Initiation Step and Reactive Intermediates in the Transformation of

In Proceedings of the 5th International Zeolite Conference; Rees, L. V. C., Ed.; Heydon: London, 1981; p 649. There is no corresponding record for thi...
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KINETICS, CATALYSIS, AND REACTION ENGINEERING Initiation Step and Reactive Intermediates in the Transformation of Methanol into Olefins over SAPO-18 Catalyst Andre´ s T. Aguayo,* Ana G. Gayubo, Raquel Vivanco, Ainhoa Alonso, and Javier Bilbao Departamento de Ingenierı´a Quı´mica, Universidad del Paı´s Vasco, Apartado 644, 48080 Bilbao, Spain

The transformation of methanol into olefins over SAPO-18 catalyst in the 250-450 °C range has been studied. The process has been analyzed by following the evolution with time on stream of the mass deposited on the catalyst, of the heat flow evolved, and of the product formation, which are analyzed by means of on-line mass spectroscopy. The results are in agreement with the “hydrocarbon pool” mechanism, and show that the process is conditioned by an initiation step in which the reactive intermediates for the production of olefins are generated. These intermediates are trapped in the SAPO-18 cages. As time on stream is increased, the steps of initiation, maximum production of olefins, and deactivation develop, and the duration of these steps depends on reaction conditions. Water content in the feed has an important attenuating effect on the methanol adsorption and delays the generation of the active intermediates, and also attenuates the subsequent degradation of the intermediates to coke. This attenuation of coke formation is of great importance for reducing catalyst deactivation. 1. Introduction The transformation of methanol into hydrocarbons has been of great interest for the last three decades.1 During this period, the industrial objective has shifted from the original objective of gasoline production for automobiles, by means of the MTG (methanol to gasoline) process on catalysts prepared based on ZSM-5 zeolite, to the present objective of C2-C4 olefin production, by means of the MTO (methanol to olefins) process. The SAPO-34 is a catalyst made following the UOP/ Norsk Hydro MTO technology and is currently available on the market. To understand the sequence of individual steps (from the interaction of methanol with the active sites of the catalyst to the generation of aromatic components in the gasoline formed), the papers by Schulz et al.2 and Schulz and Wei3 are very useful. In these papers, the sequence of product flow from the catalyst toward the gaseous stream is studied in the MTG process on ZSM-5 zeolite by means of experiments in a fixed-bed reactor at low temperature (in the 260-290 °C range). Among the contributions of these papers, the identification of successive periods (incubation, acceleration, deactivation (retardation)) related to different steps of the reaction mechanism is noteworthy. Furthermore, on the basis of mass balance and TPO (temperature programmed oxidation) analysis of the catalyst used in several reaction periods, these periods are related to product formation, whereby the intermediate components are trapped in the porous structure of the zeolite, whereas light olefins, methane, paraffins, heavy olefins, and aromatics join the gaseous stream. Schulz et al.2 * To whom correspondence should be addressed. Tel.: 3494-6012580. Fax: 34-94-6013500. E-mail: [email protected].

Figure 1. “Hydrocarbon pool” mechanism for olefin formation from methanol/DME.5

and Schulz and Wei3 justify the active role of the intermediate components trapped in the catalyst by both the formation of products and the progressive generation of coke. A fact drawn from the kinetic results is that conversion of the equilibrium mixture made up of methanol and dimethyl ether (DME) is controlled by the reactivity of the so-called “hydrocarbon pool” (Figure 1).4-7 Thus, methanol is being added to reactive organic compounds that make up an intermediate pool, such as methylbenzenes or cyclic carbenium ions, and light olefins are formed from these compounds via elimination (after a series of rearrangements).4,6,8-16 Various mechanisms for the formation of the first C-C have been proposed, with participation of four types of intermediate compounds:17 carbene free radicals;18 trimethyloxonium and ylide intermediates;19-21 carbocations;22 and quetene intermediates and CO.23 Haw et al.16 state that none of these reactions takes place, and that the hydrocarbon forming reaction is not initiated if there are no impurities of C-C containing compounds in the methanol (or carrier gas), or organic remainders in the zeotype catalyst. Concerning the nature of the intermediate pool trapped in the cages of the catalyst, different results for catalysts with different shape selectivity and acidity have been provided in the literature. By means of MAS NMR analysis of the ZSM-5 zeolite (with strong acidic sites and micropore size between 5.4 and 5.6 Å) and GC-MS

