Thermal Stability of Perovskite-Based Monolithic Reactors in the

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Ind. Eng. Chem. Res. 2001, 40, 80-85

Thermal Stability of Perovskite-Based Monolithic Reactors in the Catalytic Combustion of Methane Stefano Cimino,† Raffaele Pirone,*,‡ and Gennaro Russo‡ Dipartimento di Ingegneria Chimica, Universita` degli Studi di Napoli “Federico II”, P. le Tecchio 80, 80125 Napoli, Italy, and Istituto Ricerche sulla Combustione, CNR, P. le Tecchio 80, 80125 Napoli, Italy

Perovskite-based monolithic reactors have been studied for methane catalytic combustion. Monoliths have been prepared by washcoating cordierite honeycomb substrates with lanthanumstabilized γ-Al2O3, on which LaMnO3 is dispersed. Scanning electron microscopy analysis showed a homogeneous distribution of LaMnO3 on the washcoat, which, after repeated aging cycles at 1100 °C, is still well anchored to cordierite. The catalytic activity in methane combustion is very promising, even higher than that measured on the corresponding catalyst powders with the same chemical composition. Isothermal catalytic activity measurements reveal that the first aging cycle slightly reduces the activity of fresh catalyst, while further repeated aging treatments do not deactivate the monolithic reactor. In autothermal conditions, the monolithic catalyst is able to ignite a mixture of CH4 (3% vol) and O2 (10%) at an inlet gas temperature of about 500 °C, giving complete methane conversion and negligible CO and NOx emissions. Moreover, 50 h of operation under ignited conditions causes only minor deactivation of the catalyst. Introduction Catalytic combustion is a very attractive way to produce environmentally clean energy, allowing one to efficiently burn gaseous fuels in concentrations outside flammability limits, at temperatures lower than those in flame combustion, and without undesired byproducts, such as UHC, CO, NOx, and particulate.1-5 A lot of effort has been devoted to the study of potential applications of catalytic combustion of methane for energetic purposes, ranging from lean premixed combustion in adiabatic systems (catalytic combustors for gas turbines) to diffusive combustion in nonadiabatic conditions (catalytic heaters). Less attention has been given to the study of premixed combustion processes in nonadiabatic conditions, such as gas radiant burners in domestic or industrial applications. However, premixed porous burners represent an interesting alternative to conventional diffusion burners, because they can supply higher thermal powers with better thermal efficiency, size reduction of the combustion chamber, lower thermal NOx emissions, and uniformity of energy production, even with very large radiant surfaces. To improve the performances of these facilities, in terms of both operation stability and emissions control, in particular at low thermal loading, a very interesting study of highly active catalytic systems able to increase the combustion rate in the porous mean results. A possible specific configuration for these kinds of applications is the honeycomb-type monolithic structure, which represents the main choice, if not the unavoidable one, in many fields of catalytic combustion for its outstanding characteristics of very low pressure drop at elevated mass throughputs, high geometrical area, and mechanical strength.6,7 Perovskite-type mixed oxides have attracted great attention for combustion applications as alternatives to * To whom correspondence should be addressed. E-mail: [email protected]. Fax: +39 0815936936. † Universita ` degli Studi di Napoli “Federico II”. ‡ Istituto Ricerche sulla Combustione, CNR.

the very active noble metal based catalysts.2,8-10 Indeed, such materials offer potentially better features in terms of elevated chemical and thermal stability (up to 1100 °C) and, mainly, lower cost accompanied by a good specific activity at moderate temperature.8-17 Development of perovskite-based structured catalysts appears to be a very promising strategy to cope with all of those applications of catalytic combustion which do not require extremely high activity at low temperatures but would benefit from a more heat-resistant and durable catalyst. The main and unsolved drawback with the use of bulk perovskite is their low porosity and strong tendency to sinter.8 To increase their surface area and mechanical strength, perovskites could be dispersed on a support.11-16 Alumina is the most widely used support but tends to lose its high surface area under severe operating conditions, typical of the combustion process.18,19 Moreover, De Collongue et al.12 showed that the catalytic activity of LaCrO3/Al2O3 powders decreased even more than what was expected only by the surface area loss, because of the formation of inactive mixed phases at high temperature.13,15,16 Despite a considerable number of published papers dealing with perovskites in the oxidation reactions, very few studies have focused attention on the preparation of perovskite-based monolithic catalysts, using commercial substrates13,19 or directly extruding active honeycomb-type structured systems.17 Regardless of different approaches used in these studies to disperse the active phase, none of the monolithic catalysts proposed has shown sufficient activity and/or thermal stability under operating conditions of interest for real applications. On the other hand, our preliminary results on a LaMnO3-based structured catalyst, constituted of a cordierite monolith coated with a La-stabilized γ-Al2O3 layer onto which the perovskite was uniformly dispersed with a deposition-precipitation (DP) method, showed that catalyst deactivation is strongly inhibited if com-

