1 indicating a perfect fit between the simulated and the observed data. Although d1 may be interpreted in a similar fashion as the coefficient of determination (R2), d1 is considered superior because it is less sensitive to outliers and proportional differences than R2. Results and Discussion Breakthrough Curves Detectable concentrations (C/C0 > 0.02) of the three tracers were observed in the column effluent after 4.7 d, resulting in a first-arrival velocity of at least 0.085 m/d (Figure 5). Such a rapid velocity indicates that this till would act as a poor barrier to contaminant migration. Moreover, this transport rate is faster than the time estimated for one PV to pass through the column (19.9 d), which indicates that preferential flowpaths (presumably fractures) are responsible for this rapid advection. Breakthrough (defined as the time for C/C0 to reach 0.5) of Br, PFBA, and PIPES was achieved after 19.2, 18.9, and 13.8 d, respectively, resulting in center-of-mass velocities of 0.021, 0.021, and 0.029 m/d. All three solutes resulted in breakthrough times earlier than the time estimated for one PV (19.9 d), providing additional evidence that fracture flow controlled solute transport and the shape of the BTCs. Separation of the BTCs of the three tracers suggests that matrix diffusion was an influential process during transport. The concentration of PIPES increased more rapidly than Br or PFBA during the first 30 d of the experiment. This separation was likely due, in part, to the lower De of PIPES compared to Br and PFBA. A similar separation between PIPES and Br was observed in BTCs produced from a column of fractured saprolite from Tennessee (Moline et al. 1997). Grisak et al. (1980) observed that calcium increased in concentration more rapidly than chloride during a laboratory experiment using an intact column of fractured till. The authors attributed the separation of calcium and chloride to differences in their De values, which were 5 3 10211 and 1.9 3 10211 m2/s, respectively. Differences in nmat may also have contributed to the separation of the BTCs. The low nmat of PIPES may have caused the concentration between the fracture and the matrix to reach local equilibrium faster than PFBA or Br, which, when combined with the lower De, could have caused the greater separation between the PIPES and the Br BTCs than the separation between PFBA and Br. Solutes reached a C/C0 of 0.98 or greater after a period of ~50 d. Clearly, it would be inappropriate to use the fracture velocity calculated by the cubic law (15.3 m/d) and assume advection only (i.e., plug flow), which M.F. Helmke et al. GROUND WATER 43, no. 6: 877–889 883 Table 2 Goodness of Fit for the MIM, PDFM, and Stochastic and Deterministic DFMs Grouped by Tracer as Determined by the Modified Index of Agreement, d1 Model MIM PDFM Stochastic DFM Deterministic DFM Figure 5. BTCs for Br, PFBA, and PIPES from the tracer experiments. BTCs simulated by the MIM, PDFM, stochastic DFM, and deterministic DFM are shown in a, b, c, and d, respectively. would result in a predicted C/C0 of 1.0 after only 38 min. There are several explanations for this discrepancy, including (1) some process is serving to retard migration through the fractures (such as matrix diffusion); (2) solutes are being advected through a pore network with a broad distribution of velocity (i.e., mechanical dispersion); or (3) a combination of both processes is affecting the BTCs. Regardless of the underlying process, this effect would likely be more pronounced at greater transport distances and would cause a significant lag time between changes in boundary conditions and solute concentration downgradient of the source area. Evaluation of Model Simulations The goodness-of-fit analysis demonstrated that both the MIM and the DFM approaches performed reasonably well, simulating the observed BTCs (Figure 5; Table 2). The goodness-of-fit values (d1) ranged from 0.72 to 0.96 884 M.F. Helmke et al. GROUND WATER 43, no. 6: 877–889 Br PFBA PIPES 0.90 0.91 0.94 0.95 0.84 0.85 0.94 0.95 0.72 0.81 0.96 0.95 for all models and tracers (Table 2). The simplest model, the MIM, simulated most of the BTCs (Figure 5a), with the best match occurring with the Br BTC (d1 ¼ 0.90). The PFBA and PIPES simulations, however, overpredicted observed solute concentration during the initial phase of the experiment, causing their goodness of fit to decrease (d1 ¼ 0.84 and 0.72, respectively; Table 2). Values of C/C0 for modeled PFBA and PIPES BTCs appear to increase instantly to values of 0.14 and 0.40, respectively. However, closer inspection reveals that these concentrations were predicted within 1 h, which corresponds with the calculated fracture velocity of 