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2. Experimental Section

Figure 2. Ethene formation by reaction of methanol with methylbenzenes.25

analysis of the volatile products, Haw and co-workers have proven that cyclic carbenium ions acting as organic reaction sites for the MTO process are formed.8,16 The organic species that act as reaction sites upon SAPO34 catalyst (with lower acid strength than ZSM-5 zeolite and micropore diameter of 3.8 Å diameter, as was determined from its structure24) are initially methylbenzenes,10 and there is a relationship between the number of methyl groups per ring and the ethene/ propene ratio.11 Arstad and Kolboe25 have proposed the scheme of Figure 2 for ethene formation after the rapid initial formation of polymethylbenzenes in the cages of SAPO-34. The active participation of relatively heavy species trapped in the catalyst micropores in hydrocarbon transformations does not take place exclusively in the MTO process on SAPO-34, but, as Guisnet points out,26 it also happens when large, medium, or small pore molecular sieves are used in other reactions, such as isopropylation of naphthalene27 and alkylation of toluene with long chain n-alkenes over HFAU and HBEA zeolites,28 selective skeletal isomerization of n-butenes on HFER,29 and selective hydroisomerization of long chain n-alkanes on PtHTON.30 The “hydrocarbon pool” mechanism can explain the initiation period observed in several reaction conditions on catalysts with severe shape selectivity, such as silicoaluminophosphates. The one more studied is SAPO34, which is used in industry because of its high selectivity and hydrothermal stability,31-34 although it undergoes rapid deactivation by coke.35-38 SAPO-18 (with a structure that is similar to that of SAPO-34) is an interesting alternative to SAPO-34 for the MTO process, due to its easier and more economical preparation (it requires less template and this template is less expensive), and its lower density of strong acid sites contributes to a slower deactivation by coke deposition.39,40 It is noteworthy that when SAPO-18 is used under certain reaction conditions, there is an initiation period prior to the production of olefins, the duration of which depends on reaction conditions (concentration of methanol in the feed and temperature).41 In this paper, the evolution with time on stream of the mass of the compounds deposited on the SAPO-18 catalyst has been studied with the aim of experimentally supporting the “hydrocarbon pool” theory, by obtaining experimental evidence of the relationship between the generation of intermediates trapped in the catalyst and olefin formation. The study will also allow for delimiting the periods of initiation, maximum activity of the catalyst, and deactivation, by relating these steps to intermediate compound formation and to the dependence of this intermediate compound on reaction conditions.

The catalyst is made up of SAPO-18 as active phase (25 wt %), which is agglomerated by wet extrusion with a binder (bentonite) (45 wt %) and an inert charge (inert alumina) (30 wt %). SAPO-18 has been synthesized following the method of Chen et al.42 The agglomeration of the catalyst provides, first, high mechanical resistance to attrition, which is necessary for its use at commercial level in a fluidized bed reactor. Furthermore, in the end catalyst, the SAPO-18 particles (with micropores similar to those of SAPO-34) are embedded within a mesoporous structure (corresponding to the bentonite and to the alumina) which ensures a better access and circulation of the reaction components and better heat dissipation, either in the reaction step or in the regeneration of coke with air, given that both are highly exothermal. The physical properties of the catalysts, determined by adsorption-desorption of N2 and Hg porosymmetry are as follows: BET surface area, 171 m2 g-1; macropore volume, 0.15 cm3 g-1; mesopore volume, 0.24 cm3 g-1; micropore volume, 0.13 cm3 g-1. The distribution of pore volume is dp < 20 Å, 25%; 20 Å < dp < 500 Å, 46%; 500 Å < dp, 29%. From the thermogravimetric measurement of NH3 adsorption at 150 °C, a total acidity of 0.13 (mmol of NH3) (g of catalyst)-1 has been determined. By combining the thermogravimetric and the calorimetric measurements, a uniform acid strength has been obtained, with mainly sites of 140-150 kJ (mol of NH3)-1 adsorption heat. The results of NH3 TPD show two peaks: the one corresponding to low strength, at 243 °C, which is weakly defined, and that corresponding to high strength, at 331 °C, which is very pronounced. Consequently, the sites are moderately acid and are distributed with a density lower than that of SAPO-34.40 The runs of injection of methanol (or methanol and water) pulses have been carried out in an Autochem II (Micromeritics) adsorption-desorption device connected on-line (by means of a thermostated line) to a mass spectrometer (Balzers Instruments). The runs with a continuous feed have been carried out in a TG-DSC 111 (Setaram) thermo-calorimetric device connected on-line to a mass spectrometer (Balzers Instruments). Two series of experiments have been carried out, the first one by feeding pure methanol (5 µL min-1) and the second one by feeding 3.2 µL min-1 of a mixture of methanol and water (50 wt %). In both series of experiments, the feed is diluted with an inert gas stream (He) (30 cm3 min-1). It should be pointed out that the runs have been carried out with low values of partial pressure of methanol in the feed, as it has been proven (in kinetic runs performed in fixed and fluidized bed reactors) that the concentration of methanol has a major influence on the rate of coke deposition.39 For these low methanol concentrations (0.06 atm in the experiments in which water is not fed, and 0.02 atm in the runs with water in the feed) the catalyst is active for enough time to obtain rigorous results throughout reaction and analysis, given that these results are not affected by inertia in the responses. The experiments in fluidized bed reactor have been carried out in automated equipment for reaction and on-line product analysis.39,41 The reactor is a vertical cylinder of S-316 stainless steel of 20-mm internal diameter and a total length of 465 mm, which is located within a ceramic chamber heated by an electric resistance. It is provided with a porous plate for supporting

