<?xml version="1.0" encoding="UTF-8"?>
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<article xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:oasis="http://docs.oasis-open.org/ns/oasis-exchange/table" xml:lang="en" dtd-version="3.0"><?xmltex \makeatother\@nolinetrue\makeatletter?>
  <front>
    <journal-meta><journal-id journal-id-type="publisher">HESS</journal-id><journal-title-group>
    <journal-title>Hydrology and Earth System Sciences</journal-title>
    <abbrev-journal-title abbrev-type="publisher">HESS</abbrev-journal-title><abbrev-journal-title abbrev-type="nlm-ta">Hydrol. Earth Syst. Sci.</abbrev-journal-title>
  </journal-title-group><issn pub-type="epub">1607-7938</issn><publisher>
    <publisher-name>Copernicus Publications</publisher-name>
    <publisher-loc>Göttingen, Germany</publisher-loc>
  </publisher></journal-meta>
    <article-meta>
      <article-id pub-id-type="doi">10.5194/hess-24-1831-2020</article-id><title-group><article-title>Surface water and groundwater: unifying conceptualization and quantification of the two “water worlds”</article-title><alt-title>Surface water and groundwater</alt-title>
      </title-group><?xmltex \runningtitle{Surface water and groundwater}?><?xmltex \runningauthor{B. Berkowitz and E. Zehe}?>
      <contrib-group>
        <contrib contrib-type="author" corresp="yes" rid="aff1">
          <name><surname>Berkowitz</surname><given-names>Brian</given-names></name>
          <email>brian.berkowitz@weizmann.ac.il</email>
        <ext-link>https://orcid.org/0000-0003-3078-1859</ext-link></contrib>
        <contrib contrib-type="author" corresp="yes" rid="aff2">
          <name><surname>Zehe</surname><given-names>Erwin</given-names></name>
          <email>erwin.zehe@kit.edu</email>
        </contrib>
        <aff id="aff1"><label>1</label><institution>Department of Earth and Planetary Sciences, Weizmann Institute of
Science, Rehovot 7610001, Israel</institution>
        </aff>
        <aff id="aff2"><label>2</label><institution>Karlsruhe Institute of Technology (KIT), Karlsruhe, Germany</institution>
        </aff>
      </contrib-group>
      <author-notes><corresp id="corr1">Brian Berkowitz (brian.berkowitz@weizmann.ac.il) and Erwin Zehe (erwin.zehe@kit.edu)</corresp></author-notes><pub-date><day>14</day><month>April</month><year>2020</year></pub-date>
      
      <volume>24</volume>
      <issue>4</issue>
      <fpage>1831</fpage><lpage>1858</lpage>
      <history>
        <date date-type="received"><day>7</day><month>October</month><year>2019</year></date>
           <date date-type="rev-request"><day>10</day><month>October</month><year>2019</year></date>
           <date date-type="rev-recd"><day>6</day><month>March</month><year>2020</year></date>
           <date date-type="accepted"><day>13</day><month>March</month><year>2020</year></date>
      </history>
      <permissions>
        <copyright-statement>Copyright: © 2020 </copyright-statement>
        <copyright-year>2020</copyright-year>
      <license license-type="open-access"><license-p>This work is licensed under the Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit <ext-link ext-link-type="uri" xlink:href="https://creativecommons.org/licenses/by/4.0/">https://creativecommons.org/licenses/by/4.0/</ext-link></license-p></license></permissions><self-uri xlink:href="https://hess.copernicus.org/articles/.html">This article is available from https://hess.copernicus.org/articles/.html</self-uri><self-uri xlink:href="https://hess.copernicus.org/articles/.pdf">The full text article is available as a PDF file from https://hess.copernicus.org/articles/.pdf</self-uri>
      <abstract><title>Abstract</title>
    <p id="d1e97">While both surface water and groundwater hydrological systems exhibit
structural, hydraulic, and chemical heterogeneity and signatures of
self-organization, modelling approaches between these two “water world”
communities generally remain separate and distinct. To begin to unify these
water worlds, we recognize that preferential flows, in a general sense, are
a manifestation of self-organization; they hinder perfect mixing within a
system, due to a more “energy-efficient” and hence faster throughput of
water and matter. We develop this general notion by detailing the role of
preferential flow for residence times and chemical transport, as well as for
energy conversions and energy dissipation associated with flows of water and
mass. Our principal focus is on the role of heterogeneity and preferential
flow and transport of water and chemical species. We propose, essentially,
that related conceptualizations and quantitative characterizations can be
unified in terms of a theory that connects these two water worlds in a
dynamic framework. We discuss key features of fluid flow and chemical
transport dynamics in these two systems – surface water and groundwater –
and then focus on chemical transport, merging treatment of many of these
dynamics in a proposed quantitative framework. We then discuss aspects of a
unified treatment of surface water and groundwater systems in terms of
energy and mass flows, and close with a reflection on complementary
manifestations of self-organization in spatial patterns and temporal dynamic
behaviour.</p>
  </abstract>
    </article-meta>
  </front>
<body>
      

      <?xmltex \hack{\newpage}?>
<sec id="Ch1.S1" sec-type="intro">
  <label>1</label><title>Introduction</title>
      <p id="d1e111">While surface and subsurface flow and transport of water and chemicals are
strongly interrelated, the catchment hydrology (“surface water”) and
groundwater communities are split into two “water worlds”. The communities
even separate terminology, writing “surface water” as two words but
“groundwater” as one word!</p>
      <p id="d1e114">At a very general level, it is well recognized that both catchment systems
and groundwater systems exhibit enormous structural and functional
heterogeneity, which are for example manifested through the emergence of
preferential flow and space–time distributions of water, chemicals,
sediments, and colloids, and energy across all scales and within or across
compartments (soil, aquifers, surface rills and river networks, full
catchment systems, and vegetation). Dooge (1986) was among the first
hydrologists who distinguished between different types of heterogeneity –
namely, between stochastic and organized or structured variability – and
reflected upon how these forms affect the predictability of hydrological
dynamics. He concluded that most hydrological systems fall into Weinberg's (1975)
category of organized complexity – meaning that they are too
heterogeneous to allow pure deterministic handling but exhibit too much
organization to enable pure statistical treatment.</p>
      <p id="d1e117">A common way to define the spatial organization of a physical system is through
its distance from the maximum-entropy state (Kondepudi and Prigogine, 1998;
Kleidon, 2012). Isolated systems, which do not exchange energy, mass, or
entropy with their environment, evolve due to the second law of
thermodynamics into a perfectly mixed “dead state” called thermodynamic
equilibrium. In such cases,<?pagebreak page1832?> entropy is maximized and Gibbs free energy is
minimized, because all gradients have been dissipated by irreversible
processes. Hydrological systems are, however, open systems, as they exchange
mass (water, chemicals, sediments, colloids), energy, and entropy across
their system boundaries with their environment. Hydrological systems may
hence persist in a state far from thermodynamic equilibrium. They may even
evolve to states of a lower entropy, and thus stronger spatial organization,
for instance through the steepening of gradients, in topography for example, or
in the emergence of structured variability of system characteristics or
network-like structures. Such a development is referred to as
“self-organization” (Haken, 1983) because local-scale dissipative
interactions, which are irreversible and produce entropy, lead to ordered
states or dynamic behaviour at the (macro-)scale of the entire system.
Self-organization requires free energy transfer into the system to perform
the necessary physical work, self-reinforcement through a positive feedback
to assure “growth” of the organized structure or patterns in space, and the
export of the entropy which is produced within the local interactions to the
environment (Kleidon, 2012).</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F1" specific-use="star"><?xmltex \currentcnt{1}?><label>Figure 1</label><caption><p id="d1e123">Hillslope-scale rill networks developed during an overland
flow event at the Dornbirner Ach in Austria (left panel; we gratefully
acknowledge the copyright holder © Ulrike Scherer, KIT) and the
South Fork of Walker Creek in California (right panel; we gratefully
acknowledge the copyright holder © James Kirchner, ETH Zürich).</p></caption>
        <?xmltex \igopts{width=497.923228pt}?><graphic xlink:href="https://hess.copernicus.org/articles/24/1831/2020/hess-24-1831-2020-f01.png"/>