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pared to that observed on the corresponding powders with the same chemical composition.16 In this work, we have deeply studied the promising catalytic properties in methane combustion of such a monolithic catalyst based on alumina-supported LaMnO3. The stability and durability of catalytic performances have been analyzed by characterizing physical and chemical properties of monoliths before and after repeated aging cycles under reaction conditions. Moreover, monolith performances have been evaluated at atmospheric pressure under isothermal and autothermal conditions to obtain information respectively on the reaction kinetics and on the ignition behavior at relatively higher CH4 contents. Experimental Section Catalyst Preparation. Cordierite monoliths (Corning) with a cell density of 400 cpsi were cut to obtain samples with 25 channels/cross section. Monoliths were washcoated with alumina by repeated dipping in a slurry of finely grounded γ-Al2O3 powder, diluted nitric acid solution, and pseudobohemite20 (washcoat loading 25% of the total weight). La2O3 (5 wt %) was added to the washcoat by impregnation, followed by calcination at 800 °C for 3 h. The LaMnO3 active phase was added to the monolith using the novel DP method with urea, already reported in ref 16. Several cycles were needed to reach a target loading of 30 wt % of perovskite. After each cycle, the monolithic samples were calcined at 800 °C for 3 h. Physicochemical Characterization. Physicochemical characterization analyses were performed directly on the monolithic catalyst, opportunely sectioned when needed. The specific surface area (SSA) of the catalyst was evaluated by N2 adsorption at 77 K according to the Brunauer-Emmett-Teller (BET) method using a Carlo Erba 1900 sorptomatic apparatus. Scanning electron microscopy (SEM) analysis was performed using a Philips XL30 instrument equipped with an energy-dispersive analysis of X-rays (EDAX) detector for energy-dispersive spectrometry (EDS) microanalysis. Isothermal Catalytic Activity Measurements. Catalytic combustion experiments were carried out with a quartz downflow reactor electrically heated in a threecontrolled-zones tube furnace, which ensures an isothermal length of at least 30 cm. The external and central channels of the monolithic reactor were blocked at both ends with ceramic wool, leaving eight free channels on the cross section. The central channel was used to measure the monolith temperature with a sliding K-type thermocouple. The narrowing of the reactor section in pre- and postcatalytic zones limited the occurrence of homogeneous reactions. The gaseous flow rates were measured and regulated by Brooks 5850 mass flow controllers and mixed at atmospheric pressure. This reactor configuration coupled with very lean inlet mixtures (CH4, 0.4% vol) produced temperature gradients in the axial direction that were always negligible ((1.5 °C). The feed and product streams were continuously analyzed (after passing through dried CaCl2 trap) using an Hartmann & Braun Advance Optima apparatus equipped with five independent nondispersive infrared detectors for CH4 (high and low concentrations), CO2, CO, and NO. Autothermal Catalytic Activity Measurements. To limit as much as possible heat losses from the laboratory-scale reactor, the annular gap between the