15.3 m/d. The MIM’s inability to accurately simulate BTCs at short timescales for solutes with low De values may be a result of its first-order approximation of matrix diffusion. This effect would be more pronounced for systems with large fracture spacing, short timescales, and tracers with small De values. Despite its limitations, the MIM reproduced the overall morphology of the three BTCs and would likely be applicable at the field scale, where transport distances are large with respect to fracture spacing. In addition, the model’s disadvantages should be weighed against the advantages of fewer input parameters and the model’s computational efficiency (CXTFIT simulated each BTC in <1 CPU second). The morphology of the BTCs produced by the PDFM simulations was comparable to the observed data (Figure 5b). The PDFM predicted the Br BTC well (d1 ¼ 0.91) but was less effective for PFBA and PIPES (d1 ¼ 0.85 and 0.81, respectively). Similar to the MIM, the PDFM simulations of Br, PFBA, and PIPES overpredicted their concentration during the first 30 d of the experiment. Unlike the MIM simulations, the predicted concentration rose gradually and thus was more similar to the observed BTCs. The PDFM was more difficult to assemble than the MIM because it required specifying the spatial location of the fracture explicitly within the model. Once constructed, however, simulations required only 3 CPU seconds to complete. The stochastic and deterministic DFMs produced BTCs that most closely matched the observed BTCs of all model approaches investigated (stochastic DFM d1 ¼ 0.94, 0.94, and 0.96; and deterministic DFM d1 ¼ 0.95, 0.95, and 0.95 for Br, PFBA, and PIPES, respectively), although the breakthrough times were ~5% to 10% earlier than observed. The fits of the 3D DFMs were generally superior to those from MIM and PDFM simulations. For example, the d1 value for the MIM prediction of the PIPES BTC was 0.72, which was the poorest of all the d1 statistics, vs. d1 values of 0.96 and 0.95 for the stochastic and deterministic DFMs, respectively. The generally superior results of the 3D DFMs may be a function of a more realistic fracture geometry. Alternatively, this may have been a result of representing heterogeneities by the lognormal distribution of fracture transmissivity. If this is this case, the MIM and PDFM might also be improved by including advective heterogeneities. Differences between the stochastic and the deterministic DFMs were slight, which indicates that the stochastic fracture network was an adequate surrogate for the actual fracture network for this particular till. Accuracy entails a cost in this case, however. The stochastic DFM included 103 fractures within a cube only 40 cm on a side, and the deterministic DFM included 2077 triangular elements. Ten million particles were required to generate the BTCs for both models. The simulation process required ~8 h on a personal computer with a 1-GHz CPU—a much longer time than either the MIM or the PDFM simulations. A stochastic analysis of residuals using the KruskalWallis test (Conover 1980) revealed that there was no statistically significant difference between the models for simulations of Br (at the 0.05 significance level). This lack of a significant difference suggests that features unique to each modeling approach do not significantly affect the results for this compound. There was a statistically significant difference (at the 0.05 significance level), however, between simulations of the PFBA and PIPES BTCs. This is confirmed by visual inspection of the BTCs, which show that differences between models are more pronounced for compounds with smaller De values (Figure 5). In situations where De is small or where fracture spacing is large, the first-order approximation of matrix diffusion used by the MIM may fail; hence, a secondorder approach should probably be used (Sudicky 1990). Moreover, in cases where matrix diffusion governs the shape of a BTC, matrix diffusion may obscure the lesser effect of fracture geometry and orientation. For tracers such as PFBA and PIPES that are less susceptible to matrix diffusion, oversimplification of the fracture network in the model may result in unrealistic transport times and parameters. As discussed previously, the models were conducted in the forward mode to test their ability to predict BTCs using independently determined input parameters. It should be noted that these models may be fitted to the observed BTCs with d1 values of 0.99 or greater by adjusting aL, De, and nf. Such optimization can lead to nonunique and unrealistic input parameters (Parker and van Genuchten 1984). Nonetheless, parameter optimization has been employed in studies of fractured