      </fig>

      <p id="d1e132">Manifestations of self-organization in <italic>catchment systems</italic> are manifold. The most obvious one
is the persistence of smooth topographic gradients (Reinhardt and Ellis,
2015; Kleidon et al., 2012), which reflect the interplay of tectonic uplift
and the amount of work water and biota have performed to weather and erode
solid materials, to form soils and create flow paths. Although these
processes are dissipative and produce entropy, they nevertheless leave
signatures of self-organization in catchment systems. These are expressed,
for instance, through the soil catena – a largely deterministic arrangement
of soil types along the topographic gradient of hillslopes (Milne, 1936;
Zehe et al., 2014) – and even more strongly through the formation of rill
and river networks (Fig. 1) at the hillslope and catchment scales (Howard,
1990; Paik and Kumar, 2010; Kleidon et al., 2013). These networks form
because flow in rills is, in comparison to sheet flow, associated with a
larger hydraulic radius, which implies less frictional energy dissipation
per unit volume of flow. This causes higher flow rates, which in turn may
erode more sediment. As a result, these networks commonly increase the
efficiency in transporting water, chemicals, sediments and energy through
hydrological systems, which also results in increased kinetic energy
transport through the network and across system boundaries.</p>
      <p id="d1e138">In contrast, the term self-organization is rarely applied to <italic>groundwater systems</italic>, except in the
context of positive or negative feedbacks during processes of precipitation and
dissolution (e.g. Worthington and Ford, 2009). We argue, though, that the
subsurface, too, displays some characteristics of (partial)
self-organization. This is manifested, in particular, through ubiquitous,
spatially correlated, anisotropic patterns of aquifer structural and
hydraulic properties, particularly in non-Gaussian systems (Bardossy, 2006),
as these have a much smaller entropy compared to spatially uncorrelated
patterns. The emergence and persistence of preferential pathways even in
homogeneous sand packs (e.g. Hoffman et al., 1996; Oswald et al., 1997;
Levy and Berkowitz, 2003) is a striking example of formation of a
self-organized pattern of “smooth fluid pressure gradients”.</p>
      <p id="d1e144">Our general recognition is that hydrological systems exhibit – below and
above ground – both (structural, hydraulic, and chemical) heterogeneity and
signatures of <?xmltex \hack{\mbox\bgroup}?>(self-)organization<?xmltex \hack{\egroup}?>. We propose that all kinds of preferential
flow paths and flow networks veining the land surface and the subsurface are
prime examples of spatial organization (Bejan et al., 2008; Rodriguez-Iturbe
and Rinaldo, 2001) because they exhibit, independently of their genesis,
similar topological characteristics. Our starting point to unify both water
worlds is the recognition that any form of preferential flow is a
manifestation of self-organization, because it hinders perfect mixing within
a system and implies a more “energy-efficient” and hence faster throughput
of water and matter (Rodriguez-Iturbe et al., 1999; Zehe et al., 2010;
Kleidon et al., 2013). This general notion can be elaborated further by
detailing the role of preferential flow for the transport of mass and chemical
species, and related fingerprints in travel distances or travel times, as
well as for energy conversion and energy dissipation associated with flows
of water.</p>
      <p id="d1e151">In terms of models, hydrological modelling (and hydrological theory) attempts
to predict how processes described by equations evolve in and interact with
a structured heterogeneous domain (i.e. hydrological landscape). However,
our key argument that both systems are subject to similar manifestations of
self-organization does not imply proposed use of a single model. Rather, we
argue that similar conceptualizations and methods of quantification –
whether related to preferential flow paths, dynamics and patterning of
chemical transport and reactivity, or characterization in terms of energy
dissipation and entropy production, for example – can and should be applied
to both catchment and groundwater systems, to the benefit of both research
communities. The main focus of this contribution is on the role of
heterogeneity and preferential flow and transport of water and chemical
species. At a general level, we show that preferential flow causes
deviations from the maximum-entropy state, though these deviations have
different manifestations depending on whether we observe solute transport in
space or in time. Based on this insight, we propose, essentially, that
related conceptualizations and quantitative characterizations can be unified
in terms of a theory that is applicable in catchment and groundwater
systems and thus connects these two water worlds.</p>
      <p id="d1e154">We first discuss key features of fluid flow and chemical transport dynamics
in these two systems – catchments (including surface water) and groundwater
– using the (often distinct) terminology of each of these water world
research communities. We outline the particular questions, methods,
limitations, and uncertainties in each “world” (Sect. 2). We then focus
on chemical transport, merging treatment of many<?pagebreak page1833?> of these dynamics in a
proposed quantitative framework, providing specific examples (Sect. 3). More specifically, Sect. 3 first defines specific conceptual and
quantitative tools and, within this context, introduces a continuous time random walk (CTRW) modelling framework with a clear connection to microscale
physics and to the well-known advection–dispersion equation. Section 3 then
offers new insights, in terms of contrasting power law and inverse gamma
distributions – used in the groundwater literature to describe different
travel time distributions that control long tailing in breakthrough curves
– as well as gamma distributions used more often in the surface water (catchment
system) literature. This analysis is a basis for suggesting how surface
water systems (catchment response to chemical transport) can be treated
within the CTRW framework. Final conclusions and perspectives appear in
Sect. 4. Throughout, we attempt to offer an innovative synthesis of
concepts and methods from the generally disparate surface water (catchment
hydrology) and groundwater research communities. Each community has
developed sophisticated modelling and measurement capabilities – which have
led to significant scientific advances over the last two decades – that
could benefit the other community and help address outstanding, unsolved
problems.</p>
      <p id="d1e158">Before proceeding, we emphasize that our use of the term “two water
worlds” throughout this paper is intended to highlight the disparate
catchment and groundwater communities, and is not used in the specific
context of mobile–immobile water in the root zone (McDonnell, 2014), as
discussed at the end of Sect. 3.1.</p>
</sec>
<sec id="Ch1.S2">
  <label>2</label><title>Two water worlds – unique, different, and similar</title>
<sec id="Ch1.S2.SS1">
  <label>2.1</label><title>Governing laws of fluid flow, the momentum balance, and energy dissipation</title>
      <p id="d1e176">In both water worlds, a major focus is on travel distances, as well as
travel times (residence times) of water, as they provide the main link
between water quantity and quality (Hrachowitz et al., 2016). Catchment
hydrology also deals with extremes, i.e. floods and droughts, as well as
land surface–atmosphere feedbacks, fluvial geomorphology, and eco-hydrology.</p>
      <p id="d1e179">From the outset, we recognize that predictions of water dynamics in
catchment and aquifer systems require joint treatment of their mass,
momentum, and energy balances. Catchment science and modelling has,
traditionally, a strong focus on catchment mass and (in part) energy
balances, as evaporation and transpiration release energy in the form of
latent heat to the atmosphere. The momentum balance is treated in an
implicit conceptualized manner, as detailed below. Predictions of fluid flow
in groundwater systems rely on the joint treatment of the mass and the
stationary momentum balances using Darcy's law, while the energy balance
appears at first sight to be of low importance.</p>
      <p id="d1e182">Chemical transport and travel times through hydrological systems are,
however, strongly related to both the momentum and the energy balances,
because they jointly control the spectrum of fluid velocities and the
direction of streamlines. The governing equations that characterize water
flow velocities along the land surface and in groundwater systems are
simplifications of the Navier–Stokes equations (Eq. 1), which describe the
momentum balance of the fluid as an interplay of driving forces and
hindering frictional forces:</p>
      <?pagebreak page1834?><p id="d1e185"><?xmltex \hack{\newpage}?>
            <disp-formula id="Ch1.E1" content-type="numbered"><label>1</label><mml:math id="M1" display="block"><mml:mrow><mml:mi mathvariant="italic">ρ</mml:mi><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="bold-italic">v</mml:mi></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>⋅</mml:mo><mml:mi mathvariant="normal">∇</mml:mi></mml:mrow></mml:mfenced><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:mi mathvariant="normal">∇</mml:mi><mml:mi>p</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="italic">ρ</mml:mi><mml:mi mathvariant="bold-italic">g</mml:mi><mml:mo>+</mml:mo><mml:mi mathvariant="italic">η</mml:mi><mml:msup><mml:mi mathvariant="normal">Δ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M2" display="inline"><mml:mi mathvariant="bold-italic">v</mml:mi></mml:math></inline-formula> (m s<inline-formula><mml:math id="M3" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>) is the fluid velocity vector,
<inline-formula><mml:math id="M4" display="inline"><mml:mi mathvariant="bold-italic">g</mml:mi></mml:math></inline-formula> (m s<inline-formula><mml:math id="M5" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>) the gravitation acceleration
vector, <inline-formula><mml:math id="M6" display="inline"><mml:mi mathvariant="italic">ρ</mml:mi></mml:math></inline-formula> (kg m<inline-formula><mml:math id="M7" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>) the water density, and <inline-formula><mml:math id="M8" display="inline"><mml:mi mathvariant="italic">η</mml:mi></mml:math></inline-formula> the dynamic
viscosity (kg m<inline-formula><mml:math id="M9" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula> s<inline-formula><mml:math id="M10" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>) of the fluid.</p>
<sec id="Ch1.S2.SS1.SSS1">
  <label>2.1.1</label><title>Surface water flow and Manning's law</title>
      <p id="d1e346">Overland and channel flow are driven by surface topography, or more
precisely, by gravitational potential energy differences. But only minute
amounts of these energy differences are converted into kinetic energy of the
flow (Loritz et al., 2019), while the rest is dissipated. Surface water flow
velocity is often characterized by Manning's law (Eq. 2), a steady-state,
one-dimensional approximation of the Navier–Stokes equation that neglects
inertial acceleration for the case of turbulent shear stress and thus
turbulent energy dissipation. Fluid velocity grows proportionally to the
square root of the driving hydraulic head gradient; the latter corresponds
to the potential energy of a unit mass of water:
              <disp-formula id="Ch1.E2" content-type="numbered"><label>2</label><mml:math id="M11" display="block"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mi mathvariant="normal">surface</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msup><mml:mi>R</mml:mi><mml:mfrac><mml:mn mathvariant="normal">2</mml:mn><mml:mn mathvariant="normal">3</mml:mn></mml:mfrac></mml:msup></mml:mrow><mml:mi>n</mml:mi></mml:mfrac></mml:mstyle><mml:msqrt><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mi>g</mml:mi><mml:msub><mml:mi mathvariant="normal">∇</mml:mi><mml:mrow><mml:mi>x</mml:mi><mml:mo>,</mml:mo><mml:mi>y</mml:mi></mml:mrow></mml:msub><mml:mfenced close=")" open="("><mml:mrow><mml:mi>h</mml:mi><mml:mo>+</mml:mo><mml:mi>z</mml:mi></mml:mrow></mml:mfenced></mml:mrow></mml:msqrt><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msup><mml:mi>R</mml:mi><mml:mfrac><mml:mn mathvariant="normal">2</mml:mn><mml:mn mathvariant="normal">3</mml:mn></mml:mfrac></mml:msup></mml:mrow><mml:mi>n</mml:mi></mml:mfrac></mml:mstyle><mml:msqrt><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mi>g</mml:mi><mml:msub><mml:mi mathvariant="normal">∇</mml:mi><mml:mrow><mml:mi>x</mml:mi><mml:mo>,</mml:mo><mml:mi>y</mml:mi></mml:mrow></mml:msub><mml:msub><mml:mi mathvariant="normal">Φ</mml:mi><mml:mi>H</mml:mi></mml:msub></mml:mrow></mml:msqrt><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
            where <inline-formula><mml:math id="M12" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mi mathvariant="normal">surface</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (m s<inline-formula><mml:math id="M13" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>) is the overland
flow velocity vector, <inline-formula><mml:math id="M14" display="inline"><mml:mi>R</mml:mi></mml:math></inline-formula> (m) the hydraulic radius defined as the ratio of the
wetted cross section <inline-formula><mml:math id="M15" display="inline"><mml:mrow><mml:msub><mml:mi>A</mml:mi><mml:mi mathvariant="normal">wet</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (m<inline-formula><mml:math id="M16" display="inline"><mml:msup><mml:mi/><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:math></inline-formula>) to the wetted perimeter <inline-formula><mml:math id="M17" display="inline"><mml:mrow><mml:msub><mml:mi>U</mml:mi><mml:mi mathvariant="normal">wet</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (m), <inline-formula><mml:math id="M18" display="inline"><mml:mi>n</mml:mi></mml:math></inline-formula> is Manning's roughness (m<inline-formula><mml:math id="M19" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>), <inline-formula><mml:math id="M20" display="inline"><mml:mi>z</mml:mi></mml:math></inline-formula> (m) is topographical
elevation, <inline-formula><mml:math id="M21" display="inline"><mml:mi>h</mml:mi></mml:math></inline-formula> (m) is depth of the flow, and <inline-formula><mml:math id="M22" display="inline"><mml:mi mathvariant="normal">Φ</mml:mi></mml:math></inline-formula> (m) is the total hydraulic
head.</p>
      <p id="d1e548">Moreover, as friction occurs mainly at the contact line between the fluid
and the solid, the hydraulic radius <inline-formula><mml:math id="M23" display="inline"><mml:mi>R</mml:mi></mml:math></inline-formula> (m) can be used to scale the ratio
between driving gravity force and the hindering frictional dissipative
force. Kleidon et al. (2013) classified this as a “weak form” of
dissipative interaction between fluid and solid. In this context, they
showed that overland flow in rills implies, due to the larger hydraulic
radius, a smaller dissipative loss per unit volume and thus a higher energy
efficiency compared to sheet flow. Along the same line, they showed that
flow in a smaller number of wider channels is more efficient than flow in a
higher number of narrower channels. Both effects, flow in rills and
channelling, lead to a higher fluid velocity, and thus a higher power
(kinetic energy flux) through the network. Note that a 10 % faster fluid
velocity implies 30 % more power as the latter grows with the cube of the
fluid velocity.</p>
</sec>
<sec id="Ch1.S2.SS1.SSS2">
  <label>2.1.2</label><title>Subsurface flow and Darcy's law</title>
      <p id="d1e566">Flow through subsurface porous media, on the other hand, is driven by the
gradient in total hydraulic head, reflecting differences in gravitational
potential, matric potential, and pressure potential energies as described in
the respective forms of Darcy's law (Eq. 3). The latter is also a steady-state, one-dimensional approximation of the Navier–Stokes equation
neglecting the inertial terms. However, in this case flow is essentially
laminar and dissipative frictional losses in the porous medium are so much
larger than in open surface flow that kinetic energy can be neglected. When
solving Darcy's law (Eq. 3, first line) for the interstitial travel
velocities and defining the flow resistance as inverse hydraulic
conductivity, one obtains a form of Darcy's law (Eq. 3, second line) which
is similar to Manning's law (Eq. 2). The main difference arises from the
different dependencies on the hydraulic head gradient, reflecting the
turbulent and laminar flow regimes, respectively:
              <disp-formula id="Ch1.E3" content-type="numbered"><label>3</label><mml:math id="M24" display="block"><mml:mtable rowspacing="0.2ex" class="split" columnspacing="1em" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">q</mml:mi><mml:mi mathvariant="normal">vadose</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:mi>k</mml:mi><mml:mfenced open="(" close=")"><mml:mi mathvariant="italic">θ</mml:mi></mml:mfenced><mml:mi mathvariant="normal">∇</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>+</mml:mo><mml:mi>z</mml:mi></mml:mrow></mml:mfenced><mml:mo>,</mml:mo><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:msub><mml:mi mathvariant="bold-italic">q</mml:mi><mml:mi mathvariant="normal">gw</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:msub><mml:mi>k</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mi mathvariant="normal">∇</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>H</mml:mi><mml:mo>+</mml:mo><mml:mi>z</mml:mi></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mi mathvariant="normal">vadose</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>R</mml:mi><mml:mfenced open="(" close=")"><mml:mi mathvariant="italic">θ</mml:mi></mml:mfenced></mml:mrow></mml:mfrac></mml:mstyle><mml:mi mathvariant="normal">∇</mml:mi><mml:msub><mml:mi mathvariant="normal">Φ</mml:mi><mml:mi mathvariant="normal">vadose</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:msub><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mi mathvariant="normal">gw</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:msub><mml:mi>R</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:mi mathvariant="normal">∇</mml:mi><mml:msub><mml:mi mathvariant="normal">Φ</mml:mi><mml:mi mathvariant="normal">gw</mml:mi></mml:msub><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>R</mml:mi><mml:mfenced close=")" open="("><mml:mi mathvariant="italic">θ</mml:mi></mml:mfenced><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:mi>k</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mi>R</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:msub><mml:mi>k</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="normal">Φ</mml:mi><mml:mi mathvariant="normal">vadose</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>+</mml:mo><mml:mi>z</mml:mi></mml:mrow></mml:mfenced><mml:mo>,</mml:mo><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:msub><mml:mi mathvariant="normal">Φ</mml:mi><mml:mi mathvariant="normal">gw</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>H</mml:mi><mml:mo>+</mml:mo><mml:mi>z</mml:mi></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
            where <inline-formula><mml:math id="M25" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">q</mml:mi><mml:mi mathvariant="normal">vadose</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and
<inline-formula><mml:math id="M26" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">q</mml:mi><mml:mi mathvariant="normal">gw</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (m s<inline-formula><mml:math id="M27" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>) are water flux vectors
(filter velocities) in the partially saturated and saturated zones,
respectively, <inline-formula><mml:math id="M28" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mi mathvariant="normal">vadose</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and
<inline-formula><mml:math id="M29" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mi mathvariant="normal">gw</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (m s<inline-formula><mml:math id="M30" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>) are the respective
interstitial travel velocities, <inline-formula><mml:math id="M31" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M32" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> are the soil
water content (–) and the porosity (–), <inline-formula><mml:math id="M33" display="inline"><mml:mrow><mml:mi>k</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M34" display="inline"><mml:mrow><mml:msub><mml:mi>k</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (m s<inline-formula><mml:math id="M35" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>)
are the partially saturated and saturated hydraulic conductivity, <inline-formula><mml:math id="M36" display="inline"><mml:mi mathvariant="italic">ψ</mml:mi></mml:math></inline-formula>
(m) and <inline-formula><mml:math id="M37" display="inline"><mml:mi>H</mml:mi></mml:math></inline-formula> (m) denote the capillary pressure and pressure potentials, and
<inline-formula><mml:math id="M38" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">Φ</mml:mi><mml:mi mathvariant="normal">vadose</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M39" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">Φ</mml:mi><mml:mi mathvariant="normal">gw</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> are total hydraulic heads in the
partially saturated and saturated zones.</p>
      <p id="d1e952">The strikingly high dissipative nature of porous media flow becomes obvious
when recalling that the driving matric potential gradients in the vadose
zone are often orders of magnitude larger than 1 m m<inline-formula><mml:math id="M40" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>. This
implies a capillary acceleration term much larger than Earth's gravitational
acceleration <inline-formula><mml:math id="M41" display="inline"><mml:mi>g</mml:mi></mml:math></inline-formula> (m s<inline-formula><mml:math id="M42" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>), yet fluid velocities in the porous matrix are
several orders of magnitude smaller than in surface water systems. However,
the generally much slower fluid velocity in groundwater systems does not
impose a slow hydraulic response time during rainstorms; on the contrary,
aquifers may release – almost instantaneously – “older”, pre-event water
into a catchment outlet stream. This apparent paradox – often referred to
as the “old–new water paradox” (Kirchner, 2003) – is explained by
propagation of pressure waves. Shear or compression waves (or waves in
general) transport momentum and energy through continua without an associated transport of mass or particles (Everett, 2013;
Goldstein, 2013), and group velocity (or “celerity”) is many orders of
magnitude larger than the fluid velocity in aquifer systems (McDonnell and
Beven, 2014). Today, it is known that depending on landscape setting,
antecedent wetness conditions, and the dominant runoff mechanisms, pre-event
water fractions in storm runoff can vary from near zero to more than 60 %
of storm water, having an isotopic signature different from that of rainfall
(Sklash and Farvolden, 1979; Sklash et al., 1996; Blume et al., 2008).</p>
</sec>
<?pagebreak page1835?><sec id="Ch1.S2.SS1.SSS3">
  <label>2.1.3</label><title>Preferred flow paths as maximum power structures and non-Fickian transport</title>
      <p id="d1e994">Flow velocity within subsurface preferential pathways (macropores, pipes,
fractures) is known to be much faster than matrix flow (Beven and Germann,
1982, 2013). This is caused not only by the vanishing capillary forces, but
also, largely, by the strong reduction in frictional dissipation in
macropores compared to flow in the porous matrix. Viscous dissipation in
preferential pathways occurs, similar to open channel flow, mainly at the
contact line between fluid and solid, i.e. the wetted perimeter of the
macropore, which implies – similar to the case of rill and river networks
– a larger hydraulic radius and thus a much more energy-efficient flow
