Phase-Changing Flash as a Complementarity Problem

Notebook 38_phase_changing_flash_mpcc.ipynb solves a single vapour–liquid equilibrium stage across a temperature path that crosses single-liquid, two-phase and single-vapour — with the number of variables and equations fixed at every point, and the phase logic carried by two complementarity conditions.

The reusable implementation is pounce.examples.flash_mpcc. The evidence harness that runs the full route matrix, both traversal directions and the machine-readable result contract is benchmarks/flash/; python/tests/test_flash_mpcc.py is the fast regression.

This is Gate 1 of gh#776. Gate 0 (gh#794) established which POUNCE route is supported for small MPCCs on a corpus that was deliberately not a process model; this is the first model with physics in it, and it stops at one flash.

Scope

It is not a property package, a tray model, or evidence about anything with more than one equilibrium stage.

What the formulation is, and is not, for

The notebook measures the honest comparison before making any claim: ordinary successive substitution solves every point on this path correctly in 7–10 sweeps, against roughly a hundred interior-point iterations for the complementarity form. As a way of computing one flash, the MPCC loses.

The case for it is composability. Successive substitution is a procedure with an inner loop and a regime branch, its vapour fraction comes out of a Rachford–Rice solve that clips to [0, 1] (so its derivative with respect to an upstream variable is identically zero in the single-phase regions — wrong, and silently so), and it carries no phase-state certificate. None of that can be embedded in a simultaneous transcription and handed to one NLP solver, which is what a tray, a column, or a dynamic startup model needs.

The complementarity form gives up speed to buy a fixed-dimension algebraic system with exact derivatives. The notebook’s job is to establish that it gets the right answers on a problem where the answer is independently known, before it is used where it is not.

The complementarity pairs

The pairing is phase amount against stability slack — not L ⟂ V, which would say the two phases cannot coexist:

z_i = (1 - beta) x_i + beta y_i                          balance
ln x_i + ln phi_i^L(x/Sx) = ln y_i + ln phi_i^V(y/Sy)    isofugacity

0 <= beta      _|_  1 - Sy >= 0                          pair V
0 <= 1 - beta  _|_  1 - Sx >= 0                          pair L

At beta = 0 the balance forces x = z, and the isofugacity rows collapse to Michelsen’s tangent-plane stationarity for the trial vapour; Sy <= 1 is then exactly TPD >= 0. The complementarity is not an encoding of the stability test — it is the stability test. At the bubble point beta = 0 and Sy = 1 hold together, so pair V is biactive; at the dew point pair L is. The two regime switches are exactly the two biactive points.

Verification

Every answer is checked against an independent calculation — Michelsen stability with a multistart per phase label, then Rachford–Rice with a Newton polish — which shares only the Peng–Robinson fugacity primitive with the model. Across all 34 temperatures and all four traversal legs (up and down, cold and warm starts) the regime label always agrees, the vapour fraction and both phase sums agree to about 1e-11, source complementarity products land at 1e-12, and no leg is path-dependent.

That check is not ceremony. The first implementation of the model normalised inside the logarithm as well as inside phi, which adds ln(Sy/Sx) to every isofugacity row. The term vanishes identically in the two-phase region, so the broken model solved, converged, and agreed with the reference at every two-phase temperature — and was wrong only in the single-phase regimes, the ones the fixture exists to reach. The notebook reproduces that defect side by side with the correct row.

Cross-repository result contract

The POUNCE-only harness continues to emit pounce-flash-results/1. The reduced DiscOpt comparison tracked by DiscOpt #1526 emits pounce-flash-results/2, whose schema ships in the Python package as pounce.examples/flash_results_v2.schema.json. The version-2 comparison keeps source and lowered residuals separate, preserves every residual’s definition, and distinguishes methods that were not run, failed, returned a local point, or returned a global certificate. The DiscOpt point records the selected liquid/vapour compressibility roots and their one-root/three-root branches; its source block requires separate EOS, root-selection, and nontrivial-stationary-point residuals, so an artifact cannot validate while omitting the algebraic logic unique to the global encoding. A local record is structurally forbidden from carrying a certified gap or bound. A completed comparison requires at least one GDP, SOS1, and Scholtes record, plus DiscOpt provenance with present: true and a commit of at least seven characters. Exact one-per-cell coverage of the declared temperature-by-method matrix is a producer invariant (Draft 7 cannot express that cross-array join); the DiscOpt artifact builder checks it before validation.

When DiscOpt is unavailable, version 2 can instead report comparison.state: "not_run", empty records, and a reason. Its DiscOpt stamp uses present: false and comparison_run: false; the commit may be omitted or null. An installed DiscOpt environment may also report not_run, retaining its known provenance.

Two findings

The supported route’s second half needs a fallback on a square flash. Gate 0’s scholtes_then_ncp finishes with one exact-product (prod_eq) solve. Here that solve is refused with Not_Enough_Degrees_Of_Freedom after zero iterations at every temperature: a square flash has no objective and no slack, so making both product rows equalities gives six equality rows against five variables, and POUNCE refuses that before iteration zero, mirroring upstream Ipopt. Gate 0’s corpus had an objective and never met this; every equilibrium-stage model meets it by construction.

The gate is correct and is not worked around — the fix is in the route. Route.finish_fallback substitutes the direct G*H <= 0 lowering where the equality form cannot run; the two have identical feasible sets (with G, H >= 0 the inequality is active only at G*H = 0) but an inequality does not count against the gate. It is a fallback and not a replacement, and that is measured: run unconditionally over Gate 0’s corpus the inequality finish ties on cells solved and cells at the known optimum, beats the equality finish on complementarity by 27×, and returns three cells below the MPCC optimum where the equality finish returns none — the one axis Gate 0 chose that finish for. Re-measured with the conditional in place, Gate 0’s corpus is bit-identical, so the fallback buys Gate 1 its finishing solve at no cost to Gate 0.

Reverse-mode autodiff loses the Hessian at the bubble point. Under jax.jit, jax.hessian — which is jacfwd(jacrev(·)) — is wrong by O(20) at exactly the two path points straddling the bubble temperature, where the cubic approaches a double root and Cardano’s trigonometric branch runs arccos into its endpoint singularity. Forward-over-forward is exact there and costs the same, so pounce.examples.flash_mpcc uses it. The Jacobian is unaffected in every mode, which is what makes this dangerous rather than merely wrong: gradients, KKT residuals and converged answers were all correct while the Hessian was not.

Limitations

• One equilibrium stage, two components, one operating parameter. Nothing here bounds a tray, a column, or a dynamic transcription.
• The reduced DiscOpt GDP/SOS1/Scholtes comparison is tracked by DiscOpt #1526. Version 1 records that no comparison was run; version 2 is the shared artifact once that work runs.
• The path stays far from the mixture critical point. Ethane is above its own Tc over the top third of it, which is ordinary and is not a supercritical mixture state.
• POUNCE is a local solver. The reference calculation’s stability test is a multistart, a stronger claim than the MPCC’s single stationary point — which is why agreement is evidence and a disagreement would be a finding about the MPCC.