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Figure 4. Evolution of the signals registered in the mass spectrometer for the injection of a pulse of methanol on the SAPO18 catalyst at 350 °C.

Figure 3. Evolution with time on stream of oxygenate conversion for different reaction conditions. Graph a: water/methanol mass ratio in the feed ) 1, W/FMo ) 0.174 (g of catalyst) h (g of methanol)-1 and different temperatures. Graph b: 350 °C, W/FMo ) 0.33 (g of catalyst) h (g of methanol)-1 and different water contents in the feed.

the catalyst bed, which is placed at 285 mm from the bottom. The on-line analysis of the reaction products is carried out by means of a Varian Star 3400 CX gas chromatograph provided with a flame ionization detector (FID). A capillary column (PONA cross-linked methyl silicone, 50 m × 0.2 mm × 0.5 µm) has been used with a flowrate for the carrier gas (He) of 1 cm × min-1. 3. Results 3.1. Initiation Period. Figure 3 shows the results of evolution with time on stream of oxygenates (methanol and DME) conversion. The experiments have been carried out in an isothermal fluidized bed reactor39 under conditions corresponding to different duration of the initiation step. The results of Figure 3a correspond to conditions of high water content in the reaction medium, for which the rate of methanol transformation is slow. It can be seen that, at low temperatures (325 and 350 °C), there is a long period of initiation after which light olefin (C2-C4) formation begins. This formation increases with time on stream and subsequently decreases due to catalyst deactivation by coke. This deactivation occurs, initially, as a consequence of active site blockage and, subsequently and more rapidly, as a consequence of pore blockage, as has already been observed for the SAPO-34 catalyst (with a structure that is similar to that of SAPO-18).38 In Figure 3b, which corresponds to runs at 350 °C with different water content in the feed, it is observed

that this variable has a major effect on the initiation period. Thus, the duration of the initiation period for the feed of pure methanol is negligible and the maximum concentration of products is obtained in the first chromatographic analysis. As water content in the feed is increased, the duration of the initiation period increases, and the maximum concentration of olefins formed decreases, which is evidence that the presence of water in the reaction medium attenuates the olefin formation rate. Furthermore, it is also observed in Figure 3b that catalyst deactivation attenuates as methanol dilution with water is increased. Consequently, it is evident that water content in the medium is a variable for optimizing the MTO process. It should be pointed out that in the results of Figure 3a and b, the deactivation of the catalysts leads to a rapid decrease in the concentration of olefins in the product stream, due to the fact that, under the reaction conditions studied, space-time is relatively low and the reaction is far from the total conversion of oxygenates. 3.2. Adsorption of the Reaction Components. Figure 4 shows the mass spectrometer signals corresponding to the product stream obtained by injection of methanol pulses into the adsorption-desorption equipment, which has been used as a reactor. The experimental conditions used are the following: temperature, 350 °C; mass of catalyst, 30 mg; flowrate of He, 20 cm3 min-1; size of each pulse, 1 cm3 of He saturated with methanol at 40 °C. This volume in the feed is prepared by bubbling a He stream through a chamber containing methanol at 40 °C, and the outlet stream is collected in a 1-cm3 loop. The results corresponding to one pulse are shown as an example, given that the results obtained in the successive pulses are reproducible. It is observed that ethene, propene, and DME are rapidly detected in the outlet product stream, without any apparent retention by adsorption. Methanol is slightly delayed with respect to DME and olefins, whereas water does remain temporally retained in the catalyst. These results are repeatedly obtained in the 300-450 °C range with different methanol concentrations in the feed and they rule out the possibility that the initiation period (absence of products in the product stream at the initial instants of the reaction under certain experimental conditions) is due to the adsorption of olefins in the catalyst. 3.3. Evolution with Time on Stream of Intermediates and Products. In Figures 5 (at 300 °C) and 6