(Zehe et al., 2010). Darcy's law is hence inappropriate to characterize
preferential flow (Germann, 2018). Clearly, rapid localized flow and
transport in preferential pathways hinders the transition from imperfectly
mixed stochastic advective transport in the near field to well-mixed
advective–dispersive transport in the far field. Predictions of solute
plumes and travel times in the near field are thus challenging as this
requires detailed knowledge of the velocity field, while transport at the
well-mixed Fickian limit depends on the average fluid velocity and the
dispersion coefficient (Simmons, 1982; Sposito et al., 1986; Bodin, 2015).</p>
      <p id="d1e997">Although the revisited laws, interactions, and phenomena are well known, we
suggest that an energy-centred point of view yields a unifying perspective to
explain why macropore, rill, and river networks are the preferred
(preferential) pathways for water flow on land and below. One might hence
expect that water flows along the path of maximum power (Howard, 1990;
Kleidon et al., 2013), which is the product of the flow velocity times the driving
potential difference. The paths of maximum power correspond in the case of
constant friction to the path of steepest descent in hydraulic head, while
in the case of a constant gradient, it corresponds to the path of minimum
flow resistance (Zehe et al., 2010). From the discussion above, we further
conclude that catchment hydrology and groundwater hydrology are inseparable.
We can separate neither a river from its catchment and its subsurface nor
an aquifer from the land surface and the catchment. Both streamflow
response to rainfall and groundwater are composed of “waters of different
ages”, reflecting the ranges of overland flow, subsurface storm flow, and
base-flow contributions with their specific velocities, usually non-Fickian
travel time distributions, and chemical signatures.</p>
      <p id="d1e1000">In the following, we elaborate briefly on the specific model paradigms in
catchment and groundwater hydrology with an emphasis on preferential
pathways for fluid flow and chemical transport, and on the resulting
ubiquitous, anomalous early and late arrivals of chemicals to
measurement outlets.</p><?xmltex \hack{\newpage}?>
</sec>
</sec>
<sec id="Ch1.S2.SS2">
  <label>2.2</label><title>Catchment hydrology from the water balance to solute transport</title>
<sec id="Ch1.S2.SS2.SSS1">
  <label>2.2.1</label><title>The catchment concept and the duality in water balance modelling</title>
      <p id="d1e1020">Catchment hydrology developed largely as an engineering discipline around
traditional tasks of designing and operating reservoirs, flood risk
assessment, and water resources management (Sivapalan, 2018). Although the
catchment concept is elementary to these tasks, we think it worthwhile to
reflect briefly on it here. The watershed boundary delimits a control volume
where the streamlines are expected to converge into the river network, and hence
ideally the entire set of surface and subsurface runoff components feeds
the stream. We can thus characterize the water balance of an ideally closed
catchment control volume based on observations of rainfall input and streamflow response (with uncertainty). Even more importantly, the catchment water
balance can be solved without an explicit treatment of the momentum balance,
because flow lines end up in the stream.</p>
      <p id="d1e1023">This is a twofold blessing. First, hydrological models can be benchmarked
against integral water balance observations. We posit that this unique
property of catchments is <italic>the</italic> reason why integral conceptual hydrological
models, which largely ignore the momentum balance, allow successful
predictions of streamflow to the catchment outlet (Sivapalan, 2018). As
conceptual models directly address processes at the system level without
accounting for sub-scale mechanistic reasons, their application is often
referred to as “top-down” modelling. The other end of the model spectrum
consists of physics-based, spatially distributed models, originally proposed
by the blueprint of Freeze and Harlan (1969), which follow a “bottom-up”
mechanistic paradigm. These models are thus also referred to as reductionist
models. While the pros and cons of top-down conceptual models and bottom-up
physics-based models have been discussed extensively, we agree with
Hrachowitz and Clark (2017) that they offer complementary merits, as detailed
below. As an aside, it is interesting to reflect why conceptual models due
not exist in the field of, for example, meteorology. We suggest that this is
because atmospheric flows are not governed by organized structures acting similarly to catchments, which implies that the amount of air mass flowing from one
location to another cannot be predicted without knowing the flow lines.</p>
</sec>
<sec id="Ch1.S2.SS2.SSS2">
  <label>2.2.2</label><title>Top-down modelling of the catchment water balance</title>
      <p id="d1e1037">Top-down conceptual hydrological models simulate water storage,
redistribution, and release within the catchment system through a combination
of non-linear and linear reservoirs, characterized by effective state
variables and effective parameters and effective fluxes (Savenije and
Hrachowitz, 2017). Due to their mathematical simplicity,<?pagebreak page1836?> conceptual models
are straightforward to code. With the advent of combinatorial optimization
methods for automated parameter search, and fast computers (Duan et al.,
1992; Bárdossy and Singh, 2008; Vrugt and Ter Braak, 2011), these models also became, at first sight, straightforward to apply. Automated, random
parameter search led, however, to the discovery of the well-known
equifinality problem – namely, that several model structures or parameter
sets may reproduce the target data in an acceptable manner (Beven and
Binley, 1992), within the calibration and validation period, but these
models and parameter sets yield uncertain future predictions (e.g. Wagener
and Wheater, 2006). Equifinality and related parameter uncertainty arises from
the ill-posed nature of inverse parameter estimation and from parameter
interactions in the equations. While the first problem can be tackled using
multi-objective and multi-response calibration (e.g. Mertens et al., 2004;
Ebel and Loague, 2006; Fenicia et al., 2007), the latter is inherent to the
model equations regardless of whether they are conceptual (as shown by
Bárdossy, 2007, for the Nash cascade) or physically based (as shown by Klaus and Zehe, 2010, and Zehe et al., 2014, for example).</p>
      <p id="d1e1040">A well-known shortcoming of conceptual models is that their key parameters
cannot be measured directly. This motivated numerous parameter
regionalization efforts (He et al., 2011a) to relate conceptual parameters
to measurable catchment characteristics, typically broadly available data on
soils (including texture), land use, and topography. As a consequence, such
functions have been derived successfully, for example, to relate parameters
of the soil moisture accounting scheme to soil type and land use (as shown
by, for example, Hundecha and Bardossy, 2004; Samaniego and Bardossy, 2006; He et
al., 2011b; and Singh et al., 2016) or parameters of the soil moisture
accounting of the mHm (Samaniego et al., 2010) to soil textural data. As
these relations are landscape-specific, they require a new calibration when moving to new target areas. This is of course possible if high quality
discharge data are available. Yet, due to the incompatibility between the
corresponding measurement and observations scales, these regionalization
functions are not straightforwardly explained using physical reasoning. This
is true even if soil moisture accounting from soil physics is used, e.g.
the Brooks and Corey (1964) soil water retention curve, as in the case of
the mHm model.</p>
      <p id="d1e1043">A number of early efforts to meaningfully define hydrological response units
for regional modelling of hydrological landscapes were reported by
Knudsen et al. (1986), Flügel (1995), and Winter (2001), for example. Savenije (2010)
and Fencia et al. (2011) significantly improved the link between conceptual
models and landscape structure in their flexible model framework. The key
idea is to subdivide the landscape into different functional units
(plateaus, hillslopes, wetlands, rivers), and to represent each of them by a
specific combination of conceptual model components to mimic their dominant
runoff generation processes. Landscapes with different dominant runoff
generation mechanisms are represented through an appropriate combination of
these conceptual “building blocks” (Fenicia et al., 2014; Gao et al.,
2014; Wrede et al., 2015) using suitable topographical signatures such as
“height above next drainage” (Gharari et al., 2011) to estimate their
areal share. This is a clear advantage that facilitates model calibration
and reduction of predictive uncertainty.</p>
      <p id="d1e1046">The strength of integral conceptual models is their ability to provide
parsimonious and reliable predictions of streamflow <inline-formula><mml:math id="M43" display="inline"><mml:mi>Q</mml:mi></mml:math></inline-formula> (m<inline-formula><mml:math id="M44" display="inline"><mml:msup><mml:mi/><mml:mn mathvariant="normal">3</mml:mn></mml:msup></mml:math></inline-formula> s<inline-formula><mml:math id="M45" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>)
directly at the catchment outlet. However, it is nevertheless not
straightforward to apply these models for predictions of transport of tracers,
and more generally chemical species through the catchment into a stream, as
elaborated in the following.</p>
</sec>
<sec id="Ch1.S2.SS2.SSS3">
  <label>2.2.3</label><title>Integral approaches to solute transport modelling in catchment hydrology</title>
      <p id="d1e1085">Predictions of solute transport require information about the spectrum of
fluid velocities and travel distances across the various flow paths into the
stream (we can usually neglect the travel time within the river network due
to the much higher fluid velocities, as argued in Sect. 3.1). Such
information can generally be inferred from breakthrough curves of tracers
that enter and leave the system through well-defined boundaries, as shown
for instance by the early work of Simmons (1982) and Jury and Sposito (1986),
using transfer functions to model solute transport through soil columns. The
transfer function approach is based on the theory of linear systems. This
implies that the outflow concentration (volumetric flux-averaged
concentration) <inline-formula><mml:math id="M46" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mi mathvariant="normal">out</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (kg m<inline-formula><mml:math id="M47" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>) at time <inline-formula><mml:math id="M48" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula> is, in the case of steady-state
water flow, the convolution of the solute input time series <inline-formula><mml:math id="M49" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mi mathvariant="normal">in</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> with the
system function <inline-formula><mml:math id="M50" display="inline"><mml:mi>G</mml:mi></mml:math></inline-formula> (Green's function):
              <disp-formula id="Ch1.E4" content-type="numbered"><label>4</label><mml:math id="M51" display="block"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mi mathvariant="normal">out</mml:mi></mml:msub><mml:mfenced open="(" close=")"><mml:mi>t</mml:mi></mml:mfenced><mml:mo>=</mml:mo><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mi mathvariant="normal">∞</mml:mi></mml:munderover><mml:mi>G</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:mi mathvariant="italic">τ</mml:mi></mml:mrow></mml:mfenced><mml:msub><mml:mi>C</mml:mi><mml:mi mathvariant="normal">out</mml:mi></mml:msub><mml:mfenced close=")" open="("><mml:mi mathvariant="italic">τ</mml:mi></mml:mfenced><mml:mi mathvariant="normal">d</mml:mi><mml:mi mathvariant="italic">τ</mml:mi><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula></p>
      <p id="d1e1183">The transfer function is the system response to a delta function input. Note
that Eq. (4) should in general be formulated for the input and output mass
flows, which correspond to the input–output concentration multiplied by the
input–output volumetric water flows. It is important to note in this context
that the average travel time through the system can be calculated from
the water flow and length of flow path, as the average travel velocity
corresponds to the flow divided by the wetted cross section of the soil
column (see Eq. 3). The latter implies that travel time distributions
through partially saturated soils are transient and hence constrained by the
input time (Jury and Sposito, 1986; Sposito et al., 1986). The well-known fact
that the flow velocity field changes continuously with changing soil water
content explains why transfer function approaches have been largely put
aside in soil physics and solute transport modelling in the partially
saturated zone.</p>
      <p id="d1e1186"><?xmltex \hack{\newpage}?>In the case of catchments, simula<?pagebreak page1837?>ted runoff from conceptual hydrological
models cannot, unfortunately, be used to constrain the average transport
velocity. This is simply because conceptual models provide, by definition,
no information about the wetted cross of the flow path through the
catchment, and the latter determines essentially the average fluid velocity
<inline-formula><mml:math id="M52" display="inline"><mml:mi>v</mml:mi></mml:math></inline-formula> from simulated total runoff <inline-formula><mml:math id="M53" display="inline"><mml:mi>Q</mml:mi></mml:math></inline-formula>. The fact that the simple equation <inline-formula><mml:math id="M54" display="inline"><mml:mrow><mml:mi>Q</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi>v</mml:mi><mml:mi mathvariant="normal">transport</mml:mi></mml:msub><mml:msub><mml:mi>A</mml:mi><mml:mi mathvariant="normal">wet</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> has an infinite solution space, if <inline-formula><mml:math id="M55" display="inline"><mml:mrow><mml:msub><mml:mi>A</mml:mi><mml:mi mathvariant="normal">wet</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is
unknown, is also a major source of equifinality. This was shown by Klaus and
Zehe (2010) and Wienhöfer and Zehe (2014), using a physically based
hydrological model to investigate the role of vertical lateral preferential
flow paths of hillslope rainfall–runoff response. These authors found that
several network configurations matched the observed flow response equally
well: some configurations consisted of a small number of larger macropores
of higher conductance, while others consisted of a higher number of less
conductive macropores. Overall, these configurations yielded the same
volumetric water flow, but they performed rather differently with respect to
the simulation of solute transport. An even larger challenge for transport
modelling through catchments arises from the fact that the distribution of
flow path lengths is even more difficult to constrain, compared to a soil
column.</p>
      <p id="d1e1235">Despite these challenges, the tracer hydrology community made considerable
progress in understanding catchment transit time distributions and
predicting isotope or tracer concentrations in streamflow (Harman, 2015).
Initially, stable isotopologues of the water molecule and other tracers
gained attention as they allow a separation of the storm hydrograph into
pre-event and event water fractions using stable end member mixing (Bonell
et al., 1990; Sklash et al., 1996). Today isotopes of the water molecules
and water chemistry data are used as a continuous source of information to
infer travel time distributions of water through catchments (McGlynn et al.,
2002; McGlynn and Seibert, 2003; Weiler et al., 2003; Klaus et al., 2013).
Early attempts to predict tracer concentrations in the stream relied on the
same kind of transfer functions as outlined in Eq. (4) for soil columns.
Hence, they naturally faced the same problems of state and thus
time-dependent travel time distributions (Hrachowitz et al., 2013; Klaus et
al., 2015; Rodriguez et al., 2018). More recent approaches rely on age-ranked storage as a “state” variable in combination with storage selection
(SAS) functions for streamflow and evapotranspiration to infer their
respective travel time distributions (Harmann, 2015; Rinaldo et al.,
2015). Aged ranked storage needs to be inferred from solving the master equation, i.e. the catchment water balance for each time and each age. This
can be done by using either conceptually modelled or observed discharge and
evapotranspiration, and it requires a proper selection of the functional
form of the SAS functions and optionally their time-dependent weights
(Rodriguez and Klaus, 2019). Related studies rely on a single gamma distribution or several
gamma distributions (Hrachowitz et al., 2010; Klaus et al., 2015; Rodriguez
and Klaus, 2019); others used the beta distribution (van der Velde et al.,
2012) or piece-wise linear distributions (Hrachowitz et al., 2013, 2015).</p>
      <p id="d1e1239">Here we propose that the CTRW framework from
the groundwater “world” has much to offer to catchment travel time
modelling (as detailed in Sect. 3). We show that, in particular, the inverse
gamma distribution may offer a useful alternative that offers the asset of a
clear connection to microscale physics and the well-known
advection–dispersion equation, which is used in bottom-up modelling (Sect. 2.2.4). In this context, it is interesting to recall that catchments were
modelled as time-invariant linear systems for a considerable time, since the
unit hydrograph was introduced by Sherman (1932). While the effect of
precipitation was calculated using runoff coefficients, the streamflow
response was simulated by convoluting effective precipitation with the
system function, i.e. the unit hydrograph. The “Nash” cascade of linear
reservoirs was a popular means to describe the unit hydrograph in a
parametric form, and it is well known that the latter is mathematically
equivalent to a gamma distribution (Nash, 1957). As streamflow response of
the catchment is affected largely by surface and subsurface preferential
pathways, which cause non-Fickian transport, one might hence wonder whether
a gamma distribution function is an ideal choice to represent the
fingerprint of preferential flow.</p>
</sec>
<sec id="Ch1.S2.SS2.SSS4">
  <label>2.2.4</label><title>Bottom-up modelling of the catchment water balance</title>
      <p id="d1e1250">The blueprint of a physically based hydrology, introduced by Freeze and
Harlan (1969), has found manifold implementations. Physically based models
like MikeShe (Refsgaard and Storm, 1995) or CATHY (Camporese et al., 2010)
typically rely on the Darcy–Richards equation for soil water dynamics (Eq. 3), the Penman–Monteith equation for soil–vegetation–atmosphere exchange
processes, and the Manning's equation for estimating overland and streamflow velocities (Eq. 2).</p>
      <p id="d1e1253">Each of these approaches is naturally subject to limitations, reflecting our
yet imperfect understanding, and suffers from the limited transferability of
their related parameters from idealized, homogeneous laboratory conditions
to heterogeneous and spatially organized natural systems
(Grayson et al., 1992; Gupta et al., 2012). In this context, the Darcy–Richards model has received by
far the strongest criticism (Beven and Germann, 2013), simply because the
underlying assumption regarding the dominance of capillarity-controlled
diffusive flow, under local equilibrium conditions, is largely inappropriate
when accounting for preferential flow. The Darcy model is hence incomplete
when accounting for infiltration (Germann, 2018) and preferential flow, and
several approaches have been proposed to close this gap. These range from
(a) the early idea of stochastic convection assuming no mixing at all
(Simmons, 1982), to (b) dual-permeability conceptualizations relying on
overlapping, exchanging continua (Šimunek et al., 2003), to (c) spatially<?pagebreak page1838?> explicit representations of macropores as connected flow paths
(Vogel et al., 2006; Sander and Gerke, 2009; Zehe et al., 2010; Wienhöfer
and Zehe, 2014; Loritz et al., 2017), and to (d) pore-network models based
on mathematical morphology (Vogel and Roth, 2001). An alternative approach
to dealing with preferential flow and transport employs Lagrangian models
such as SAMP (Ewen, 1996a, b), MIPs (Davies and Beven, 2012; Davies et al.,
2013), and LAST (Zehe and Jackisch, 2016; Jackisch and Zehe, 2018; Sternagel
et al., 2019).</p>
      <p id="d1e1256">Reductionist models are, despite the challenge to represent preferential
flow and transport, indispensable tools for scientific learning. They
particularly allow the exploration of how distributed patterns and their spatial
organization jointly control distributed state dynamics and integral
behaviour of hydrological systems (Zehe and Blöschl, 2004). Related
studies include the investigation of (a) how changes in
agricultural practices affect the streamflow generation in a catchment
(Pérez et al., 2011), (b) the role of bedrock topography for runoff
generation (Hopp and McDonnell, 2009) at the Panola hillslope and the
Colpach catchment (Loritz et al., 2017), and (c) the role of vertical and
lateral preferential flow networks on subsurface water flow and solute
transport at the hillslope scale (Bishop et al., 2015; Wienhöfer and
Zehe; 2014; Klaus and Zehe, 2011, 2010), including the issue
of equifinality. Setting up a physically based model, however, requires an
enormous amount of highly resolved spatial data, particularly on subsurface
characteristics. Such data sets are rare, and the “hunger” for data in
such models risks a much higher structural model uncertainty. On the other
hand, these models also offer greater opportunities for constraining their
structure using multiple data orthogonal to discharge (Ebel and Loague, 2006;
Wienhöfer and Zehe, 2014).</p>
      <p id="d1e1259">Another asset of reductionist models is their thermodynamic consistency,
which implies that energy conversions related to flow and storage dynamics
of water in the catchment systems are straightforward to calculate (Zehe et
al., 2014). This offers the opportunity to test the feasibility of
thermodynamic optimality as constraint for parameter inference (Zehe et al.,
2013); the latter is rather challenging when using conceptual models (Westhoff and Zehe, 2013; Westhoff et
al., 2016). More recent applications demonstrated, in
line with this asset, new ways to simplify distributed models without lumping,
which allowed the successful simulation of the water balance of a 19 km<inline-formula><mml:math id="M56" display="inline"><mml:msup><mml:mi/><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:math></inline-formula> large catchment using a single effective hillslope model (Loritz et
al., 2017). The key to this was to respect energy conservation during the
aggregation procedure, specifically through derivation of an effective
topography that conserved the average distribution of potential energy along
the average flow path length to the stream, and through a macro-scale
effective soil water retention curve that conserved the relation between the
average soil water content and matric potential energy using a set point-scale retention experiments (Jackisch, 2015; Zehe et al., 2019).</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F2" specific-use="star"><?xmltex \currentcnt{2}?><label>Figure 2</label><caption><p id="d1e1274"><bold>(a)</bold> Observed and simulated runoff of the Colpach
catchment. The red lines correspond to individual hillslope models and the
yellow line to the area-weighted median of all hillslopes. <bold>(b)</bold> Map of
the Colpach catchment and the 105 different hillslopes. <bold>(c)</bold> Shannon
entropy in turquoise for the runoff simulations as well as the corresponding
mean. © Ralf Loritz, KIT; from Loritz et al. (2018).</p></caption>
            <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://hess.copernicus.org/articles/24/1831/2020/hess-24-1831-2020-f02.png"/>