quartz tube and the furnace walls was completely filled with ceramic wool. In this case the monolith reactor (length 4.6 cm) had 24 free channels on the cross section to improve the volume-to-surface ratio. The central channel was blocked for catalyst wall temperature measurement at three different locations (the inlet, middle, and outlet of the monolith) using K-type thermocouples (d ) 0.5 mm), two of which enter from the top and one from the bottom of the reactor. A fourth thermocouple was located 0.5 cm before the monolith entrance to measure the inlet gas temperature. The feed gas composition was 3% vol CH4, 10% vol O2 [beyond the minimum oxygen content (MOC) for safety reasons], and balance N2; gas hourly space velocities (GHSV) were varied from 22 000 up to 66 000 h-1 at standard conditions based on the monolith volume. Results and Discussion The monolith catalyst prepared exhibited a homogeneous distribution of the alumina washcoat onto the channels of the cordierite substrate. Figure 1a,b shows the results of SEM analysis carried out over the fresh catalyst. The thickness of the alumina layer is quite uniform, with a value of about 30-40 µm on the walls, which raises up to 70-80 µm in the corners. The washcoat layer appears to be made of γ-Al2O3 grains of 1-2 µm, joined together and anchored to the cordierite by a network of lateral ramifications, deriving from binder (pseudoboehmite) decomposition. EDS microanalysis performed at different positions on several sections of the monolith confirmed that the DP preparation method allows a good and uniform dispersion of active metal species (Mn and La) along the reactor and inside the washcoat layer. These evidences are confirmed by results of the BET SSA measurements, giving a value as high as 43 m2/g for the fresh monolith catalyst (referred to as the total weight of substrate + washcoat + perovskite). Table 1 shows that BET SSA of the washcoat + active phase deposited on the monolith reactor is higher (127 m2/g) than that of the corresponding alumina-supported powder catalyst with the same chemical composition (88 m2/ g) and produced with a similar method (labeled 3-Al8), whose properties were studied in a previous investigation.16 This feature could be related to the better dispersion of the active phase on the support, because of repeated cycles of deposition, which are necessary to obtain the target loading in the case of monolith reactors and avoid pore blocking. After prolonged aging cycles (Table 1) at temperatures as high as 1100 °C, the SSA of the washcoat + active phase deposited on the monolith was reduced to 30 m2/g. This value is still very high if compared to 4 m2/g measured for the corresponding powder catalyst aged 3 h at 1100 °C, suggesting that the highly homogeneous dispersion of the active phase realized on the monolith and the matrix structure of its alumina washcoat inhibit to some extent sintering phenomena and loss of surface area. Indeed, SEM analysis of aged monoliths (Figure 1c,d) shows a more homogeneous and compact structure of the washcoat layer, in which the original shape of alumina grains is almost lost, because of the increased amount of lateral bridging. Moreover, cordierite monolith channels became slightly deformed in some points but were still integers, while the washcoat layer was fractured as a consequence of high-temperature treatments and thermal shocks, because of different thermal expansion

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Figure 1. SEM images of fresh (a, total; b, washcoat structure) and aged (c, longitudinal channel section; d, washcoat structure) monolith catalyst. Table 1. Catalytic Performances in Methane Combustion of LaMnO3-Based Catalysts catalyst

treatment (h at °C)

3-Al-8 3-Al-11

3 at 800 in air 3 at 1100 in air

fresh aged I

3 at 800 in air +2 at 900 +2 at 1050 in reaction +3 at 1100 in reaction +3 at 1100 in reaction

aged II aged III

SSAa (m2/g)

T50 (°C)

88 4 127 (43)

30 (10)

Eact (kcal/mol)

CH4 reaction order (500 °C)

reaction rateb [mmol/(g‚h)]

Powders 532 690

18.2 37.4

0.77 0.65

2.75 0.04

Monolith 497 541

18.2 19.1

0.80

7.26 3.64

604

23.1

604

23.1

1.39 0.81

1.39

a Values of the surface area refer to the weight of washcoat + active phase and in parentheses to the total weight of the monolith. b At 500 °C, YCH4 ) 0.4%, YO2 ) 10%, and balance N2.

coefficients. Nevertheless, adhesion to cordierite walls is very strong, and monolith channels were still completely covered by the thin washcoat layer. Experimental tests of noncatalytic combustion of methane were carried out by feeding the reactant mixture to the empty quartz reactor or to a nude cordierite monolith, without a washcoat and active phase. Figure 2 shows that methane combustion is significantly enhanced by the presence of the isothermal solid surface, because complete methane conversion was attained at temperatures above 790 °C onto cordierite, 50 °C less than that in the empty quartz tube, even with a 4 times smaller contact time. Carbon monoxide is the main product of gas-phase oxidation; in both cases CO is the only product formed in the range of lower values of methane conversion (up to about 60% for cordierite

and about 30% in the empty reactor), while selectivity to CO2 becomes 100% only at higher temperatures (above 820 and 860 °C, respectively), when methane conversion is complete. The possible explanation of the observed phenomena is that the hot cordierite surface acts as a source for radicals, which are desorbed and complete the reaction in the gas phase to produce CO, which at higher temperature is oxidized to CO2. However, under the experimental conditions examined, contribution of the gas-phase reaction was negligible for all catalysts tested, as was further confirmed by the absence of any CO production in activity tests. Figure 3 reports the results of the isothermal measurements of catalytic activity of the LaMnO3-based monolith, in terms of conversion plots for fresh and aged samples. Monolith aging cycles (Table 1) were carried