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Figure 5. Heat flow and mass change (graph a) and MS signals corresponding to the reaction products (graph b) for the continuous feed of methanol upon SAPO-18 catalyst at 300 °C.

Figure 6. Heat flow and mass change (graph a) and MS signals corresponding to the reaction products (graph b) for the continuous feed of methanol upon SAPO-18 catalyst at 400 °C.

(at 400 °C), the thermogravimetric and calorimetric measurements (upper graphs) and the signals of products registered in the mass spectrometer (lower graphs) are shown as an example of the results obtained in the experiments carried out by continuously feeding methanol. The results of both figures correspond to the feed of methanol diluted with He with a partial pressure of methanol of 0.06 atm. The mass of catalyst in both runs is 30 mg. The comparison of both figures allows analysis of the important effect of temperature upon the duration of the initiation period. In Figure 5a, corresponding to 300 °C, it is shown that there is an initial sharp increase in the mass (up to 0.45%) as a consequence of the adsorption of methanol on the catalyst. In Figure 5b it can be observed that methanol dehydrates almost instantaneously, producing DME and water. This dehydration is highly exothermal and generates a sharp peak in the heat flow in Figure 5a. Dehydration of methanol to DME is very fast and, consequently, the exothermal peak is the result of the overall heat balance of the heat released by dehydration (exothermal) and the adsorption heats of the methanol fed and the water formed (endothermal processes). Nevertheless, the amount of olefins formed initially is negligible. As time on stream is increased, a continuous increase in the mass deposited on the catalyst is observed and, at the same time, heat flow (Figure 5a) also increases. Likewise, a decrease in the amount of DME in the reaction medium, together with a significant increase in the amount of olefins, is observed in Figure 5b.

The increase in the heat flow associated with the increase in the mass deposited on the catalyst and with olefin formation indicates the existence of an autocatalytic step or reaction ignition, which is due to the formation of an intermediate compound deposited on the catalyst that accelerates the conversion to olefins. This situation takes place between 800 and 2200 s approximately and, during this period, the TG curve slope increases (Figure 5a) and olefin production increases simultaneously (Figure 5b). When the injection of methanol is stopped (from the dashed line of Figure 5 onward), the signals of the reaction products rapidly decrease, with the exception of water, which remains adsorbed during a period of time considerably longer than the remaining products. Likewise, a decrease in the TG signal is observed, corresponding to the desorption of methanol physisorbed at the corresponding temperature, but a considerable amount of mass remains on the catalyst, which may be attributed to the “hydrocarbon pool” that has served as active site for olefin formation. A fraction of this retained mass may be coke that deactivates the catalyst and, although its content is presumably low under the experimental conditions used (low reactant partial pressure), it is responsible for both the heat flow and the amount of olefins formed to reach a maximum value instead of increasing simultaneously with the formation of active intermediate compounds. In Figure 6, corresponding to 400 °C, the initiation period is almost negligible, and in Figure 6b production of olefins is observed from the time methanol is injected. In Figure 6a it can be observed that the amount of