          </fig>

      <p id="d1e1291">Along similar lines, Loritz et al. (2018) showed that simulations using a
fully distributed set-up of the same Colpach catchment using 105 different
hillslopes yielded strongly redundant contributions of streamflow (Fig. 2).
The Shannon entropy (Shannon, 1948, defined in Eq. 6 in Sect. 2.4) was used to quantify the diversity in simulated runoff of the hillslope ensemble
at each time step. They found that although the entropy of the ensemble was
rather dynamic in time, it never reached the maximum value. Note that an
entropy maximum implies that hillslopes contribute in a unique fashion,
while a value of zero implies that all hillslopes yield a similar runoff
response. They further showed that the fully distributed model, consisting
of 105 hillslopes, can be compressed to a model using 6 hillslopes with
distinctly different runoff responses, without a loss in simulation
performance. Based on these findings, they concluded that spatial
organization leads to the emergence of functional similarity at the hillslope
scale, as proposed by Zehe et al. (2014). This in turn explains why
conceptual models can be reasonably applied, as most of the spatial
heterogeneity in the catchment seems to be irrelevant for runoff production.
However, this is not the case when it comes to the transport of chemicals, as
elaborated in the next section.</p>
      <p id="d1e1294">In accord with Hrachowitz and Clark (2017), we conclude that top-down and
bottom-up models indeed have complementary merits. Moreover, we propose that
the applicability of conceptual models at larger scales arises from the fact
that spatial organization leads in conjunction with the strongly dissipative
nature of hydrological process to the emergence of simplicity at larger
scales (Savenije and Hrachowitz, 2017; Loritz et al., 2018).</p>
</sec>
</sec>
<sec id="Ch1.S2.SS3">
  <label>2.3</label><title>Distributed solute transport modelling – the key role of the critical zone</title>
      <p id="d1e1306">Reductionist physically based models are straightforward to couple with the
advection–dispersion equation (compare Eq. 11 in Sect. 3) or particle-tracking schemes to simulate transport of tracers and reactive compounds
through the critical zone into groundwater or along the surface and through
the subsurface into the stream.</p>
      <p id="d1e1309">The soil–vegetation–atmosphere–transfer system (SVAT system), or in more
recent terms, the “critical” zone, is the mediator between the atmosphere
and the two water worlds. This tiny compartment controls the splitting of
rainfall into overland flow and infiltration, and the interplay among soil
water storage, root water uptake, and groundwater recharge. Soil water and
soil air contents control <inline-formula><mml:math id="M57" display="inline"><mml:mrow class="chem"><mml:msub><mml:mi mathvariant="normal">CO</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> emissions of forest soils,
denitrification, and related trace gas emissions into the atmosphere (Koehler
et al., 2010, 2012), as well as biogeochemical transformations
of chemical species.</p>
      <p id="d1e1323">Partly saturated soils may, depending on their initial state and structure,
respond with preferential flow and transport of contaminants and nutrients
through the most biologically active topsoil buffer (Flury et al., 1994, 1995;
Flury, 1996; McGrath et al., 2008, 2010; Klaus et al., 2014). Rapid
transport operates within strongly localized preferential<?pagebreak page1839?> pathways such as
root channels, cracks, and worm burrows or within connected inter-aggregate pore
networks which “bypass” the soil matrix continuum (e.g. Beven and
Germann, 1982, 2013; Blume et al., 2009; Wienhöfer et al., 2009). The well-known fingerprint of preferential flow is a
“fingered” flow pattern, which is often visualized through dye staining or
two-dimensional concentration patterns in vertical soil profiles (Fig. 3).
These reveal imperfectly mixed conditions in the near field, which implies
that the spatial concentration pattern deviates from the well-mixed Fickian
limit over a relatively long time. The latter corresponds in the case of a
delta input to a Gaussian distribution of travel distances at a fixed time,
where the centre of mass travels with the average transport velocity while
the spreading of the concentration grows linearly with time proportionally to
the macrodispersion coefficient (Simmons, 1982; Bodin, 2015). Note that
according to Trefry et al. (2003) this Gaussian travel distance corresponds
to a state of maximum entropy. Preferential flow hence implies a deviation
from this well-mixed maximum-entropy state, which cannot be predicted with
the advection–dispersion equation (e.g. Roth and Hammel, 1996). A recent
study (Sternagel et al., 2019) revealed that even double-domain models such
as Hydrus 1D may fail to match the flow fingers and/or long-term
concentration tails in tracer profiles. Frequently, the partially saturated
region of the subsurface is simply too thin to allow perfectly mixed
Gaussian travel distances to be established; hence non-Fickian transport in
the critical zone is today regarded as being the rule rather than the
exception.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F3" specific-use="star"><?xmltex \currentcnt{3}?><label>Figure 3</label><caption><p id="d1e1329">Finger flow pattern revealed from standardized dye
staining experiments for a transport time of 1 d; images were generously
provided by Flury et al. (1994, 1995; © American Geophysical Union 1994, 1995) for Switzerland, Blume et al. (2009, © Theresa Blume) for Chile, Wienhöfer et al. (2009, © Jan Wienhöfer, KIT) for Austria, and Zehe and Flühler (2001, © Erwin Zehe, KIT) and van Schaik et al. (2014,
© John Wiley &amp; Sons, Ltd. 2013) for the German
Weiherbach.</p></caption>
          <?xmltex \igopts{width=341.433071pt}?><graphic xlink:href="https://hess.copernicus.org/articles/24/1831/2020/hess-24-1831-2020-f03.png"/>

        </fig>

      <p id="d1e1338">Because preferential transport leads to strongly localized accumulation of
water and chemical species, preferential pathways are potential
biogeochemical hotspots. This is particularly the case for biopores such as
worm burrows and root channels. Worm burrows provide a high amount of
organic carbon and worms “catalyse” microbiological activity due to their
enzymatic activity (Bundt et al., 2001; Binet et al., 2006; Bolduan and
Zehe, 2006; van Schaik et al., 2014). Similarly, plant roots provide litter
and exude carbon substrates to facilitate nutrient uptake. Intense runoff
and preferential flow events optionally connect these isolated “hot spots”
to lateral subsurface flow paths such as a tile drain network or a pipe
network along the bedrock interface and thereby establish “hydrological
connectivity” (Tromp-van Meerveld and McDonnell, 2006; Lehmann et al.,
2007; Faulkner, 2008). The onset of hydrological connectivity comprises
again a “hot moment” as upslope areas and, potentially, the<?pagebreak page1840?> entire
catchment start “feeding” the stream with water, nutrients, and
contaminants (Wilcke et al., 2001; Goller et al., 2006).</p>
      <p id="d1e1341">The critical zone, furthermore, crucially controls the Bowen ratio (the
partitioning of net radiation energy into sensible and latent heat), and
soil water available to plants is a key controlling factor. The residual
soil water content is not available for plants, as it is generally stored in
fine pores subject to very high capillary forces. Isotopic tracers have been
fundamental to unravelling water flow paths in soils, using dual plots
(Benettin et al., 2018; Sprenger et al., 2018), and to distinguishing soil
water that is recycled to the atmosphere and released as streamflow (Brooks
et al., 2010; McDonnell, 2014).</p>
      <p id="d1e1344">Further to the above points, it is noted that laboratory and numerical
studies of multiple cycles of infiltration and drainage of water and chemicals
into a porous medium demonstrate clearly the establishment of stable “old”
water clusters or pockets, and even a “memory effect” (Kapetas et al., 2014),
which remain even with multiple cycles of “new” water infiltration
(Gouet-Kaplan and Berkowitz, 2011). These pore-scale studies are in
qualitative (and semi-quantitative) agreement with studies at the <italic>field scale</italic>, which show similar retention behaviour of bromide (introduced during the
first infiltration cycle) after multiple infiltration–drainage cycles
(Turton et al., 1995; Collins et al., 2000). As a consequence, when each
cycle of infiltration contains water with a different chemical signature,
stable pockets of water can be established with highly varying chemical
composition. We hence emphasize that mobile and immobile waters sustaining
evaporation and streamflow – and the chemical species they contain –
exist at a continuum of scales from the pore to the field level. Thus,
rather than attempting to delineate pockets of less and more mobile water at
each scale – separating these pockets at the pore, the column, the metre,
the 10 m, and the field and catchment scales – we instead suggest
recognizing and delineating an “overall effect” of separation between
“old” (immobile) and “new” (mobile) waters at a given “effective”
scale of interest, which integrates over all such old and new waters. As we
discuss in detail at the end of Sect. 3.1 and thereafter, we argue
that it is a more effective approach to consider chemical transport as
following <italic>distributions of travel distances and residence times</italic>, which can then be characterized by various (often power law)
probability density functions (PDFs).</p>
</sec>
<sec id="Ch1.S2.SS4">
  <label>2.4</label><title>Groundwater systems</title>
      <p id="d1e1361">As noted in Sect. 1, analysis of groundwater systems has developed largely
independently of the investigation of catchment systems, although it, too,
developed originally as a large deterministic engineering discipline around
the traditional task of water supply for domestic and agricultural use. It
was only in the 1980s that “stochastic” (probabilistic and statistical)
techniques began to be implemented extensively, to account for the many
uncertainties associated with aquifer structure and hydraulic properties
that control the flow of groundwater. In parallel, significant interest in (and
concern with) water quality and environmental contamination in groundwater
systems only entered the research community's consciousness in the 1980s,
although some pioneering laboratory experiments and field measurements were
initiated from the late 1950s.</p>
      <p id="d1e1364">It is worth noting, too, that the methods and models applied in groundwater
research developed independently and separately from research on catchment
systems (Sect. 1). The only partial connection or “integrator” has
traditionally been with aquifer connections to the vadose zone (or critical
zone,<?pagebreak page1841?> discussed in Sect. 2.3). Another connection between surface water and
groundwater systems, though not generally recognized as such, has been
analysis of water flow, and to a lesser extent chemical species transport,
in the hyporheic zone. The hyporheic zone can be defined as the region of
sediment and subsurface porous domain below and adjacent to a streambed,
which enables mixing of shallow groundwater and surface water (e.g.
Haggerty et al., 2002).</p>
      <p id="d1e1367">To quantify chemical transport, landmark laboratory experiments (e.g.
Aronofsky and Heller, 1957; Scheidegger, 1959) measured the breakthrough of
conservative (non-reactive) chemical tracers through columns of sand. These
measurements underpinned theoretical developments, also based on concepts of
Fickian diffusion, which led to consideration of the classical
advection–dispersion equation. Since that time, the advection–dispersion
equation – and variants of it – have been used extensively to quantify
chemical transport in porous media. However, as thoroughly discussed in
Berkowitz et al. (2006), solutions of the advection–dispersion equation have
repeatedly demonstrated an inability to properly match the results of extensive
series of laboratory experiments, field measurements, and numerical
simulations. These findings naturally lead to the conclusion that the
conceptual picture underlying the advection–dispersion equation framework is
insufficient; as detailed in Sect. 2.2, the soil physics community arrived
at a similar conclusion. Stochastic variants of the advection–dispersion
equation and the implementation of multiple-continua, advection–dispersion
equation formulations (including mobile–immobile models) have been used to
provide insights into factors that affect chemical transport – particularly
given uncertain knowledge of detailed structural and hydraulic aquifer
properties – but they have been largely unable to capture measured
behaviour of chemical transport. This observation is largely in line with
what we reported for the critical zone.</p>
      <p id="d1e1370">The first key is to recognize that heterogeneities are present at all scales
in groundwater systems, from sub-millimetre pore scales to the scale of an
entire aquifer. Indeed, use of the term “heterogeneities” refers to
varying distributions of structural properties (e.g. porosity, presence of
fractures, and other lithological features), hydraulic properties (e.g.
hydraulic conductivity), and – in the case of chemical transport (a general
term used here and throughout to denote migration of chemical and/or
microbial components) – variations in the biogeochemical properties of the
porous domain medium. The second key is to recognize that these variations
in distributions, at all scales, deny the possibility of obtaining complete
knowledge of the aquifer domain in which fluids and chemical species are
transported. A third key, when considering chemical transport (and transport
of stable water molecule isotopes), is to recognize that chemical species
are subject to several critical transport mechanisms and controls, in
addition to advection, that do not affect flow of water – molecular
diffusion, dispersion, and reaction (sorption, complexation, transformation)
– so that chemical migration through an aquifer is influenced strongly by
aquifer heterogeneities and initial or boundary conditions. Extensive analysis
of high-resolution experimental measurements and numerical simulations of
transport demonstrate that small-scale heterogeneities can significantly
affect large-scale behaviour, and that small-scale fluctuations in chemical
concentrations do not simply average out and become insignificant at large
scales.</p>
      <p id="d1e1374">As discussed in the preceding sections, preferential pathways are ubiquitous
and affect both water and chemical species, resulting from system
heterogeneity. To be more specific, (local) hydraulic conductivities vary in
space over orders of magnitudes, even within distances of centimetres to
metres, and these variations ultimately control patterns of fluid and
chemical movement. The resulting patterns of movement in these systems
involve highly ramified preferential pathways for water movement and
chemical migration. To illustrate these points, consider the hydraulic
conductivity (<inline-formula><mml:math id="M58" display="inline"><mml:mi>K</mml:mi></mml:math></inline-formula>) and preferential pathway maps shown in Fig. 4a; see Edery et
al. (2014) for full details.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F4"><?xmltex \currentcnt{4}?><label>Figure 4</label><caption><p id="d1e1386"><bold>(a)</bold> Spatial map showing a sample hydraulic
conductivity (<inline-formula><mml:math id="M59" display="inline"><mml:mi>K</mml:mi></mml:math></inline-formula>) field generated statistically (right side bar shows scale of
<inline-formula><mml:math id="M60" display="inline"><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mo>(</mml:mo><mml:mi>K</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>). <bold>(b)</bold> Spatial map showing particle paths through the domain,
for overall hydraulic gradient (water flow) from left to right.
“Particles” representing dissolving chemical species are injected along
the left vertical boundary and followed through the domain. White regions
indicate where <italic>no</italic> particles “visit” (interrogate) the domain. Blue regions
have only a small number of particle visitations. Red regions have
significant particle visitations. Note that the colour bar is in log10
number of particles. <bold>(c)</bold> Spatial map showing <italic>preferential</italic> particle paths, defined as paths through cells (underlying subdivisions in
the domain, each with a different <inline-formula><mml:math id="M61" display="inline"><mml:mi>K</mml:mi></mml:math></inline-formula> value as shown in panel <bold>a</bold> above) that
each contain a “visitation” of a minimum of 0.1 % of the total number of
particles in the domain. Note that the colour bar is in log10 number of
particles (after Edery et al., 2014; © with permission from
the American Geophysical Union 2014).</p></caption>
          <?xmltex \igopts{width=241.848425pt}?><graphic xlink:href="https://hess.copernicus.org/articles/24/1831/2020/hess-24-1831-2020-f04.png"/>

        </fig>

      <p id="d1e1441">Figure 4a shows a numerically generated, two-dimensional domain measuring
<inline-formula><mml:math id="M62" display="inline"><mml:mrow><mml:mn mathvariant="normal">300</mml:mn><mml:mo>×</mml:mo><mml:mn mathvariant="normal">120</mml:mn></mml:mrow></mml:math></inline-formula> discretized grid cells of uniform size (0.2 units).
The <inline-formula><mml:math id="M63" display="inline"><mml:mi>K</mml:mi></mml:math></inline-formula> field shown here was generated as a random realization of a
statistically homogeneous, isotropic, Gaussian <inline-formula><mml:math id="M64" display="inline"><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mo>(</mml:mo><mml:mi>K</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> field, with <inline-formula><mml:math id="M65" display="inline"><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mo>(</mml:mo><mml:mi>K</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>
variance of <inline-formula><mml:math id="M66" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">σ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>=</mml:mo><mml:mn mathvariant="normal">5</mml:mn></mml:mrow></mml:math></inline-formula>. Fluid flow through this domain was
solved at the Darcy level by assuming constant head boundary conditions on
the left and right boundaries, and no-flow horizontal boundaries; the
hydraulic head values determined throughout the domain were then converted
to local velocities, and thus streamlines. Conservative chemical transport
was determined using a standard Lagrangian particle-tracking method, with
10<inline-formula><mml:math id="M67" display="inline"><mml:msup><mml:mi/><mml:mn mathvariant="normal">5</mml:mn></mml:msup></mml:math></inline-formula> particles representing the dissolved chemical species. Particles
advanced by advection along the streamlines and molecular diffusion
(enabling movement between streamlines), to generate breakthrough curves
(concentration vs. time) at various distances throughout the domain. Figure 4b
shows particle pathways through the domain, wherein the number of particles
visiting each cell is represented by colours. The emergence of distinct,
limited particle preferential pathways from inlet boundary to outlet
boundary is striking. Notably, too, there are significant regions that
remain free of particles (the white regions in Fig. 4b), and preferential
pathways are confined and converge between low conductivity areas. Even more
striking is the set of even sparser preferential pathways shown in Fig. 4c:
here, only cells which were visited by at least 0.1 % of all injected
particles are shown. In other words, 99.9 % of all chemical species
migrating through the domain shown in Fig. 4a advance through a limited
number and spatial extent of preferential pathways. It is significant, too,
that the preferential pathways comprise a combination of higher conductivity
cells in the paths, but also some low<?pagebreak page1842?> conductivity cells, as also reported in
Bianchi et al. (2011); see Sect. 3.1 for further discussion of this
behaviour.</p>
      <p id="d1e1516">Thus, it is clear that the groundwater systems incorporate regions of water
– distributed throughout the domain – that may have very different
chemical signatures, even in close proximity to each other. Moreover, these
regions can be relatively stable over time, modified only by the extent of
chemical diffusion into and out of the “immobile” regions.</p>
      <p id="d1e1519">In accordance with our definition of spatial organization in Sect. 1, we propose
the use of Shannon entropy <inline-formula><mml:math id="M68" display="inline"><mml:mi>H</mml:mi></mml:math></inline-formula> (bits) to quantify the degree of spatial
organization in the flow pattern in Fig. 4c. To this end, we define the
discrete probability density distribution to find a particle in a grid
element, <inline-formula><mml:math id="M69" display="inline"><mml:mrow><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mi>y</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, at the inlet (<inline-formula><mml:math id="M70" display="inline"><mml:mrow><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>) and at the outlet (<inline-formula><mml:math id="M71" display="inline"><mml:mrow><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">300</mml:mn></mml:mrow></mml:math></inline-formula>) of
the flow domain, based on the numbers of particles that entered and left the
domain through the corresponding grid cells divided the total number of
particles that entered and left the domain <inline-formula><mml:math id="M72" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">in</mml:mi></mml:msub><mml:mo>/</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">out</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, as follows:
            <disp-formula id="Ch1.E5" content-type="numbered"><label>5</label><mml:math id="M73" display="block"><mml:mrow><mml:mtable class="split" rowspacing="0.2ex" columnspacing="1em" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mi>y</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>n</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mi>y</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:mfenced></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">in</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">300</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mi>y</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>n</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mi>y</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">300</mml:mn></mml:mrow></mml:mfenced></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">out</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mtd></mml:mtr></mml:mtable><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M74" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mi>y</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>/</mml:mo><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">300</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mi>y</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>  are probabilities that
particle entered and left the domain at <inline-formula><mml:math id="M75" display="inline"><mml:mrow><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mi>y</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M76" display="inline"><mml:mrow><mml:mi>n</mml:mi><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mi>y</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>/</mml:mo><mml:mi>n</mml:mi><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">300</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mi>y</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> are the numbers of particles that
entered and left the domain at <inline-formula><mml:math id="M77" display="inline"><mml:mrow><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mi>y</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. Using these probability
distributions, we calculate the respective Shannon entropy values  as
follows:
            <disp-formula id="Ch1.E6" content-type="numbered"><label>6</label><mml:math id="M78" display="block"><mml:mrow><mml:mi>H</mml:mi><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:mo movablelimits="false">∑</mml:mo><mml:msub><mml:mi>p</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:msub><mml:mi>log⁡</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi>p</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula></p>
      <p id="d1e1865">The Shannon entropy of the uniform input distribution, with 6.9 bits,
corresponds to an entropy maximum. Preferential flow reduced this to <inline-formula><mml:math id="M79" display="inline"><mml:mrow><mml:mi>H</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">3.58</mml:mn></mml:mrow></mml:math></inline-formula> bits at the outlet, which reflects a release of chemicals that is much
more organized in space. Note that a well-mixed advective–dispersive pattern
would maximize the entropy at the outlet, as the concentration would be
constant along the <inline-formula><mml:math id="M80" display="inline"><mml:mi>y</mml:mi></mml:math></inline-formula> coordinate. Considering now arrival times of chemical
species at the domain outlet boundary, Fig. 5 shows the relative
concentration (<inline-formula><mml:math id="M81" display="inline"><mml:mrow><mml:mi>C</mml:mi><mml:mo>/</mml:mo><mml:msub><mml:mi>C</mml:mi><mml:mi mathvariant="normal">o</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) vs. time – breakthrough curves – for three degrees
of domain heterogeneity (<inline-formula><mml:math id="M82" display="inline"><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mo>(</mml:mo><mml:mi>K</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> variance). (The well-mixed case would maximize
the entropy at the outlet, corresponding to a CTRW fit with <inline-formula><mml:math id="M83" display="inline"><mml:mrow><mml:mi mathvariant="italic">β</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula>
in Fig. 5.) It is evident that the chemical transport in this domain
displays “non-Fickian” (or “anomalous”) transport, in the sense that
late-term (long tail) arrivals are registered at the measurement plane.
Furthermore, Fickian-based advection–dispersion equation models clearly fail
to quantify such behaviour (Fig. 5). However, Fig. 5 shows solutions –
based on the CTRW framework – that do
effectively describe the chemical transport. The CTRW framework and
governing transport equations are detailed in Sect. 3.3.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F5"><?xmltex \currentcnt{5}?><label>Figure 5</label><caption><p id="d1e1930">Breakthrough curves (points) for three <inline-formula><mml:math id="M84" display="inline"><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mo>(</mml:mo><mml:mi>K</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> variances
(<inline-formula><mml:math id="M85" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">σ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>=</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula>, 5, 7; 100 realizations each), at the domain outlet
(<inline-formula><mml:math id="M86" display="inline"><mml:mrow><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">300</mml:mn></mml:mrow></mml:math></inline-formula> length units), and corresponding CTRW fits (curves). Also shown is
a fit of the advection–dispersion equation (dashed–dotted curve), for
<inline-formula><mml:math id="M87" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">σ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>=</mml:mo><mml:mn mathvariant="normal">5</mml:mn></mml:mrow></mml:math></inline-formula>. See Sect. 3.3 for further discussion and explanation
of <inline-formula><mml:math id="M88" display="inline"><mml:mi mathvariant="italic">β</mml:mi></mml:math></inline-formula>. All values are in consistent, arbitrary length and time units
(after Edery et al., 2014; © with permission from the American
Geophysical Union 2014).</p></caption>
          <?xmltex \igopts{width=227.622047pt}?><graphic xlink:href="https://hess.copernicus.org/articles/24/1831/2020/hess-24-1831-2020-f05.png"/>