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Figure 2. Methane conversion (2, 4) and yield to CO (9, 0) as functions of temperature over nude cordierite monolith (closed symbols) or empty reactor (open symbols). Feed: CH4 (0.4%), O2 (10% vol), and balance N2. Contact time (at 800 °C): 30 ms (nude cordierite); 118 ms (empty reactor).

out by feeding the reacting mixture to the catalyst kept at high temperature (900-1100 °C), i.e., in an oxidizing atmosphere containing steam, which enhances sintering phenomena on porous materials.18,19 Nevertheless, conversions over the monolith catalyst were always higher than those over corresponding powders with the same chemical composition, as was already reported for both fresh and aged samples.16 Values of T50 (temperature for 50% conversion) measured after each aging treatment (Table 1) show that the overall activity of the monolith decreased after the first two cycles and then remained constant, so that a further treatment at 1100 °C for 3 h did not modify the conversion plot. After 9 h of thermal treatment at temperatures as high as 1100 °C, the reaction rate referring to the unit mass of the catalyst (also reported in Table 1) was reduced by a factor of 4, corresponding to the measured reduction of SSA. However, the aged

monolith catalyst is still sensibly more active than nude cordierite (Figure 3) and than the corresponding powder aged at 1100 °C for 3 h (3-Al-11, Table 1), keeping also complete selectivity to CO2. The Arrhenius plots (Figure 3b) obtained from conversion data show the same value of apparent activation energy over fresh monolith and corresponding powder catalysts 3-Al-8 (18.2 kcal/mol), suggesting an unchanged chemical nature of the active sites. This value is slightly lower than those usually reported for bulk LaMnO3 perovskites (22-24 kcal/ mol),9,16,17 maybe because of the presence of some manganese oxide microclusters. After aging cycles, the calculated activation energy for the monolith sample increased gradually up to a constant value of 22.1 kcal/ mol (Table 1), indicating better crystallized perovskitic active sites, with no evidence of negative interactions with the alumina support. Stationary ignition curves were recorded starting from a fresh monolith sample, by varying stepwise the gas inlet temperature, and following both temperature profiles inside the reactor and product concentrations. As expected, conversion increased very steeply (Figure 4), jumping from 15 to 90% as a consequence of a 10 °C temperature increase, at 485 °C for the fresh catalyst, or at about 525 °C after repeated ignition-extinction cycles. CO production was extremely low in ignited conditions (always less than 6 ppm), with selectivity peaks around 1% for aged catalysts at temperatures just below complete light-off. The inlet ignition temperature was verified to be almost independent of the space velocity in the range of volumetric flow rates tested, as was expected for a kinetic-controlled process. Figure 5 reports monolith transient temperature profiles during light-off at fixed inlet gas temperature, as functions of time (Figure 5a) and axial position (Figure 5b). It clearly appears that ignition took place at the reactor outlet, where the temperature was raised first and the methane concentration was still relatively high. Once the reaction had ignited, a drastic increase in the methane conversion was observed with almost complete selectivity to CO2. Thereafter, the reaction front moved quickly backward, as shown by temperature profiles in the monolith (Figure 5b) shifting their

Figure 3. Conversion plots (a) and corresponding Arrhenius diagrams (b) for fresh (b) and aged (O, 2 h under reaction at 900 °C + 2 h at 1050 °C; 1, +3 h under reaction at 1100 °C; 4, +3 h under reaction at 1100 °C) monoliths and for a nude cordierite sample (2). Feed: CH4 (0.4%), O2 (10% vol), and balance N2. W/F ) 0.055 g‚s‚Ncm-3. Continuous lines represent fittings with parameters obtained from kinetic analysis.