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initially adsorbed methanol is less than that corresponding to 300 °C (Figure 5a) and yet there is a high heat flow corresponding to methanol dehydration and to olefin formation from the time methanol is injected. This heat flow remains high as the reaction proceeds, although it decreases slightly as a consequence of catalyst deactivation. This deactivation is very low and it does not lead to a noticeable decrease in the formation of olefins, due to the low value of partial pressure of methanol in the feed (0.06 atm). The interpretation of the results of Figures 5 and 6 according to the “hydrocarbon pool” mechanism implies that the initiation period corresponds to the step of formation of intermediates that are active for the formation of olefins (intermediates such as methybenzenes,10,11,14 methylnaphthenes,13 and cyclopentenyl cations8,12,16). Simultaneously to the formation of intermediates, there is a degradation step (with a lower rate than the initiation step) of these intermediates to aromatic compounds that are inactive for olefin formation, which are the components of the coke that deactivate the catalyst. The evolution of these coke components with time on stream occurs, consequently, by means of the well-documented mechanism of dehydrogenation and condensation of aromatics.43 This interpretation of the results leads to the fact that the time on stream of maximum olefin production is that corresponding to the state of the catalyst in which the amount of active intermediate compounds is maximum. Once this period of maximum activity has elapsed, the rate of inactivation of intermediates is higher than their generation and, consequently, the deactivation of the catalyst will be evident, which is clearly revealed by the decrease in the production of olefins with time on stream. The intermediate step of olefin formation corresponds to a situation in which the rate of generation of new intermediates is similar to the rate of their inactivation. The duration of this period, and also the periods of initiation and deactivation, depends on reaction conditions. The aforementioned results of formation with time on stream of intermediate compounds and products agree with those obtained by Schulz et al.2 and Schulz and Wei,3 although the study of these authors also corresponds to the formation of heavier molecular weight products on the HZSM-5 zeolite at lower temperature, so that the initiation period is slower. 3.4. Effect of Temperature and of Dilution of Methanol with Water in the Feed. These parameters affect, first, the adsorption of methanol and, subsequently, the evolution with time on stream of the periods of initiation, reaction, and deactivation. Figure 7 shows the evolution of the mass deposited on the catalysts for low values of time on stream (up to 600 s). The increase in the mass observed at low temperatures corresponds only to the methanol adsorbed, whereas above 350 °C the generation of active intermediates also contributes to the increase in mass (as is evident in Figure 6, at 400 °C). For these low values of time on stream, a lower increase in mass is registered as temperature is increased, as a consequence of the prevailing effect of temperature over the attenuation of methanol adsorption on the catalyst. The similarity between the results at 400 and 450 °C seems to indicate that, at 450 °C the higher initial rate of generation of trapped active intermediates (or of coke generation from these) compensates the lower adsorption of methanol.

Figure 7. Evolution for low values of time on stream of the mass retained in the catalyst in experiments with continuous feed of methanol at different temperatures.

Figure 8. Evolution with time on stream of the mass retained in the catalyst (graph a) and of the MS signals of the reaction products (graph b) in experiments with continuous feed of methanol at different temperatures. The vertical dashed lines in graph b delimit the time when methanol was stopped.

In Figure 8a, the results of TG in Figure 7 are continued up to 7000 s. This result shows that temperature has a relatively small influence on the evolution of the amount of intermediates trapped in the catalyst. Nevertheless, as temperature is increased, the intermediates are more active for olefin formation, as is observed in Figure 8b, in which the evolution of olefins with time on stream is shown.

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is in agreement with these results and can be explained because inhibition in the evolution of coke precursors due to water is more important than inhibition in the formation of intermediates and in the mechanism of olefin generation from them. 4. Conclusions

Figure 9. Effect of co-feeding water with methanol in the evolution with time on stream of the mass deposited on the catalyst in experiments with continuous feed of methanol at different temperatures. Thick lines: feed of pure methanol. Thin lines: feed of methanol diluted with 50 wt % water.