        </fig>

<?xmltex \hack{\newpage}?>
</sec>
</sec>
<?pagebreak page1843?><sec id="Ch1.S3">
  <label>3</label><title>Merging treatment of surface water and groundwater system transport dynamics</title>
<sec id="Ch1.S3.SS1">
  <label>3.1</label><title>Conceptual pictures, travel times, and mixtures of water with different chemical signatures</title>
      <p id="d1e2020">Clearly, any quantitative model of fluid flow and chemical transport in a
catchment must first define a conceptual picture. In the context of the
discussion in Sects. 2 and 3 that led us to this point, we require a picture
that accounts naturally for overland and interacting subsurface flow and
transport, recognizing the ubiquity of preferential pathways and broad
(and often different) distributions of fluid and chemical travel times.
Moreover, any such conceptual picture also requires definition of the
available measurement benchmark against which a quantitative model can be
compared. In the case of catchments, a common measurement is that of
chemical arrival times at a downstream sampling point in a catchment stream
that drains and exits the catchment. Thus, the dynamics of fluid flow and
chemical transport in a fully three-dimensional (or simplified
two-dimensional overland) catchment are often represented by measurements in
an effective, spatially averaged one-dimensional system. (Of course, higher
resolution, multidimensional (in space) measurements, if available, should
also be considered in a quantitative model)</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F6" specific-use="star"><?xmltex \currentcnt{6}?><label>Figure 6</label><caption><p id="d1e2025">Conceptual pictures of water flow and chemical transport
in catchments under a pulse of rainfall over the entire catchment. Each
curved arrow (or idealized straight arrow) indicates a different path, each
of which embodies different travel times through the system until reaching
the stream. Note that each preferential pathway carrying water and chemical
species may be purely overland or include interactions and advance within
soil layers (partially saturated, or vadose, zone) and saturated groundwater
systems. <bold>(a)</bold> Schematic showing idealized 2D catchment area. Arrows
through two rectangular regions of catchment indicate a range of
preferential pathways carrying water and chemical species. <bold>(b)</bold> Schematic showing idealized 3D catchment area, under a pulse of rainfall
over the entire catchment.</p></caption>
          <?xmltex \igopts{width=341.433071pt}?><graphic xlink:href="https://hess.copernicus.org/articles/24/1831/2020/hess-24-1831-2020-f06.png"/>