till for cases where reliable estimates of input parameters are unavailable or impractical to obtain. The PDFM and MIM were used in the inverse mode to simulate Br BTCs in fractured tills from Denmark (Jørgensen et al. 2003). Both the PDFM and the MIM were successfully fit to the observed BTCs. Further tests using multiple flow rates, however, demonstrated that only the PDFM was capable of simulating BTCs under increased gradients. The Denmark study illustrates the importance of testing models at various temporal scales if parameter optimization is employed and underscores the rationale for running models in the forward mode for this study. One of the surprising results of this study was the ability of all four models to predict the Br BTC with accuracy, despite the diversity of models employed. We suggest that Br was in relative equilibrium between the fractures and the matrix at the timescale selected for this study, which was not the case for PFBA or PIPES (these would require longer timescales to reach this state). Under such conditions, the differences between the models become insignificant as the influence of macroscopic dispersion becomes obscured by matrix diffusion. Although this would seem to be a special case, it is likely to be the common condition for deeper tills (>3-m depth) that are characterized by longer residence times and less transient boundary conditions. The unit gradient and 70-d timescale employed by this study were selected to best represent in situ conditions. Using unnatural hydraulic gradients upsets this balance to reveal differences between model approaches. For example, Jørgensen et al. (2003) observed differences between the MIM and the PDFM when gradients of 7.09 and 28.3 were applied to a column of similar depth to the one evaluated in this study. This effect was reproduced in this study by increasing the gradient to 10 and rerunning the MIM and PDFM models. At this elevated flow rate, the PDFM and MIM predict Br breakthrough times (time to reach a C/C0 of 0.5) of 6 h and 4 min, respectively. This clearly shows that the models diverge at high flow rates using similar input parameters. Conversely, the PDFM and MIM agree closely when using the input parameters of Jørgensen et al. and a gradient of 1. These simulations suggest that under longer timescales and realistic gradients, differences between model approaches may become unimportant. Parametric Analysis A parametric analysis was conducted to determine how sensitive the MIM was to four input parameters (De, aL, nf, and nmat; Figures 6a through 6d, respectively). The goal of this exercise was to identify the most influential solute transport processes and determine the relative precision required of input parameters by adjusting input parameters and comparing the resulting BTCs. Simulated BTCs were compared to the observed Br BTC, using the parameters listed in Table 1 as a ‘‘base case.’’ The parametric analysis revealed that the MIM is sensitive to both diffusion and dispersion under the basecase conditions. The best fit was achieved by increasing De to D0 (1.8 3 1029 m2/s), and the worst fit occurred when De was reduced by 1 order of magnitude (4.3 3 10211 m2/s). Under the assumptions of this model, simulations are sensitive to De, which suggests that matrix diffusion is a dominant process. Although the model produced a superior fit when De was increased to D0, doing so would neglect the effect of tortuosity and contradicts the results from diffusion cell experiments (Helmke et al. 2004). Longitudinal dispersivity was varied from 0.005 to 0.5 m. Increasing aL to 0.5 m resulted in the poorest fit, and the best fit occurred when aL was reduced M.F. Helmke et al. GROUND WATER 43, no. 6: 877–889 885 Figure 7. Modified index of agreement (d1) representing goodness of fit of the MIM to the Br BTC for various combinations of the effective diffusion coefficient (De) and dispersivity (aL). The shape of the d1 surface indicates a nonunique relationship between diffusion and dispersion. Figure 6. Parametric analysis of the MIM and Br BTCs comparing variable effective diffusion coefficient (De, a), dispersivity (aL, b), matrix porosity (nmat, c), and fracture porosity (nf, d). The special case of nf ¼ total porosity (nT) represents the system as an EPM. to 0.005 m. Setting aL below 0.005 m resulted in no additional improvement of fit. Using the MIM in the inverse mode to estimate De and aL would result in nonunique values under the basecase conditions (Figure 7). When dispersion is set to zero, the model fits the observed data well (d1 ¼ 0.98) when De is set to 7.4 3 10210 m2/s. Under these conditions, the model is insensitive to dispersion until aL exceeds 0.005 m. Above