The experiments corresponding to Figure 8a and b have been carried out by stopping the methanol feed when the results of olefin formation required for determining temperature effect have been obtained. Consequently, they are runs of different duration and a dashed line in Figure 8b shows the time when methanol feed was stopped. As mentioned above, a low value of methanol concentration in the feed (partial pressure of 0.06 atm) contributes to attenuating deactivation, and, consequently, olefin formation is constant for a long time, which is observed in Figure 8b at 450 °C. However, deactivation begins to be slightly noticeable at 450 °C, and when time on stream is longer than 30 min, olefin production proceeds to decrease. Given that the runs at lower temperatures have been stopped, these effects are not observed in this figure at low temperatures. In the MTO process and in other reactions of oxygenate transformation on SAPO-34 and HZSM-5 zeolite, the rapid deactivation by coke is attenuated by feeding methanol with water.38,44-51 Water in the reaction medium competes with the components of the mechanism of the main reaction and with coke precursors in the adsorption process on the acid sites of the catalyst.51 Consequently, simultaneously to coke deposition, all the steps of the kinetic scheme of the MTO process are attenuated by water. This effect must be considered in the kinetic modeling, which renders it complex because part of the water in the reaction medium is a reaction product.49-51 In Figure 9, the results of the evolution with time on stream of the TG of the catalyst are compared when pure methanol (thick lines) and methanol with water at 50 wt % (thin lines) are fed at different temperatures. These results are solid experimental proof of the importance of water content in the reaction medium. It is observed that the increase in water concentration gives way, initially, to a noticeable decrease in the amount of methanol adsorbed. Subsequently, the amount of intermediates deposited on the catalyst is much lower in the experiments carried out by feeding methanol with water. This delay in the formation of intermediates has a delaying effect on the MTO process and a reduction in olefin production that must be offset by an increase in space time. The smaller coke deactivation that is observed when water is fed with methanol (Figure 3b)

Monitoring of the evolution with time on stream of the mass change of the catalyst (SAPO-18), of the heat released, and of light olefin formation shows that there is a continuous increase of compounds deposited on the catalyst which, according to the “hydrocarbon pool” mechanism, are the intermediates in olefin formation. The continuous evolution of these intermediates with time on stream and the relationship of this evolution with the formation of olefins suggest that the formation of these intermediates is continuous, as is their degradation toward inactive compounds that remain trapped in the porous structure of SAPO-18, which make up the coke that deactivates the catalyst. The evolution of the intermediates deposited on the catalyst starts with the adsorption of methanol on the catalyst and successively follows the steps of initiation (formation of active intermediate compounds), of maximum formation of olefins, and of deactivation (which is revealed by the decrease in olefin production). The duration of these three steps is highly conditioned by reaction conditions and the effect of feeding methanol with water plays an essential role, given that it considerably reduces the catalyst capacity for methanol adsorption, selectively attenuates the step of deactivation (probably by attenuating the degradation to coke of adsorbed reactive intermediates), and significantly affects olefin formation. The effect of reaction conditions on intermediate compounds deposition follows the same trend as in the experiments carried out in an isothermal fluidized bed reactor, as well as that observed in the spectroscopic results, and is in agreement with the hypothesis of the “hydrocarbon pool” mechanism described in the literature for the MTO process. Acknowledgment This work was carried out with the financial support of the University of the Basque Country (Project 9/UPV 00069.310-13607/2001), the Ministry of Science and Technology of the Spanish Government (Project PPQ2001-0046), and a researchers training grant (for A. Alonso) from the Basque Government. Literature Cited (1) Sto¨cker, M. Methanol-to-Hydrocarbons: Catalytic Materials and Their Behavior. Microporous Mesoporous Mater. 1999, 29, 3. (2) Schulz, H.; Lau, K.; Claeys, M. Kinetic Regimes of Zeolite Deactivation and Reanimaion. Appl. Catal., A 1995, 132, 29. (3) Schulz, H.; Wei, M. Deactivation and Thermal Regeneration of Zeolite HZSM-5 for Methanol Conversion at Low Temperature (260-290 °C). Microporous Mesoporous Mater. 1999, 29, 205. (4) Kolboe, S. Methanol Reactions on ZSM-5 and other Zeolite Catalysts- Autocatalysis and Reaction-Mechanism. Acta Chem. Scand. Ser. A 1986, 40, 711. (5) Dahl, I. M.; Kolboe, S. On the Reaction-Mechanism for Hydrocarbon Formation from Methanol over SAPO-34. 1. Isotopic Labeling Studies of the Co-Reaction of Ethylene and Methanol. J. Catal. 1994, 149, 458. (6) Dahl, I. M.; Kolboe, S. On the Reaction-Mechanism for Hydrocarbon Formation from Methanol over SAPO-34. 2. Isotopic Labeling Studies of the Co-Reaction of Propene and Methanol. J. Catal. 1996, 161, 304.

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Received for review December 17, 2004 Revised manuscript received May 12, 2005 Accepted May 12, 2005 IE040291A