        </fig>

      <p id="d1e2040">Figure 6a and b show, schematically, 2D and 3D conceptualizations of
preferential pathways, with associated varying travel times through the
catchment, for both fluid flow and chemical transport. We stress here – and
as discussed below in Sect. 3.3 – that the larger-scale, effective (or
“characteristic”, or average) fluid velocities and chemical species
transport velocities need not be identical. For example, using a conceptual
mixing model, Hrachowitz et al. (2015) showed that chloride transport can be
slower than water transport. In fact, these two velocities are rarely the
same, as a consequence of the ubiquity of preferential pathways for water
and migrating chemical species in any surface water and/or soil–aquifer
domain. Because of these pathways, regions of higher and lower hydraulic
conductivity (fluid and chemical mobility) – and thus the entire system –
interrogated by water and chemical species differ. While both water
molecules and chemical species are subject to diffusive and dispersive
transport mechanisms, in addition to advection, these effects are clearly
identifiable for chemical species, while they are undistinguishable for
individual water molecules. Thus the effects of diffusion and dispersion on
“bulk water” transport, e.g. into and out of low conductivity zones, are
invisible and irrelevant, while chemical species retained in these same
zones can have a major impact on the overall (and “average”, centre of
mass) advance of a chemical plume. These effects are also visible and
relevant for isotopes of the water molecule, as deuterium and tritium are
subject to self-diffusion in water. The latter implies that isotope
concentrations between old and new water pockets in the subsurface might mix
diffusively, even when there is no physical mixing between these waters.
Hence, the relation between water age and its isotopic decomposition is not
straightforward.</p>
      <p id="d1e2044">The conceptual picture discussed here is our basis for arguing that we
should expect to find distributions of travel times and mixtures of water
with different chemical signatures <italic>at all scales</italic>. Moreover, these considerations align
well with our reflections in Sect. 2 and key studies in catchment hydrology,
which clearly recognize the occurrence of wide distributions of water and
chemical travel times, and long-term chemical persistence in water catchment
storage (e.g. Niemi, 1977; Botter et al., 2010, 2011; Hrachowitz et al.,
2010; McDonnell and Beven, 2014; Kirchner, 2016).</p>
      <p id="d1e2050">As pointed out in Sect. 2, several studies in recent years have specifically
reported the presence of water bodies (or pockets, or regions, depending on
scale), with different chemical compositions and isotopic signatures, that
are in close proximity or even “overlapping” (in some sense). Some authors
use the term “two water worlds” – immobile and mobile – in this context
(e.g. McDonnell, 2014) to describe the different sources of water returned
to the atmosphere by vegetation transpiration and released to streams; we
stress again that our use of the term in this paper highlights the different
catchment hydrology and groundwater communities and associated research
tools. In light of the discussion in Sect. 2, we stress here that the
conceptual picture to explain spatially and temporally varying chemical
compositions (in subsurface, soil, sediment, and aquifer systems), and
associated uptake by vegetation, is subtle. We question the
conceptualization of two (or more) <italic>separate, fully compartmentalized</italic> mobile and immobile regions of water and
chemicals. We argue that mobile and immobile regions are more appropriately
considered as overlapping continua or ensemble or effective<?pagebreak page1844?> averages, as those
are found at all scales from pores to hundreds of metres (e.g. Turton et
al., 1995; Collins et al., 2000; Gouet-Kaplan and Berkowitz, 2011; recall
Sect. 2.3). With the occurrence of mixtures of travel times and waters
having different chemical signatures at all scales,  we argue that it is
preferable to think in terms of time, such that there is a range of
overlapping temporal (transition time) distributions that each contribute to
the overall, large-scale fluid flow and chemical transport. This leads
naturally to the CTRW framework.</p>
</sec>
<sec id="Ch1.S3.SS2">
  <label>3.2</label><title>Space vs. time: the travel time perspective of transport</title>
      <p id="d1e2064">It is critical to point out that in the figures shown above in Sect. 2.3
and 2.4, the <italic>residence times</italic> of water and chemicals are the key factors that determine
transport behaviour. This leads to the CTRW
framework, which operates more (or at least equally) in terms of time than
in terms of space (see Sect. 3.2). To introduce CTRW, in the context of the
pathway of “self-organization” shown in Fig. 5c, we demonstrate the
importance of thinking in terms of <italic>time</italic> rather than <italic>space</italic>. Consider the simple
example of driving a distance of 100 km; we consider a scenario in which we
travel 50 km at 1 km h<inline-formula><mml:math id="M89" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>, and then 50 km at 99 km h<inline-formula><mml:math id="M90" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>. The average speed of
travel, in terms of <italic>space</italic> (distance), is determined as follows: given that we
travelled 50 km at each of two speeds, the average speed is <inline-formula><mml:math id="M91" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">99</mml:mn><mml:mo>)</mml:mo><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>=</mml:mo><mml:mn mathvariant="normal">50</mml:mn></mml:mrow></mml:math></inline-formula> km h<inline-formula><mml:math id="M92" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>. Thus, with this calculation, the total time to travel 100 km
“should” be 2 h. However, the <italic>actual</italic> time taken to travel this distance – 50 km
at 1 km h<inline-formula><mml:math id="M93" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>, and then 50 km at 99 km h<inline-formula><mml:math id="M94" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula> – is 50.5 h. In other words,
traditional (but incorrect) conceptual spatial thinking highlights the
erroneous effects of focusing only on <italic>spatial</italic> heterogeneity and quantification
based only on spatial characteristics.</p>
      <p id="d1e2171">In a similar analogy, it is sometimes faster to pass through a bottleneck
region (e.g. drive for a short time through a very narrow and slow road) to
ultimately reach a fast highway, rather than to travel at medium speed along
a road for an entire journey.</p>
      <?pagebreak page1845?><p id="d1e2174">Another aspect related to misplaced emphasis on spatial heterogeneities is
also noted here. Referring again to the preferential pathways shown in Fig. 4c, it is seen that these pathways actually contain some low hydraulic
conductivity (<inline-formula><mml:math id="M95" display="inline"><mml:mi>K</mml:mi></mml:math></inline-formula>) regions as well. This can be explained most easily,
conceptually, in terms of one-dimensional pathways. Consider a number of
high and low <inline-formula><mml:math id="M96" display="inline"><mml:mi>K</mml:mi></mml:math></inline-formula> cells in series, [3 3 3 3 3] vs. [6 6 1 6 6], where the
effective or average <inline-formula><mml:math id="M97" display="inline"><mml:mi>K</mml:mi></mml:math></inline-formula> is given by the harmonic mean. While a [3 3 3 3 3] series
may appear to enable a greater volumetric flow rate than a [6 6 1 6 6]
series, due to the “bottleneck” low <inline-formula><mml:math id="M98" display="inline"><mml:mi>K</mml:mi></mml:math></inline-formula> value in the centre, both series in
fact have the same harmonic mean (<inline-formula><mml:math id="M99" display="inline"><mml:mrow><mml:mo>=</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula>) and conduct fluid equally well.</p>
      <p id="d1e2215">A similar argument can be applied to analysis of land topography and surface
water flow. The “high-resistance” (in principle, but not necessarily),
localized small “humps of roughness elements” and surface tension effects
– analogous to the low <inline-formula><mml:math id="M100" display="inline"><mml:mi>K</mml:mi></mml:math></inline-formula> cells given in the previous paragraph – can be
overcome, to allow development of preferential pathways that do not always
follow the path of steepest descent in terms of surface topography. There
are thus small bypassing effects. Moreover, there is flow and transport from
land surface into the subsurface (e.g. hyporheic zone), which also
“bypasses” localized small “humps” in the land surface and allows fluid
connection and communication further downstream (along a pathway). As a
consequence, we argue that it is misleading to place undue focus on the high-resistance (or surface “hump”) bottlenecks; rather, it should be
recognized that entire “high <inline-formula><mml:math id="M101" display="inline"><mml:mi>K</mml:mi></mml:math></inline-formula>” or “potential” regions for flow are
often unsampled or barely sampled by flowing water and chemicals, at least
over moderate timescales.</p>
      <p id="d1e2233">To further expand on the link between spatial and temporal heterogeneity, we
point out that the key is to think in space–time and complementary
manifestations of heterogeneity of preferential flow. We already showed that
a heterogeneous preferential flow pattern implies that chemical species
leave the system at distinct locations, which implies a strong reduction in
Shannon entropy, as shown in Sect. 2.4 for the example of Edery et al. (2014). When observed at a fixed outlet, these heterogeneous flow patterns
translate into signatures of the breakthrough curve. Again, this can be
quantified through the corresponding deviations from a Fickian breakthrough
curve, which is the maximum-entropy travel time distribution, reflecting
well-mixed advective–dispersive transport (Tefry et al., 2003). The overall
key messages of Sect. 3 are that (a) CTRW is consistent with the
advection–dispersion equation and advances beyond it, particularly in terms
of capturing dispersion and tailing effects, and (b) the power law exponent
is related to porous media characteristics as well as the flow conditions,
although this relation is not unique. Nevertheless, the opportunity arises
to at least partly constrain spatial signatures of the subsurface from
temporal ones with uncertainty. This non-uniqueness is another manifestation
of the inherent equifinality problem when reviewing model concepts in
catchment science in Sect. 2.1.</p>
      <p id="d1e2236">In the next section, we adopt a temporal framework to introduce continuous time random (CTRW) theory, which is the basis of our proposed means to unify
quantification of groundwater and surface water transport dynamics.</p>
</sec>
<sec id="Ch1.S3.SS3">
  <label>3.3</label><title>Continuous time random walks: theory</title>
      <p id="d1e2247">Preferential flow leads to non-Fickian (or “anomalous”) travel time
distributions, characterized by rapid breakthrough and/or long tailing of
chemical species through heterogeneous domains. The CTRW framework is well
suited to deal with this in a manner that is consistent with microscale
physics, and it steps beyond the advection–dispersion equation approach.
This might also offer opportunities to understand SAS from a bottom-up
perspective, as age-ranked storage relates to the integral of the travel
time distribution across all ages.</p>
      <p id="d1e2250">Detailed descriptions of CTRW can be found in Berkowitz et al. (2006,
2016), for example. Here, we present only a brief outline of the essential elements. The
CTRW framework is based on direct incorporation of the distribution of flow
field fluctuations and thus of the fluctuations in concentrations of
transported chemicals. As such, the CTRW is a non-local-time approach that
can quantify chemical transport over a range of length (and time) scales,
and address other processes such as chemical reactions.</p>
      <p id="d1e2253">From a microscale of view, “particles”, representing dissolved chemical
species, are used to treat chemical transport; each particle undergoes
spatio-temporal transitions – “transitions (or steps) in a random walk” –
that encompass both displacement due to structural heterogeneity and the
time taken to make each particle movement. Unlike other approaches, the
formulation focuses on retaining the full distribution of transition times.
Thus, CTRW defines a probability density function (PDF), <inline-formula><mml:math id="M102" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, of a random walk that couples the spatial displacement <inline-formula><mml:math id="M103" display="inline"><mml:mi mathvariant="bold-italic">s</mml:mi></mml:math></inline-formula> and
time <inline-formula><mml:math id="M104" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula> of the transition. As shown in Dentz et al. (2008), it is convenient
and generally applicable (but not obligatory) to use the decoupled form
<inline-formula><mml:math id="M105" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mi>d</mml:mi><mml:mo>=</mml:mo><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M106" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the probability rate
for a transition time <inline-formula><mml:math id="M107" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula> between sites, and <inline-formula><mml:math id="M108" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the probability
distribution of the length of the transitions. We stress here that the
particle <italic>transition</italic> time distribution represents the PDF of times for any given
particle transition over the distance <inline-formula><mml:math id="M109" display="inline"><mml:mi mathvariant="bold-italic">s</mml:mi></mml:math></inline-formula>, while the <italic>travel</italic> time
distribution – also called a “first passage time distribution” –
discussed above and below is the PDF of arrival times (an “overall
response”) through a catchment, soil column, or aquifer at a measurement
point or plane. A breakthrough curve, representing the concentration of all
particles arriving at a control or measurement point (or plane) over time, can
then be determined by calculating the average travel (first passage) times
of all particles exiting the boundary of the flow domain. Thus, the <italic>transition</italic> time
distribution – however chosen – is the PDF underlying the resulting
solution (which can be characterized in terms of the breakthrough curve, as
well as <italic>travel</italic> time, or<?pagebreak page1846?> first passage time, distribution, as well as in terms of
spatial profiles and moments) of the governing transport equation; see Sect. 3.4 for further discussion. (Note that, regarding first passage time
distributions and breakthrough curves, a subtlety must be kept in mind,
namely, that the breakthrough curve is equal to the first passage time
distribution if one measures it at an absorbing boundary; “exiting the flow
domain” could be represented by an absorbing boundary. Otherwise, the
flux-averaged concentration is obtained from the net flux across a boundary; see Simmons (1982) or the Appendix of Dentz et al. (2004). Nevertheless, the
analytical expressions for the first passage time distribution and flux
concentration are equal under certain boundary conditions.)</p>
      <p id="d1e2383">The defining transport equation is equivalent to a generalized master
equation (GME), which is essentially a mass balance equation in space and
time. Using a Taylor expansion, the GME can be transformed into the
continuum version (ensemble-averaged system) of the CTRW, in the form of an
integro-partial differential equation:
            <disp-formula id="Ch1.E7" content-type="numbered"><label>7</label><mml:math id="M110" display="block"><mml:mtable class="split" rowspacing="0.2ex" columnspacing="1em" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>c</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfenced></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mi>t</mml:mi></mml:munderover><mml:mi mathvariant="normal">d</mml:mi><mml:msup><mml:mi>t</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mi>M</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:mfenced><mml:mfenced close="" open="["><mml:mrow><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mi mathvariant="italic">ψ</mml:mi></mml:msub><mml:mo>⋅</mml:mo><mml:mi mathvariant="normal">∇</mml:mi><mml:mover accent="true"><mml:mi>c</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mfenced close="]" open=""><mml:mrow><mml:mo>+</mml:mo><mml:msub><mml:mi mathvariant="bold">D</mml:mi><mml:mi mathvariant="italic">ψ</mml:mi></mml:msub><mml:mo>:</mml:mo><mml:mi mathvariant="normal">∇</mml:mi><mml:mi mathvariant="normal">∇</mml:mi><mml:mover accent="true"><mml:mi>c</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          for the normalized concentration <inline-formula><mml:math id="M111" display="inline"><mml:mrow><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M112" display="inline"><mml:mi>M</mml:mi></mml:math></inline-formula> is a memory
function, the transport velocity <inline-formula><mml:math id="M113" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mi mathvariant="italic">ψ</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and the generalized
dispersion <inline-formula><mml:math id="M114" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">D</mml:mi><mml:mi mathvariant="italic">ψ</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> are defined in terms of the first and second
moments of <inline-formula><mml:math id="M115" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, and the dyadic symbol : denotes a tensor
product. In Laplace space, Eq. (1) becomes
            <disp-formula id="Ch1.E8" content-type="numbered"><label>8</label><mml:math id="M116" display="block"><mml:mtable columnspacing="1em" rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mi>u</mml:mi><mml:mover accent="true"><mml:mi>c</mml:mi><mml:mo mathvariant="normal" stretchy="false">̃</mml:mo></mml:mover><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>u</mml:mi></mml:mrow></mml:mfenced><mml:mo>-</mml:mo><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">o</mml:mi></mml:msub><mml:mfenced close=")" open="("><mml:mi mathvariant="bold-italic">s</mml:mi></mml:mfenced></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:mover accent="true"><mml:mi>M</mml:mi><mml:mo mathvariant="normal" stretchy="false">̃</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi>u</mml:mi><mml:mo>)</mml:mo><mml:mfenced close="" open="["><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mi mathvariant="italic">ψ</mml:mi></mml:msub><mml:mo>⋅</mml:mo><mml:mi mathvariant="normal">∇</mml:mi><mml:mover accent="true"><mml:mi>c</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>u</mml:mi></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mfenced close="]" open=""><mml:mrow><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold">D</mml:mi><mml:mi mathvariant="italic">ψ</mml:mi></mml:msub><mml:mo>:</mml:mo><mml:mi mathvariant="normal">∇</mml:mi><mml:mover accent="true"><mml:mi>c</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>u</mml:mi></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          where the memory function <inline-formula><mml:math id="M117" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi>M</mml:mi><mml:mo mathvariant="normal" stretchy="false">̃</mml:mo></mml:mover><mml:mfenced open="(" close=")"><mml:mi>u</mml:mi></mml:mfenced><mml:mo>≡</mml:mo><mml:mover accent="true"><mml:mi>t</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mi>u</mml:mi><mml:mover accent="true"><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mfenced close=")" open="("><mml:mi>u</mml:mi></mml:mfenced><mml:mo>/</mml:mo><mml:mo>[</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mover accent="true"><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mfenced close=")" open="("><mml:mi>u</mml:mi></mml:mfenced><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M118" display="inline"><mml:mover accent="true"><mml:mi>t</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover></mml:math></inline-formula> is a characteristic time, with <inline-formula><mml:math id="M119" display="inline"><mml:mo>∼</mml:mo></mml:math></inline-formula>
denoting Laplace space and <inline-formula><mml:math id="M120" display="inline"><mml:mi>u</mml:mi></mml:math></inline-formula> denoting the Laplace variable. Note that this
continuum formulation contains a non-local-time convolution, in terms of
the memory function.</p>
      <p id="d1e2754">In contrast to the classical advection–dispersion equation (see Eq. 11,
below), the “transport velocity,” <inline-formula><mml:math id="M121" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mi mathvariant="italic">ψ</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, is in principle
distinct from the “average fluid velocity,” <inline-formula><mml:math id="M122" display="inline"><mml:mi mathvariant="bold-italic">v</mml:mi></mml:math></inline-formula>. This is because
chemical transport is “clearly identifiable”, subject to diffusive and
dispersive mechanisms (recall the discussion on Fig. 6), so that the
effective, overall transport (i.e. a “characteristic” velocity) of
chemical may be faster or slower than the average fluid velocity. We point
out, moreover, that residence times are a key characterization, as they
generally differ for water and chemical species. To illustrate, it is
sufficient to recognize that the preferential flow paths themselves are
generally stable when the overall hydraulic gradient changes (unless dealing
with significant changes or turbulent flow), so that the residence time
dictates the relative influence of diffusion and chemical movement into and
out of less mobile zones, which ultimately affects breakthrough curves
(Berkowitz and Scher, 2009).</p>
      <p id="d1e2775">It is critical to recognize that the occurrence of “rare events” – even a
small proportion of chemical species migrating extremely slowly in some
regions, and/or being repeatedly trapped and released from slow regions over a
series of spatial transitions – are sufficient to lead to anomalous
transport and extremely long “average” chemical transport times (Berkowitz
et al., 2016). Thus, it is important to differentiate between “average”
(recall Sect. 3.1) and “effective” transport of “most” particles.
Indeed, we emphasize, too, that the effects of these “rare events” are
deeply significant: they do not simply average out, but rather propagate to
larger time and space scales.</p>
      <p id="d1e2778">With the decoupled form <inline-formula><mml:math id="M123" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, the
transition time distribution, <inline-formula><mml:math id="M124" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, is thus at heart of the CTRW
framework, and its form determines the memory function; the role of
<inline-formula><mml:math id="M125" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> on non-Fickian transport is relatively insignificant as long it
has a compact (finite) range (Dentz et al., 2008). As discussed in detail
(e.g. Berkowitz et al., 2006, 2016), it is expedient to define <inline-formula><mml:math id="M126" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> as a
truncated power law (TPL), which enables an evolution to Fickian behaviour:
            <disp-formula id="Ch1.E9" content-type="numbered"><label>9</label><mml:math id="M127" display="block"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mfenced close=")" open="("><mml:mi>t</mml:mi></mml:mfenced><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mi>n</mml:mi><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:mi>exp⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mo>-</mml:mo><mml:mi>t</mml:mi><mml:mo>/</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:mfenced><mml:mo>/</mml:mo><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mi>t</mml:mi><mml:mo>/</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:msup><mml:mo>)</mml:mo><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></disp-formula>
          for <inline-formula><mml:math id="M128" display="inline"><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>&lt;</mml:mo><mml:mi mathvariant="italic">β</mml:mi><mml:mo>&lt;</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula>, with the normalization constant