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Figure 4. Stationary methane conversion (filled symbols) and carbon monoxide selectivity (open symbols) as a function of the reactant mixture inlet temperature on fresh (2, 4) and progressively aged (9, 0 and b, O, respectively) LaMnO3-based monolith catalyst (L ) 4.6 cm) in quasi-adiabatic reactor conditions. Feed: CH4 (3%), O2 (10% vol), and balance N2. GHSV ) 44 000 h-1.

Figure 5. (a) Catalyst temperature at three different axial positions (b, Ts1; 1, Ts2; 9, Ts3), methane conversion, and selectivity to carbon monoxide as functions of time. (b) Axial temperature profile inside the monolith at different run times. Inlet gas temperature: 525 °C. GHSV ) 44 000 h-1. Feed: CH4 (3% vol), O2 (10% vol), and balance N2. Tg, Ts1, Ts2, and Ts3 are located in the reactor as shown in the scheme reported in the upper side of Figure 5b.

maxima from the outlet to the inlet. At stationary conditions, methane was almost completely converted in the first part of the reactor, with the remaining part working as a heat exchanger. From Figure 5b, it can also be noticed that the temperature measured in the gas just upstream of the monolith increased by about 100 °C, because of radiative heat transfer from the hot catalyst surface (at ∼900 °C) toward the colder upper zone. Maximum catalyst temperatures were also limited to some extent by radial heat losses in the small laboratory-scale experimental rig, which cause a steeper temperature reduction, especially in the last part of the

Figure 6. Catalyst temperature at three different axial positions, methane conversion (2), and selectivity to carbon monoxide (O) as functions of time on stream. Inlet gas temperature: 580 °C. GHSV ) 72 000 h-1. Feed: CH4 (3% vol), O2 (10% vol), and balance N2.

reactor, with the adiabatic flame temperature of the reacting mixture used being 1215 °C. Nevertheless, our LaMnO3-based monolithic catalyst was able to sustain complete conversion of methane, basically through heterogeneous reactions, because the gas temperature in the first part of the reactor was still too low for significant homogeneous contributions. The absence of CO in postignited conditions can be regarded as a further confirmation of heterogeneous conversion of CH4, because carbon monoxide is one of the main products of gas-phase methane oxidation in this range of operating conditions (Figure 2). On the contrary, CO was significantly present over an extruded LaxCe1-xMnO3 monolith reactor prepared by Ciambelli et al.,17 probably because of the lower activity of the catalyst. Moreover, higher catalyst temperatures were measured at stationary conditions increasing the mass flow rate, indicating the presence of a process which is mainly mass-transfer-limited already at the entrance of the monolith. As shown in Figure 6, on the most aged catalyst (about 40 h in ignited conditions) during 9 h of operation with an inlet temperature of 580 °C, stable and almost complete conversion of methane (99.3%) was measured without detectable emissions of NOx and CO between 4 and 7 ppm. In this case, temperatures as high as 1000 °C were constantly held at the reactor inlet, indicating no appreciable catalyst deactivation for our LaMnO3based monolith. Such results are in contrast with those reported by Arai and Machida19 for La1-xSrxMO3 (M ) Mn, Co) perovskites directly deposited over cordierite monoliths and tested under similar operating conditions: indeed, they found a fast and sudden deactivation of perovskite catalysts, which became unable to sustain the reaction after only 20 min of operation. Conclusions The investigation carried out on the catalytic combustion of methane over a perovskite-based monolith reactor has shown that effective catalysts could be obtained by dispersing LaMnO3 active phase with the DP method on a washcoat of lanthanum-stabilized γ-Al2O3 anchored onto cordierite honeycomb monoliths. These catalysts show interesting properties of activity and thermal stability higher than the corresponding powder samples with the same chemical composition. Repeated aging