this value, De may be adjusted for any aL up to 0.05 m to produce d1 values of 0.95 or greater. This nonunique relationship between matrix diffusion and dispersion has been encountered by previous investigators (Brusseau et al. 1994; Toride et al. 1999). Fitting additional parameters would likely be less unique and therefore less informative, suggesting that the input parameters should be estimated independently of model fitting to avoid this problem. The MIM appears to be moderately sensitive to changes in nmat (Figure 6c). Increasing nmat from the base-case value of 26.8% to 29.6% (nT) changes the 886 M.F. Helmke et al. GROUND WATER 43, no. 6: 877–889 shape of the BTC only slightly. However, reducing nmat to a value <1% causes the fractures and matrix to reach rapid equilibrium, which produces BTCs that predict early breakthrough. Although the effect of nmat is small over the typical range of tills (10% to 30%), its relationship with diffusion should not be overlooked. Modifying nf has only a small effect on the BTC even when increased by 3 orders of magnitude. When nf is set equal to nT, the MIM behaves as an equivalent porous medium (EPM) and fits the observed BTC remarkably well (d1 ¼ 0.97, Figure 6d). This raises an important question: why would the EPM model predict results so similar to a DFM in this study? Our explanation of this phenomenon is that the solutes were advected primarily through the fracture network and that rapid diffusion coupled with closely spaced fractures caused fracture/matrix equilibrium to occur in a matter of weeks. Such a process would generate BTCs that appear similar to those produced by an EPM, and matrix diffusion would appear to behave as dispersion. This conceptual model of the flow system was confirmed by a dye-trace study that revealed dye following fracture traces in this column upon dissection (Helmke et al. 2005). Other researchers have suggested that for long timescales and large transport distances, fractured tills may behave as an EPM for the same reason (McKay et al. 1993b, 1998). The separation of BTCs by the three compounds provides further evidence that the column in this study did not behave strictly as an EPM. The experimental setup was designed to represent an idealized solute transport scenario of steady-state, onedimensional flow with a single constant-concentration boundary condition. This design was selected to reduce the number of unknown variables in the experiment. Modifications to the experimental design might have resulted in greater sensitivity to model input parameters such as the effective diffusion coefficient. For instance, a variety of flow rates could have been applied or flow could have been interrupted during the experiment (Brusseau et al. 1994), which might have reduced the nonunique nature of dispersion vs. diffusion. Rinsing the column to evaluate tailing or using a pulse injection rather than a continuous source might have provided additional information pertaining to the solute transport processes involved. Application of fracture models to the field scale would require that the models be run in three dimensions under transient conditions. It is possible that in this scenario, the 3D nature of the stochastic or deterministic DFM would prove more applicable to the field scale. Alternatively, including heterogeneities in the MIM, or combining the MIM and select 3D discrete fractures, might produce superior results. Conclusions Four modeling approaches (MIM, PDFM, stochastic DFM, and deterministic DFM) were used to simulate solute transport through fractures in a laboratory column of till. Goodness-of-fit analysis demonstrated that all modeling approaches employed were reasonable predictors of the BTCs, yet reflected the apparent differences between the model approaches. Differences between the models were not significant when simulating Br transport, suggesting that more elaborate models do not necessarily produce results that are more accurate under the flow conditions employed by this study. Simulations involving PFBA and PIPES, on the other hand, revealed that the 3D DFMs were superior to the MIM and PDFM due to the MIM and PDFM predicting more rapid transport of PFBA and PIPES than observed during the initial portions of the experiment. We think that the first-order approximation of diffusion employed by the MIM may produce inaccurate results if the rate of diffusion is low. This phenomenon should be more apparent in cases where fracture spacing is large and/or timescales are small. The MIM and PDFM approaches might also benefit by including heterogeneities using a lognormal transmissivity distribution as employed by the 3D DFMs. In cases where De is particularly small (e.g., PIPES), goodness-of-fit differences between the modeling approaches might also result from how the models incorporate fracture orientation and geometry. The MIM and PDFM assume that fractures provide flowpaths that are oriented in the direction of ground water flow, which may be overly simplistic. The more realistic orientation and geometry of fractures in the 3D DFMs produce flowpaths that are slightly longer than those predicted using a simplified geometry, which would effectively increase residence time. The lognormal fracture transmissivity assigned to these models may also have caused the more favorable fits. However, these effects might be masked by matrix diffusion over longer timescales. Efficiency of the models and their potential application in field situations also differ. The MIM and PDFM require fewer input parameters and are computationally efficient, with run times <3 s in most cases. The 3D DFMs may be more compelling in depicting reality but are more difficult to construct and are computationally less efficient (run times >8 h per BTC) than the MIM or PDFM. More importantly, further investigations are required to test and compare these methods at the field scale. At larger scales, the MIM and PDFM will likely prove more practical to implement than the 3D DFMs due to the greater computational effort required by simulating large numbers of fractures. On the other hand, in cases where fracture spacing is large with respect to the investigation scale, or during very short timescales, DFMs are likely to produce superior results than the simplified MIM or PDFM approaches. It is for this reason that 3D DFMs have been favored for simulations of solute transport through fractured rock (Doe 1997). An alternative approach would be to use the MIM or PDFM to represent small-scale fractures, such as those identified in this study, and use a 3D DFM to simulate large fractures in the model. This method would take advantage of the relative strengths of these models and would be particularly useful at the field scale. The model simulations indicated that the close fracture spacing of the till allowed diffusive equilibrium to occur between the fractures and the matrix over a relatively short time period (several weeks). This effect caused the system to behave similar to an EPM, even though a dye-trace study showed that flow occurred primarily through fractures, and halos surrounding the fractures provide evidence of rapid matrix diffusion (Helmke et al. 2005). A parametric analysis revealed that the MIM was capable of reproducing the Br BTC in the EPM mode (nf set to nT). However, differences between the BTCs using solutes with different Des indicate that diffusion is a controlling process. Nonetheless, investigations might consider using an EPM approach in these deposits for large spatial or temporal scales. However, for short timescales or situations where fracture spacing is large with respect to the scale of investigation, EPM assumptions would be inappropriate. Additionally, for cases where boundary conditions are transient (e.g., recharge events or remediation systems), these systems would remain in a state of constant disequilibrium and would require models that simulate diffusion explicitly. Regardless of the modeling approach used, fractures should be incorporated routinely into solute transport models in glaciated terrain. Recent advances in computer codes and hardware, and the development of independent methods for obtaining input parameters (Helmke et al. 2004) make this approach much easier than it has been in the past. Depending on the scale of investigation, various combinations of these models could be employed, which would take advantage of the benefits of DFMs yet simulate denser fracture sets using computationally efficient methods. Acknowledgments This research was funded by grants from the American Geophysical Union (Horton Grant), the Association of Ground Water Scientists and Engineers, the Geological Society of America and its Hydrogeology Division, Sigma Xi, and the U.S. EPA through an Interagency M.F. Helmke et al. GROUND WATER 43, no. 6: 877–889 887 Agreement DW12036252 to the Agricultural Research Service. The authors wish to thank Ed Sudicky and Rob McLaren at the University of Waterloo for the use of FRACTRAN, and Tom Doe and Bill Dershowitz at Golder Associates for access to the FracMan/MAFIC software package. We thank Phil Jardine and Gerilynn Moline for the suggestion of using PIPES as a tracer, and Allen Shapiro, Tom Doe, and two anonymous reviewers for their extensive, critical, and insightful contributions to the manuscript. References Anna, L.O. 1998. 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