            <disp-formula id="Ch1.E10" content-type="numbered"><label>10</label><mml:math id="M129" display="block"><mml:mrow><mml:mi>n</mml:mi><mml:mo>≡</mml:mo><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>/</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup><mml:mi>exp⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mo>-</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>/</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:mfenced><mml:mo>/</mml:mo><mml:mi mathvariant="normal">Γ</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>/</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></disp-formula>
          and with <inline-formula><mml:math id="M130" display="inline"><mml:mrow><mml:mi mathvariant="normal">Γ</mml:mi><mml:mo>(</mml:mo><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>/</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> denoting the incomplete
Gamma function (Abramowitz and Stegun, 1970). This functional form of
<inline-formula><mml:math id="M131" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>  has been particularly successful in interpreting a wide range of
laboratory and field observations, as well as numerical simulations. We
chose the characteristic time appearing in the memory function to be
<inline-formula><mml:math id="M132" display="inline"><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, which represents the onset of the power law region. The truncated
power law form of <inline-formula><mml:math id="M133" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> behaves as a power law proportional to
<inline-formula><mml:math id="M134" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>/</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:msup><mml:mo>)</mml:mo><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> for transition times in the range
<inline-formula><mml:math id="M135" display="inline"><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>&lt;</mml:mo><mml:mi>t</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>; <inline-formula><mml:math id="M136" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> decreases exponentially for
transition times <inline-formula><mml:math id="M137" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>&gt;</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>. Thus, the TPL enables quantification
of non-Fickian transport, with a finite (sufficiently small) <inline-formula><mml:math id="M138" display="inline"><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, and it
facilitates (where appropriate) a longer-term, smooth evolution to Fickian
transport. We note, too, that the CTRW framework also simplifies (e.g.
Berkowitz et al., 2006, 2016) to specialized subsets of non-Fickian
transport behaviour embodied within, for example, multirate mass transfer (Haggerty
and Gorelick, 1995) and fractional derivative (Zhang et al., 2009)
formulations.</p>
      <p id="d1e3176">It is important to recognize, too, that specification of a pure exponential
form for <inline-formula><mml:math id="M139" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, namely <inline-formula><mml:math id="M140" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi mathvariant="italic">λ</mml:mi><mml:mi>exp⁡</mml:mi><mml:mo>(</mml:mo><mml:mo>-</mml:mo><mml:mi mathvariant="italic">λ</mml:mi><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, with
mean <inline-formula><mml:math id="M141" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:mi mathvariant="italic">λ</mml:mi></mml:mrow></mml:math></inline-formula>, and/or choice of <inline-formula><mml:math id="M142" display="inline"><mml:mrow><mml:mi mathvariant="italic">β</mml:mi><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula>, reduces the
CTRW transport in Eq. (7) to the classical advection–dispersion equation, given
in a general form as
            <disp-formula id="Ch1.E11" content-type="numbered"><label>11</label><mml:math id="M143" display="block"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>c</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfenced></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mfenced close=")" open="("><mml:mi mathvariant="bold-italic">s</mml:mi></mml:mfenced><mml:mo>⋅</mml:mo><mml:mi mathvariant="normal">∇</mml:mi><mml:mi>c</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfenced><mml:mo>+</mml:mo><mml:mi mathvariant="normal">∇</mml:mi><mml:mo>⋅</mml:mo><mml:mfenced close="]" open="["><mml:mrow><mml:mi mathvariant="bold">D</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo><mml:mi mathvariant="normal">∇</mml:mi><mml:mi>c</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M144" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the velocity field and
<inline-formula><mml:math id="M145" display="inline"><mml:mrow><mml:mi mathvariant="bold">D</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">s</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the dispersion tensor.</p>
      <?pagebreak page1847?><p id="d1e3357">It is thus clear that the power law exponent <inline-formula><mml:math id="M146" display="inline"><mml:mi mathvariant="italic">β</mml:mi></mml:math></inline-formula> in <inline-formula><mml:math id="M147" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>
characterizes the local disorder of the system and the degree of non-Fickian
transport as an integral, temporal fingerprint in the breakthrough curves.
This reflects the effect of a strongly localized preferential movement of
chemical species on travel times (recall Fig. 4), caused by the pattern of
local driving gradients and hydraulic conductivity. Because the particle
movement is clearly organized in <italic>space</italic>, we suggest that this might be seen as
self-organization: local disorder is manifested in deviation from
advective–dispersive transport, which leads to <italic>non-local</italic>, organized
dynamic behaviour in <italic>time</italic> at the system scale. This implies that the CTRW
framework provides a means to quantify the integral, temporal fingerprint of
spatially organized preferential flow through the power law exponent
<inline-formula><mml:math id="M148" display="inline"><mml:mi mathvariant="italic">β</mml:mi></mml:math></inline-formula> and the related distance from a Gaussian travel time distribution.</p>
      <p id="d1e3398">The CTRW transport equation, in partial differential equation form, can be
solved in Laplace space (Cortis and Berkowitz, 2005) as well as in real
space (Ben-Zvi et al., 2019). One can also solve the transport equation by
implementing various particle-tracking formulations. This was done, for
example, to obtain the fits to the long-tailed breakthrough curve displayed
in Fig. 6. Particle-tracking (PT) approaches offer an efficient numerical
tool to treat a variety of chemical transport scenarios (for both
conservative and reactive chemical species). They are particularly
well suited to accounting for pore-scale to column-scale dynamics.
“Particles” (representing chemical mass) advance by sampling transitions
in space and time from the associated CTRW distributions. We emphasize that
this PT approach can be employed to treat both advection–dispersion equation
(Fickian, normal transport) and CTRW (non-Fickian, anomalous transport)
formulations, via an appropriate choice of (exponential or power law,
respectively) <inline-formula><mml:math id="M149" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>.</p>
      <p id="d1e3416">The efficacy and relevance of the CTRW framework has been demonstrated
extensively for subsurface chemical transport (Berkowitz et al., 2006, 2016;
Berkowitz and Scher, 2009; and references therein), from pore to aquifer
scales, on the basis of extensive numerical simulations, laboratory
experiments, and field measurements. The formulation for chemical transport
is general and robust over length scales ranging from pore to field, for
different flow rates within the same domain, for chemically reactive
species, and even for time-dependent velocity fields (Nissan et al., 2017).</p>
      <p id="d1e3419">To conclude this section and bridge to the discussion that follows in the next
section, we point out here that the <italic>curved power law</italic> form can in some cases be a more useful
representation than the truncated power law (TPL) (Eq. 9), as shown
by Nissan and Berkowitz (2019). In this case, we write <inline-formula><mml:math id="M150" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> as a curved
power law function (Chabrier, 2003):
            <disp-formula id="Ch1.E12" content-type="numbered"><label>12</label><mml:math id="M151" display="block"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup><mml:mi>exp⁡</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mo>-</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup><mml:mo>/</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M152" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>≡</mml:mo><mml:mo>(</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup><mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:msup><mml:mo>/</mml:mo><mml:mi mathvariant="normal">Γ</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">β</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, is the
normalization constant of the probability density function and <inline-formula><mml:math id="M153" display="inline"><mml:mi mathvariant="normal">Γ</mml:mi></mml:math></inline-formula> is
the Gamma function. Here, <inline-formula><mml:math id="M154" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> (a characteristic time) controls the
exponential increase, while <inline-formula><mml:math id="M155" display="inline"><mml:mi mathvariant="italic">β</mml:mi></mml:math></inline-formula> accounts for the power law region. It is
important to note that this curved power law is an <italic>inverse gamma distribution</italic>, with shape parameter
<inline-formula><mml:math id="M156" display="inline"><mml:mi mathvariant="italic">β</mml:mi></mml:math></inline-formula> and scale (or rate) parameter <inline-formula><mml:math id="M157" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula>. Note that unlike the TPL
in Eq. (9), notwithstanding the exponential term in Eq. (12), there is no
cut-off time that enables a transition to Fickian transport. These
perspectives will be discussed in detail in Sect. 3.4.</p>
</sec>
<sec id="Ch1.S3.SS4">
  <label>3.4</label><title>Continuous time random walks: application to surface water systems</title>
      <p id="d1e3579">In the context of our discussion in Sects. 2 and 3.1, recognizing that
dynamics of chemical transport in surface water and groundwater systems are
at least phenomenologically and functionally or dynamically similar over
enormous spatial and temporal scales, we argue there that simulations and
analysis using the CTRW framework are also meaningful and applicable to
quantifying the (anomalous) dynamics of chemical transport in surface water
systems. In both surface water and groundwater systems, there is always
“unresolved heterogeneity” (e.g. hydraulic conductivity, structure) at
all scales. Fluid and chemical inputs range from being reasonably
well defined to unknown (e.g. in terms of location and extent of a
subsurface contamination leak, areal extent, and space–time heterogeneities
of rainfall and related stable isotope concentrations), while outputs may
also be reasonably well defined to unknown (e.g. arrival times of a
chemical species to a monitoring point downstream, such as a stream gauge,
near-surface spring, or tile drain outlet). As a consequence, efforts to
delineate preferential flow paths and quantify chemical transport must be
“adjusted” (or “be appropriate”) to the level of knowledge and
spatial–temporal resolution.</p>
      <p id="d1e3582">More specifically, we note that the preferential pathways shown in Fig. 4b and c
are (phenomenologically, at least) similar to those of surface water systems
shown in Fig. 1, while the (temporal) breakthrough curves in Fig. 5 are
similar to those determined at stream gauges and tile drain outlets.
Clearly, in surface water systems, and throughout small, intermediate, and
large scales, there are stable regions of “water pockets” (less mobile
water) that can be distinguished by strongly varying chemical (ionic,
isotopic) compositions. The presence of tributaries leading to rivers in
catchments demonstrates clear channelling effects and the establishment of
preferential pathways (Sect. 2).</p>
      <p id="d1e3585">Before discussing chemical transport and considering CTRW applications in
the context of surface water systems, we emphasize – as described early in
Sect. 3.3 – the interrelationship between transition time distributions,
travel time distributions, and breakthrough curves. The <italic>transition</italic> time distribution,
as used particularly in the context of particle-tracking and random walk
model formulations, is the underlying (“building block”) characterization
of chemical movement in the domain. In other words, the <italic>transition</italic> time distribution
controls the nature of the overall transport. The <italic>travel<?pagebreak page1848?></italic> time distribution is
obtained as the normalized histogram of the travel times (which can be based
on the <italic>transition</italic> time distribution) over all flow paths, or in other words, the
travel time is the sum of the individual transition times and the
distribution is obtained by sampling over all travel times. (Note that if one
integrates the travel time distribution over all particles entering the
system in space and in time, for a step input, one obtains the cumulative
breakthrough curve, <inline-formula><mml:math id="M158" display="inline"><mml:mi>c</mml:mi></mml:math></inline-formula> vs. <inline-formula><mml:math id="M159" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula>. The relation between flux concentrations, pulse
inputs, and breakthrough curves, relative to the first passage time
distribution for a homogeneous medium, is discussed in Sect. 3.1 of Dentz
and Berkowitz (2003).)</p>
      <p id="d1e3615">In the context of these three types of quantification of chemical movement,
and in light of the consideration of Eqs. (3) and (6) and the analysis to follow
below, we stress the fundamental importance of the underlying transition
time distribution in quantifying chemical transport through an aquifer or
catchment. Common formulations of the governing transport equation,
particularly the advection–dispersion equation and many variants thereof, do
not include an explicit accounting of the transition or travel time
distributions. However, as seen from the discussion of Eq. (11), an
underlying exponential transition time distribution in the CTRW transport
equation leads to the advection–dispersion equation with a Gaussian
breakthrough curve. In sharp contrast, in the case of a power law transition
time distribution that scales as <inline-formula><mml:math id="M160" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>, such as
given in Eqs. (9) and (12), the resulting breakthrough curve for a
point or pulse input also scales as <inline-formula><mml:math id="M161" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>, as a direct
consequence of the generalized central limit theorem (e.g. Dentz and
Berkowitz, 2003, Eqs. 73 and 82). For a step input, the scaling is
<inline-formula><mml:math id="M162" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>, because it can be obtained from the point by integration
in time.</p>
      <p id="d1e3669">CTRW has also been applied in some partially saturated soil–water systems,
which further strengthens the connection of CTRW to surface water systems;
as discussed in Sects. 2 and 3.1 (Fig. 4a, b), surface water flow and
associated chemical transport are not purely overland processes, but involve
coupled interactions with the partially saturated (vadose) zone (Sect. 2.3)
and groundwater zone (Sect. 2.4).</p>
      <p id="d1e3672">Indeed, CTRW methods (and subsets) have already been applied in some sense,
at least qualitatively, to interpret anomalous transport in various surface
water system scenarios. For example, Boano et al. (2007) used CTRW to
quantify chemical transport in a stream, accounting for fluid–chemical
interactions with the underlying sediment (i.e. the hyporheic zone). Other
studies have recorded power law and related multirate rate mass transfer
dynamics for chemical transport in stream and catchment systems (e.g.
Haggerty et al., 2002; Gooseff et al., 2003). These authors note, in
particular, that the hyporheic zone exhibits an enormous range of timescales over which chemical exchange can occur, with significant amounts of
chemical species being retained over extremely long times.</p>
      <p id="d1e3675">However, while full application of CTRW to catchment-scale surface water
systems has not been reported to date, there are additional strong
indications that it is applicable. We point out two key aspects to support
this claim, from the catchment hydrology literature. As discussed in Sect. 2.2.3, previous studies used a gamma distribution to parameterize travel
time distributions (e.g. Hrachowitz et al., 2010), while more recent
studies use a single gamma distribution or several gamma distributions to characterize
storage selection functions of streamflow and evaporation. The gamma
distribution, used particularly in connection with arrival times of stable
isotopes at a catchment outlet (river outlet, measurement control plane)
– i.e. as a <italic>travel</italic> time distribution – has been applied to describe the
superposition of different functions to account for time dependence (e.g.
Hrachowitz et al., 2010). Related directly to this point, too, are unit
hydrograph analyses that were used in the past to describe runoff
concentration and flood routing, through a Nash cascade, which is
essentially a gamma distribution, as also discussed in Sect. 2.2.3. We now
focus on this aspect in detail.</p>
      <p id="d1e3681">The gamma distribution is given by
            <disp-formula id="Ch1.E13" content-type="numbered"><label>13</label><mml:math id="M163" display="block"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup><mml:mi>exp⁡</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mo>-</mml:mo><mml:mi>t</mml:mi><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M164" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>≡</mml:mo><mml:mo>(</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup><mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:msup><mml:mo>/</mml:mo><mml:mi mathvariant="normal">Γ</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">β</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, or,
equivalently (and for comparison to Eq. 12),
            <disp-formula id="Ch1.E14" content-type="numbered"><label>14</label><mml:math id="M165" display="block"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup><mml:mi>exp⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mo>-</mml:mo><mml:mi>t</mml:mi><mml:mo>/</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M166" display="inline"><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub><mml:mo>≡</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:mo>[</mml:mo><mml:mo>(</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup><mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:msup><mml:mi mathvariant="normal">Γ</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">β</mml:mi><mml:mo>)</mml:mo><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula>. The
gamma distribution describes processes for which the waiting times
between Poisson distributed events are important.</p>
      <p id="d1e3859">In light of Sect. 2, and the discussion of transition and travel time
distributions in Sect. 3.3 and above, we consider what underlying
<italic>transition</italic> time distribution leads to a gamma distributed <italic>travel</italic> time. Given that a sum of
gamma distributed random variables can also be gamma distributed, the choice
of a gamma distribution for both <italic>transition</italic> and <italic>travel</italic> time distributions is convenient.</p>
      <p id="d1e3874">Indeed, in terms of transition time distributions, let us compare the gamma
distribution in the form of Eq. (14) to the inverse gamma distribution as
shown in Eq. (12). Aside from the normalization coefficients, the inverse
gamma and gamma distributions shown in Eqs. (12) and (14) differ in two
fundamental ways – the power law (exponent of <inline-formula><mml:math id="M167" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula>) terms, <inline-formula><mml:math id="M168" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>
vs. <inline-formula><mml:math id="M169" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>, and the exponential terms, <inline-formula><mml:math id="M170" display="inline"><mml:mrow><mml:mi>exp⁡</mml:mi><mml:mo>(</mml:mo><mml:mo>-</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup><mml:mo>/</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>
vs. <inline-formula><mml:math id="M171" display="inline"><mml:mrow><mml:mi>exp⁡</mml:mi><mml:mo>(</mml:mo><mml:mo>-</mml:mo><mml:mi>t</mml:mi><mml:mo>/</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, respectively. We stress again, as explained in Sect. 3.2, that the <italic>inverse</italic> gamma distribution is a power law distribution (without an
exponential cut-off time to allow transition to Fickian transport), and thus
one form of transition time distribution <inline-formula><mml:math id="M172" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> in the CTRW formulation.</p>
      <?pagebreak page1849?><p id="d1e3985">We plot in Fig. 7a the truncated power law, curved power law (inverse gamma)
and gamma (<italic>transition</italic> time) distributions, <inline-formula><mml:math id="M173" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, for the specific parameters <inline-formula><mml:math id="M174" display="inline"><mml:mrow><mml:mi mathvariant="italic">β</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1.5</mml:mn></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M175" display="inline"><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M176" display="inline"><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mn mathvariant="normal">3</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>, and <inline-formula><mml:math id="M177" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup><mml:mo>=</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>. We plot in log–log
scale to emphasize the long-term portion of the transition time
distribution. Figure 7b shows the same curves plotted on a linear scale, to
contrast the fact that linear plots (noting the short timescale on the
<inline-formula><mml:math id="M178" display="inline"><mml:mi>x</mml:mi></mml:math></inline-formula> axis) do not illustrate the long-term contributions, which can have a
critical effect on the overall transport behaviour. Clearly, from Fig. 7b,
the gamma distribution does not include the possibility of long times;
it has an exponential cut-off to Gaussian behaviour at times larger than
<inline-formula><mml:math id="M179" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula>, as the exponential term dominates the power law term when <inline-formula><mml:math id="M180" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>≫</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula>. However, note that the power law is <inline-formula><mml:math id="M181" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> rather
than <inline-formula><mml:math id="M182" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>. The inverse gamma distribution, on the other hand,
does not display an exponential cut-off but has the same <inline-formula><mml:math id="M183" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> power law scaling as the TPL.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F7"><?xmltex \currentcnt{7}?><label>Figure 7</label><caption><p id="d1e4159">Truncated power law, curved power law (inverse gamma
distribution) and gamma distribution, for the specific parameters: <inline-formula><mml:math id="M184" display="inline"><mml:mrow><mml:mi mathvariant="italic">β</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1.5</mml:mn></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M185" display="inline"><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M186" display="inline"><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mn mathvariant="normal">3</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M187" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup><mml:mo>=</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>. <bold>(a)</bold> Log–log scale to emphasize the long-term tailing behaviour. <bold>(b)</bold> Linear scale.</p></caption>
          <?xmltex \igopts{width=241.848425pt}?><graphic xlink:href="https://hess.copernicus.org/articles/24/1831/2020/hess-24-1831-2020-f07.png"/>