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treatments at temperatures as high as 1100 °C do not significantly alter the performances of the reactor, which, under autothermal conditions, is able to ignite lean CH4 mixtures at about 500 °C. Stable complete conversion is attained through heterogeneous reactions with a catalyst temperature of 1000 °C, without appreciable production of NOx and CO. Literature Cited (1) Ismagilov, Z. R.; Kerzhentsev, M. A. Catalytic Fuel CombustuionsA Way of Reducing Emissions of Nitrogen Oxides. Catal. Rev.EnDashEnDashsSci. Eng. 1990, 32, 51. (2) Zwinkels, M. F. M.; Jaras, S. G.; Menon, P. G.; Griffin, T. A. Catalytic Materials for High-Temperature Combustion. Catal. Rev.sSci. Eng. 1993, 35, 319. (3) Dalla Betta, R. A. Catalytic Combustion Gas Turbine Systems: The Preferred Technology For Low Emissions Electric Power Production and Co-generation. Catal. Today 1997, 35, 129. (4) Zwinkels, M. F. M.; Jaras, S. G.; Menon, P. G. Catalytic Fuel Combustion in Honeycomb Monolith Reactors. Structured Catalysts and Reactors; Cybulski, A., Moulijn, J., Eds.; Marcel Dekker: New York, 1998; p 149. (5) Johnsson, M. E.; Berg, M.; Kjellstrom, J.; Jaras, S. G. Catalytic Combustion of Gasified Biomass: Poisoning by Sulphur in the Feed. Appl. Catal. B 1999, 20, 319. (6) Cybulski, A.; Moulijn, J. A. Monoliths in Heterogeneous Catalysis. Catal. Rev.sSci. Eng. 1994, 36, 179. (7) Geus, J. W.; van Giezen, J. C. Monoliths in Catalytic Oxidation. Catal. Today 1999, 47, 169. (8) Tejuca, L. G.; Fierro, J. L. G.; Tascon, J. M. D. Structure and Reactivity of Perovskite-Type Oxides. Adv. Catal. 1989, 36, 237. (9) Arai, H.; Yamada, T.; Eguchi, K.; Seyama, T. Caalytic Combustion of Methane over Various Perovskite-Type Oxides. Appl. Catal. 1986, 26, 265. (10) McCarty, J. G.; Wise, H. Perovskite Catalysts for Methane Combustion. Catal. Today 1990, 8, 231. (11) Zhang, H. M.; Teraoka, Y.; Yamazoe, N. Preparation os Supported La1-xSrxMnO3 Catalysts by the Citrate Process. Appl. Catal. 1988, 41, 137.

(12) De Collongue, B.; Garbowski, E.; Primet, M. Catalytic Combustion of Methane over Bulk and Supported LaCrO3 Perovskites. J. Chem. Soc., Faraday Trans. 1991, 87, 2493. (13) Zwinkels, M. F. M.; Haussener, O.; Menon, P. G.; Jaras, S. G. Preparation and Characterisation of LaCrO3 and Cr2O3 Methane combustion Catalysts Supported on LaAl11O18- and Al2O3-Coated Ceramic Monoliths. Catal. Today 1999, 47, 73. (14) Marti, P. E.; Maciejewski, M.; Baiker, A. Methane Combustion over La1-xSrxMnO3+x Supported on MAl2O4 (M ) Mg, Ni and Co) spinels. Appl. Catal. B 1994, 4, 225. (15) Arnone, S.; Busca, G.; Lisi, L.; Milella, F.; Russo, G.; Turco, M. Catalytic Combustion of Methane over LaMnO3 Perovskite supported on La2O3-stabilised alumina: a Comparative Study with Mn3O4, Mn3O4-Al2O3 Spinel Oxides. Twenty-Seventh Symposium (International) on Combustion; The Combustion Institute: Boulder, CO, 1998; p 2293. (16) Cimino, S.; Pirone R.; Lisi, L.; Turco, M.; Russo, G. Methane Combustion on Perovskite-Based Structured Catalysts. Catal. Today 2000, 59, 19. (17) Ciambelli, P.; Palma, V.; Tikhov, S. F.; Sadykov, V. A.; Isupova, L. A.; Lisi, L. Catalytic activity of Powder and Monolith Perovskites in Methane Combustion. Catal. Today 1999, 47, 199. (18) Church, J. S.; Cant, N. W.; Trimm, D. L. Stabilisation of aluminas by rare earth and alkaline earth ions. Appl. Catal. A 1993, 101, 105. (19) Arai, H.; Machida, M. Thermal Stabilisaton of Catalyst Supports and their Application to High-Temperature Catalytic Combustion. Appl. Catal. A 1996, 138, 161. (20) Skoglundh, M.; Johansson, H.; Lowendhal, L.; Jansson, K.; Dhal, L.; Hirschauer, B. Cobalt-Promoted Palladium as a ThreeWay Catalyst. Appl. Catal. B 1996, 7, 299.

Received for review April 11, 2000 Revised manuscript received September 1, 2000 Accepted October 4, 2000 IE000392I