        </fig>

      <p id="d1e4238">We thus conclude (recall also the conceptual picture and discussion in Sect. 3.1) that although there is no universally “right” or “wrong” choice,
the gamma (<italic>transition</italic> time) distribution does not generally appear as a suitable
“candidate” to quantify chemical transport in surface water systems,
notwithstanding its empirical use in the literature. We suggest that the
CTRW framework (Sect. 3.3) rests on a more physically justified conceptual
picture and corresponding coherent and robust mathematical formulation;
other such frameworks and transition time distributions can of course also
be considered, if justified physically. The choice of a truncated power law
or inverse gamma (<italic>transition</italic> time) distribution is largely a function of scale. The
inverse gamma distribution may better suit pore-scale (microscale) domains,
where the peak of the function is important, and where ergodicity is not
relevant (the cut-off is not needed). Using the truncated power law is
“more” general and better suits a variety of larger-scale problems.</p>
      <p id="d1e4247">We now consider a specific example that demonstrates the relevance and
applicability of the CTRW framework for chemical transport in surface water
systems, keeping the above arguments in mind. Referring to the 2D case shown
in Fig. 6a, we consider the effective (travel time distribution) response,
<inline-formula><mml:math id="M188" display="inline"><mml:mrow><mml:mi>h</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, to a rainfall pulse containing a chemical species over the entire area
of a catchment. Every point over this area may be considered a source of
chemical species (“tracer”). A stream running through the catchment acts
as a line sink (collector) for the tracer. This catchment picture can be
idealized as two rectangles straddling this stream sink (Fig. 6a).
Measurements of tracer arrivals at a control point downstream of this stream
(known as an “absorbing boundary”) yield a tracer arrival “counting
rate” that is a breakthrough curve.</p>
      <?pagebreak page1850?><p id="d1e4264">The first-passage time distribution <inline-formula><mml:math id="M189" display="inline"><mml:mrow><mml:mi>F</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold">l</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> defines
the travel time distribution from a (pulse) source at the origin <inline-formula><mml:math id="M190" display="inline"><mml:mi mathvariant="bold">l</mml:mi></mml:math></inline-formula>
to the point <inline-formula><mml:math id="M191" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">l</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. Then the chemical tracer or species
concentration at position <inline-formula><mml:math id="M192" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">l</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and time <inline-formula><mml:math id="M193" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula>,
<inline-formula><mml:math id="M194" display="inline"><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold">l</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is given by
            <disp-formula id="Ch1.E15" content-type="numbered"><label>15</label><mml:math id="M195" display="block"><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold">l</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mi mathvariant="normal">∞</mml:mi></mml:munderover><mml:munder><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi mathvariant="bold">l</mml:mi><mml:mo>∈</mml:mo><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:munder><mml:mi>F</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold">l</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>-</mml:mo><mml:mi mathvariant="bold">l</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:mfenced><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">R</mml:mi></mml:msub><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold">l</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">d</mml:mi><mml:msup><mml:mi>t</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M196" display="inline"><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">R</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold">l</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the chemical input from rainfall at a position
<inline-formula><mml:math id="M197" display="inline"><mml:mi mathvariant="bold">l</mml:mi></mml:math></inline-formula> in a catchment of area <inline-formula><mml:math id="M198" display="inline"><mml:mi mathvariant="normal">Ω</mml:mi></mml:math></inline-formula>. Referring then to Fig. 6a,
because we sample chemical arrivals downstream, we can consider the sampling
position as an “instantaneous” integration of all chemical species or tracer
arrivals from the catchment pathways along the entire length of the stream.
Travel time within the stream can generally be assumed to be negligible, relative
to the catchment travel times, as stream velocities are generally much
faster than combined overland or subsurface flows. We thus determine the total
chemical flux into the stream by integrating over all chemical inputs in the
catchment that reach the stream; this defines overall first-passage time
distributions at the downstream measurement point. Assuming that all of the
sampling positions in <inline-formula><mml:math id="M199" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">l</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> are small regions compared
to <inline-formula><mml:math id="M200" display="inline"><mml:mi mathvariant="normal">Ω</mml:mi></mml:math></inline-formula>, then <inline-formula><mml:math id="M201" display="inline"><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold">l</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>≈</mml:mo><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>.
For uniform rainfall distribution over <inline-formula><mml:math id="M202" display="inline"><mml:mi mathvariant="normal">Ω</mml:mi></mml:math></inline-formula>, we have
<inline-formula><mml:math id="M203" display="inline"><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">R</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold">l</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>≈</mml:mo><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">R</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, and we can hence define for the
effective, overall response (travel time distribution)
            <disp-formula id="Ch1.E16" content-type="numbered"><label>16</label><mml:math id="M204" display="block"><mml:mrow><mml:mi>h</mml:mi><mml:mfenced open="(" close=")"><mml:mi>t</mml:mi></mml:mfenced><mml:mo>≡</mml:mo><mml:munder><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi mathvariant="bold">l</mml:mi><mml:mo>∈</mml:mo><mml:mi mathvariant="normal">Ω</mml:mi></mml:mrow></mml:munder><mml:mi>F</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold">l</mml:mi><mml:mo>,</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula></p>
      <p id="d1e4603">Long-term measurements of chloride tracer concentrations <inline-formula><mml:math id="M205" display="inline"><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">R</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> in the
rainfall over a catchment area in Plynlimon, Wales, were compared to the
time series of the chloride tracer concentration <inline-formula><mml:math id="M206" display="inline"><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> in the catchment of the Hafren stream (Kirchner et al., 2000). These authors related the input and
output concentrations through the convolution integral
            <disp-formula id="Ch1.E17" content-type="numbered"><label>17</label><mml:math id="M207" display="block"><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msub><mml:mfenced close=")" open="("><mml:mi>t</mml:mi></mml:mfenced><mml:mo>=</mml:mo><mml:munderover><mml:mo movablelimits="false">∫</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mi mathvariant="normal">∞</mml:mi></mml:munderover><mml:mi>h</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>)</mml:mo><mml:msub><mml:mi>c</mml:mi><mml:mi mathvariant="normal">R</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>-</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="normal">d</mml:mi><mml:msup><mml:mi>t</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          Using a spectral analysis, Kirchner et al. (2000) concluded that overall
chloride transport in the catchment scaled as <inline-formula><mml:math id="M208" display="inline"><mml:mrow><mml:mi>h</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>∼</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mi>m</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>, with <inline-formula><mml:math id="M209" display="inline"><mml:mrow><mml:mi>m</mml:mi><mml:mo>≈</mml:mo><mml:mn mathvariant="normal">0.5</mml:mn></mml:mrow></mml:math></inline-formula>, over a time period from 0.01 to 10 years.
They reported similar scaling in North American and Scandinavian field sites
with <inline-formula><mml:math id="M210" display="inline"><mml:mrow><mml:mi>m</mml:mi><mml:mo>≈</mml:mo></mml:mrow></mml:math></inline-formula> 0.4–0.65.</p>
      <p id="d1e4749">Kirchner et al. (2000) continued their analysis by noting (i) that an
exponential travel time distribution (which is implicit in the
advection–dispersion equation; see discussion above Eq. 11) does not match
the data, and (ii) that conceptualization of the entire catchment as a
single flow path, and use of the advection–dispersion equation to describe
travel times, do not correctly match even the basic character of the
chloride concentration arrivals. The authors concluded that catchment travel
time distributions should be quantified as an approximate power law
distribution, to correctly account for long-term chemical retention and
release in catchments, and defined <inline-formula><mml:math id="M211" display="inline"><mml:mrow><mml:mi>h</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> as a gamma distribution (recall Eq. 14). It should be recognized that the choice of a gamma distribution is
empirical, and other functions can generate similar behaviour in the
spectral (Laplace or Fourier) domain. Significantly, the slope identified by
Kirchner et al. (2000) reflects high frequencies, i.e. short timescales;
several decades of tracer data to validate the power spectrum at low
frequencies were not available.</p>
      <p id="d1e4766">Scher et al. (2002) reanalysed this catchment system behaviour with the CTRW
framework, arguing that subsurface flow and transport are dominant factors
controlling the overall chemical species arrival to the stream outlet
measurement point. Based on Eqs. (15) and (16), they first (re)examined the
solution of the one-dimensional advection–dispersion equation; they
confirmed that the temporal dependence of <inline-formula><mml:math id="M212" display="inline"><mml:mrow><mml:mi>h</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> does not represent the field
measurements (similar to Kirchner et al., 2000). Significantly, though, they
employed a pure power law form of the transition time distribution, <inline-formula><mml:math id="M213" display="inline"><mml:mrow><mml:mi mathvariant="italic">ψ</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>∼</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>, and developed Eqs. (15) and (16) –
based on the seminal analysis of Scher and Montroll (1975) – to obtain
            <disp-formula id="Ch1.E18" content-type="numbered"><label>18</label><mml:math id="M214" display="block"><mml:mrow><mml:mi>h</mml:mi><mml:mfenced close=")" open="("><mml:mi>t</mml:mi></mml:mfenced><mml:mo>∼</mml:mo><mml:mfenced close="" open="{"><mml:mtable class="array" columnalign="left left"><mml:mtr><mml:mtd><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mi>t</mml:mi><mml:mo>&lt;</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mi>t</mml:mi><mml:mo>&gt;</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced><mml:mtext>for  </mml:mtext><mml:mn mathvariant="normal">0</mml:mn><mml:mo>&lt;</mml:mo><mml:mi mathvariant="italic">β</mml:mi><mml:mo>&lt;</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          The turnover time <inline-formula><mml:math id="M215" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> between these two slopes arises naturally as an outcome
of chemical transport in the system embodied in Eq. (16). The smaller times
represent chemical inputs following along fastest flow paths to the sampling
point; for <inline-formula><mml:math id="M216" display="inline"><mml:mrow><mml:mi>t</mml:mi><mml:mo>&gt;</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula>, all chemical inputs over the entire catchment area are
contributing particles to the sampling point, as accounted for in Eq. (17).
In this latter case, the power law represents the overall particle movement
in the domain, but especially the effects of the slow particles (longer
transition times and influence of less mobile zones) and the longer travel
distances.</p>
      <p id="d1e4922">In the context of the Hafren stream system, the turnover time <inline-formula><mml:math id="M217" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mo>∗</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> was
estimated as about 10 years (Scher et al., 2002), in agreement with the findings
and measurement range of Kirchner et al. (2000), with <inline-formula><mml:math id="M218" display="inline"><mml:mrow><mml:mi mathvariant="italic">β</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.5</mml:mn></mml:mrow></mml:math></inline-formula>.
Figure 8 shows a representative plot of Eq. (18) for this system. As noted
in Scher et al. (2002), measurements have not yet been analysed to confirm the
turnover to the longer-term <inline-formula><mml:math id="M219" display="inline"><mml:mrow><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> scaling behaviour, which is
indicative of extremely long retention times. Note that high-resolution
measurements of low concentration levels in water are generally required to
analyse these longer-term tails. The key recognition here is that while the
effective catchment response <italic>may potentially</italic>, initially (i.e, at relatively short times),
be represented by a type of gamma distribution (i.e. a power law
<inline-formula><mml:math id="M220" display="inline"><mml:mrow><mml:mo>∼</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>, ignoring the exponential cut-off) at
sufficiently small times (<inline-formula><mml:math id="M221" display="inline"><mml:mrow><mml:mo>&lt;</mml:mo><mml:mn mathvariant="normal">10</mml:mn></mml:mrow></mml:math></inline-formula> years in the case of the Hafren
catchment) – and this is embodied in the CTRW framework as seen in Eq. (18)
– full (CTRW framework) power law behaviour (i.e. <inline-formula><mml:math id="M222" display="inline"><mml:mrow><mml:mo>∼</mml:mo><mml:msup><mml:mi>t</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>) over longer times should also be incorporated to describe expected
long-term catchment retention behaviour. An evolution to Fickian transport,
via an exponential cut-off after very long times, can also be included (if
relevant). To conclude, while direct, quantitative application of CTRW to
analysis of chemical transport at the catchment scale remains to be done, it
appears – on the basis of the conceptual pictures, extensive application to
subsurface systems, and direct similarities to catchment systems, as well as the
robust and general nature of the CTRW formulation – to be a highly
promising avenue for future research.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F8"><?xmltex \currentcnt{8}?><label>Figure 8</label><caption><p id="d1e5022">A log–log plot of <inline-formula><mml:math id="M223" display="inline"><mml:mrow><mml:mi>h</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> vs. <inline-formula><mml:math id="M224" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula> (after Scher et al., 2002;
© with permission from the American Geophysical Union 2002).</p></caption>
          <?xmltex \igopts{width=227.622047pt}?><graphic xlink:href="https://hess.copernicus.org/articles/24/1831/2020/hess-24-1831-2020-f08.png"/>

        </fig>

<?xmltex \hack{\newpage}?>
</sec>
</sec>
<?pagebreak page1851?><sec id="Ch1.S4" sec-type="conclusions">
  <label>4</label><title>Conclusions and perspectives</title>
<sec id="Ch1.S4.SS1">
  <label>4.1</label><title>Preferential flow and non-Fickian travel times: the spatial and the
temporal manifestation of organized complexity</title>
      <p id="d1e5071">Based on Sects. 2 and 3, we can state that (a) preferential flow and related
non-Fickian transport is an omnipresent, unifying element between both water
worlds, and (b) the CTRW framework can effectively quantify and predict
non-Fickian transport of water and chemicals species in a manner that
connects to and clearly steps beyond the advection–dispersion paradigm. In
this section, we link these insights to our central proposition that
preferential flow is a prime manifestation of how a local-scale
heterogeneous flow process causes a macro-scale organized flow pattern in
<italic>space</italic>. The key is to acknowledge that organization manifests also through
organized dynamic behaviour in <italic>time</italic>, which occurs through non-Fickian travel
time distributions of water and chemical species. Note that the degree of
organization in <italic>space</italic> manifests in the deviation of spatial patterns of system
characteristics or fluid flow from the maximum-entropy pattern. The latter
corresponds, in the case that the mean value is known, to a uniform
distribution of system characteristics and/or a uniform flow pattern. Along
the same lines, we propose that the degree of organization in dynamic
behaviour in <italic>time</italic> manifests through the deviation of the breakthrough curve from
the case of a well-mixed Gaussian system, which is quantified within the
CTRW framework based on the power law exponent. A power law exponent <inline-formula><mml:math id="M225" display="inline"><mml:mrow><mml:mo>≥</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula>
corresponds well to a mixed travel time distribution. The latter reflects a
spatial concentration equal to a Gaussian, which maximizes entropy when the
<italic>mean</italic> and the <italic>variance</italic> are known (Trefry et al., 2003).</p>
      <p id="d1e5103">In terms of how power law transition distributions are linked to the
formation, evolution, and function of preferential flow paths in surface
water systems, and how and if they can be expected to improve the representation
thereof in models, we first emphasize that power law transition time
distributions are linked to the <italic>function</italic> of preferential flow paths, but not to
their formation and evolution. It is clear and well known that preferential
flow implies non-Fickian residence times or travel distance. But what has
not been recognized is that the fingerprint of preferential flow in
the overall travel time distribution can be captured by a (truncated) power
law for the transition time distribution, and through the related exponent
we can quantify the deviation from the well-mixed Fickian case. As discussed
in Sect. 2.4, the findings of Edery et al. (2014) suggest a further
connection between the characteristics of an aquifer and the power law
exponent in breakthrough curves. This implies that the fitted parameters are
a macro-scale fingerprint of spatial media characteristics that determine the
temporal arrival of chemical species. While we do not expect that this
relation is unique, it does imply that “fitted” parameters have a physical
meaning that can be used to constrain characteristics of the domain (i.e.
the hydrological landscape mentioned above) in a spatially distributed
model.</p>
      <p id="d1e5109">We argue that this should also hold for other complex media characteristics
that relate to their spatial organization, such as the correlation length or
topology of preferential flow paths. We therefore suggest that these
insights offer opportunities to relate signatures of spatial organization in
flow patterns to signatures of temporal organization in breakthrough curves.
For both perspectives, we can quantify organization using information
entropy, as we showed in Sect. 2.4. These arguments might also offer,
ultimately, opportunities to test whether hydrological systems and their
preferential flow networks co-evolve towards more energy-efficient drainage,
which can also be quantified (Kleidon et al., 2013; Zehe et al., 2019;
Savenije and Hrachowitz, 2017). We leave a more detailed reflection on this
for future studies.</p>
</sec>
<sec id="Ch1.S4.SS2">
  <label>4.2</label><title>Overall conclusions and perspectives</title>
      <p id="d1e5120">In an effort to integrate and unify conceptualization and quantitative
modelling of the two water worlds – surface water and groundwater
systems – we recognize preferential fluid flows as a unifying element and
consider them as a manifestation of self-organization. Preferential flows
hinder perfect mixing within a system, due to a more “energy-efficient”
and hence faster throughput of water, which affects residence times of
water, matter, and chemical species in hydrological systems across all
scales. While our main focus here is on the role of preferential flow for
residence times and chemical transport, we relate our proposed unifying
concept to the role of preferential flow in energy conversions and energy
dissipation associated with flows of water and mass.</p>
      <p id="d1e5123">Essentially, we have proposed that related conceptualizations on the role of
heterogeneity and preferential fluid flow for chemical species transport,
and its quantitative characterization, can be unified in terms of a theory,
based on the CTRW framework, that connects these two water worlds in a
dynamic framework. We emphasize the occurrence of power law behaviour that
characterize travel times of chemical species and highlight the critical
role played by system heterogeneity and chemical species residence times,
which are distinct from travel times of water. In particular, we compare and
contrast specific power law distributions and argue that the closely
related inverse gamma and algebraic power law distributions are more
appropriate than the oft-used gamma distribution to quantify chemical
species transport.</p>
      <p id="d1e5126">Moreover, we identify deviations from well-mixed Gaussian transport as a
manifestation of self-organized dynamic behaviour in time, and the power law
exponent as a suitable means to measure the strength of this deviation.
Along a complementary line, we propose that self-organization in space is
immanent primarily through strongly localized preferential flow through rill
and river networks at the land<?pagebreak page1852?> surface. We relate the degree of spatial
organization to the deviation of the flow pattern from spatially homogeneous
flow, which is a state of maximum entropy. In this context, we reflect on
the ongoing controversial discussion regarding whether or not
self-organization in open hydrological systems leads to evolution to a more
energy-efficient or even thermodynamic optimal system configuration.
Finally, we propose that our concept of temporally organized travel times
can help to test the possible emergence of thermodynamic optimality.
Complementary to this idea, we suggest that an energetic perspective of
chemical species transport may help to explain the organization of travel
paths (Fig. 4), in the sense that contrary to common assumptions,
preferential pathways often include “bottlenecks” of low hydraulic
conductivity. A testable option could be that chemical species travel along
the path of maximum power, with power being defined in this case as the flow of
chemical energy (rather than the flow of kinetic energy) through the system.</p>
      <p id="d1e5129">Overall, we conclude that self-organization arises equally in surface water
and groundwater systems, as local heterogeneity and disorder in fluid flow
and chemical transport processes lead to ordered behaviour at the
macro-scale. Naturally, the surface water community has developed a strong
emphasis on the <italic>localized spatial fingerprints</italic>, because rills and rivers are clearly visible on land (Fig. 1), while the groundwater community has focused more naturally on <italic>non-local temporal fingerprints</italic>, as the
flow paths are largely unobservable. But these are just two sides of the
same conceptual coin of organized complexity (Dooge, 1986).</p>
</sec>
</sec>

      
      </body>
    <back><notes notes-type="dataavailability"><title>Data availability</title>

      <p id="d1e5143">The data reviewed in this study are available from the respective source publications and authors.</p>
  </notes><notes notes-type="authorcontribution"><title>Author contributions</title>

      <p id="d1e5149">The entire study was developed in close cooperation and nearly equal contribution of both authors. BB had the main idea to propose this unifying concept and provided the CTRW perspective, and EZ provided the energy and entropy perspective.</p>
  </notes><notes notes-type="competinginterests"><title>Competing interests</title>

      <p id="d1e5155">The authors declare that they have no conflict of interest.</p>
  </notes><ack><title>Acknowledgements</title><p id="d1e5161">The authors thank Markus Hrachowitz, Nicolas Rodriguez, Matthias Sprenger, and an anonymous referee for particularly
constructive reviews of this work. Brian Berkowitz thanks Harvey Scher
for in-depth discussions. Brian Berkowitz holds the Sam Zuckerberg
Professorial Chair in Hydrology. Erwin Zehe gratefully acknowledges intellectual
support by the “Catchments as Organized Systems” (CAOS) research unit. The authors acknowledge support by Deutsche
Forschungsgemeinschaft and the Open Access Publishing Fund of Karlsruhe
Institute of Technology (KIT).</p></ack><notes notes-type="financialsupport"><title>Financial support</title>

      <p id="d1e5166">This research has been supported by the Israel Water Authority (grant no 45015199895), the Israel Science Foundation (grant no. 485/16), and the German Research Foundation, DFG (grant nos. FOR 1598, ZE 533/11-1, ZE 533/12-1).<?xmltex \hack{\newline}?><?xmltex \hack{\newline}?>The article processing charges for this open-access <?xmltex \hack{\newline}?> publication  were covered by a Research <?xmltex \hack{\newline}?> Centre of the Helmholtz Association.</p>
  </notes><notes notes-type="reviewstatement"><title>Review statement</title>

      <p id="d1e5179">This paper was edited by Hubert H. G. Savenije and reviewed by Markus Hrachowitz and one anonymous referee.</p>
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<abstract-html><p>While both surface water and groundwater hydrological systems exhibit
structural, hydraulic, and chemical heterogeneity and signatures of
self-organization, modelling approaches between these two <q>water world</q>
communities generally remain separate and distinct. To begin to unify these
water worlds, we recognize that preferential flows, in a general sense, are
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system, due to a more <q>energy-efficient</q> and hence faster throughput of
water and matter. We develop this general notion by detailing the role of
preferential flow for residence times and chemical transport, as well as for
energy conversions and energy dissipation associated with flows of water and
mass. Our principal focus is on the role of heterogeneity and preferential
flow and transport of water and chemical species. We propose, essentially,
that related conceptualizations and quantitative characterizations can be
unified in terms of a theory that connects these two water worlds in a
dynamic framework. We discuss key features of fluid flow and chemical
transport dynamics in these two systems – surface water and groundwater –
and then focus on chemical transport, merging treatment of many of these
dynamics in a proposed quantitative framework. We then discuss aspects of a
unified treatment of surface water and groundwater systems in terms of
energy and mass flows, and close with a reflection on complementary
manifestations of self-organization in spatial patterns and temporal dynamic
behaviour.</p></abstract-html>
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