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t
(1 )
s
+ (1 )
s
v
s
= 0 (2.1)
where v
s
is the solid velocity, the formation porosity, and
s
the solid density. Here
we assume that all deformations of the solid matrix are caused by a rearrangement
of incompressible solid particles. Therefore, the solid density
s
is constant and Eq.
(2.1) is reduced to
t
(1 ) + (1 )v
s
= 0 (2.2)
Rearranging Eq. (2.2), yields:
(1 )
t
+v
s
(1 ) + (1 ) v
s
= 0 (2.3)
By introducing the volumetric strain
vol
,
vol
= u
s
(2.4)
where u
s
is the solid displacement, we can have
v
s
=
du
s
dt
=
d
vol
dt
(2.5)
With the denition of material derivatives
df
dt
=
f
t
+v
s
f (2.6)
2.1. COUPLED GEOMECHANICS AND MULTIPHASE FLOW 19
Eq. (2.2) can be nally written as
d(1 )
dt
+ (1 )
d
vol
dt
= 0 (2.7)
After some rearrangement, we can write
1
1
d(1 )
dt
=
d
vol
dt
(2.8)
Upon integration, the variation of porosity can be expressed as
= 1 (1
0
)e
vol
+
vol,0
(2.9)
where
0
is the initial porosity, and
vol,0
is the initial volumetric strain, which is
usually zero.
Fluid Phase
Petroleum reservoir uids contain thousands of chemical components with dierent
properties that can exist in up to three phases with complex phase behaviors. It is not
practical to describe the reservoir uids as functions of individual components. Engi-
neers normally consider the hydrocarbon system to be black-oil or compositional. The
selection is usually based on the volatility of the oil. If the oil and gas are described
by more than two pseudo-components, the system is considered to be compositional.
Otherwise, it is represented by whats called a black-oil model.
Lake (1989) showed the details of how to derive the governing equations of a
multiphase uid model. We will only briey outline the derivations of their equations.
Suppose that the reservoir uid consists of n
c
components in n
p
phases, and the
variables are dened as: intrinsic phase-averaged density
p
of phase p, intrinsic
density
cp
of component c in phase p, mass fraction A
cp
of component c in phase p,
interstitial velocity v
p
of phase p, interstitial velocity v
cp
of component c in phase p.
20 CHAPTER 2. MATHEMATICAL MODELS
The following relationships hold:
p
=
n
c
c=1
cp
(2.10)
A
cp
=
cp
p
(2.11)
v
p
=
1
p
n
c
c=1
cp
v
cp
=
n
c
c=1
A
cp
v
cp
(2.12)
With the above denitions, the mass balance equation for component c in phase p is
t
S
p
A
cp
p
+ (S
p
A
cp
p
v
cp
) = m
cp
(2.13)
where S
p
is the saturation of phase p and m
cp
is the gain of component c in phase p
through phase change.
The macroscopic diusive-dispersive velocity u
cp
is
u
cp
= v
cp
v
p
(2.14)
and the diusive-dispersive mass ux of component c in phase p is
J
cp
= S
p
cp
A
cp
u
cp
(2.15)
Substituting Eq. (2.14) and Eq. (2.15) in Eq. (2.13), we obtain
t
S
p
A
cp
p
+ (S
p
A
cp
p
v
p
) + J
cp
= m
cp
(2.16)
With the assumption of no chemical reactions, the total mass of component c is
constant, therefore
n
p
p=1
m
cp
= 0 (2.17)
2.1. COUPLED GEOMECHANICS AND MULTIPHASE FLOW 21
which leads to n
c
mass balance equations:
t
n
p
p=1
S
p
A
cp
p
+
n
p
p=1
(S
p
A
cp
p
v
p
) +
n
p
p=1
J
cp
= 0 (2.18)
where the diusive-dispersive mass ux term J
cp
is governed by Ficks law (Bear 1972)
J
cp
=
p
D
cp
A
cp
(2.19)
Eq. (2.18) is the standard formulation used in conventional reservoir simulation
models, in which the dispersion (J
cp
= 0) is often neglected. The only dierence in
the coupled system from this formulation is that the solid phase movement needs to
be considered. Considering the solid phase as the reference phase, we can rewrite the
phase velocity as
v
p
= v
s
+ v
ps
(2.20)
where v
ps
is the relative interstitial velocity of phase p with respect to the solid phase.
Expanding and reorganizing Eq. (2.18) with the substitution of Eq. (2.20), we
have
t
n
p
p=1
S
p
A
cp
p
+
n
p
p=1
(S
p
A
cp
p
v
ps
)
+v
s
n
p
p=1
(S
p
A
cp
p
) +
n
p
p=1
S
p
A
cp
p
[
t
+ (v
s
)] = 0 (2.21)
From Eq. (2.2), we can write
t
+ (v
s
) = v
s
(2.22)
22 CHAPTER 2. MATHEMATICAL MODELS
Then we can eliminate the time derivative of the porosity from Eq. (2.18) and obtain
t
n
p
p=1
S
p
A
cp
p
+
n
p
p=1
(S
p
A
cp
p
v
ps
)
+
n
p
p=1
S
p
A
cp
p
v
s
+ v
s
n
p
p=1
(S
p
A
cp
p
) = 0 (2.23)
where the last term v
s
n
p
p=1
(S
p
A
cp
p
) on the left-hand side is often neglected
because the deformation velocity v
s
is small. However, since the gradients of satura-
tion dependent terms might be large around a shock front, we will keep this term for
later investigation.
2.1.2 Linear Momentum Balance Equation of Fluid Phase
Darcys velocity of phase p can be represented as
v
ps
= S
p
v
ps
=
kk
rp
p
[p
p
+
p
g] (2.24)
where k is the permeability tensor of the porous media and
p
is the viscosity of the
phase p, k
rp
is the relative permeability of phase p, p
p
is the pressure of phase p, and
g is the gravity vector. We assume the movement of the solid is slow in this study,
therefore Darcys law is still valid without acceleration terms.
2.1.3 Force Balance Equation of Solid Phase
The set of equilibrium equations presented in this section are from the classical linear
elastostatics theory (Timoshenko & Goodier 1969). Summation on repeated indices
is implied. Let
ij
denote the Cartesian components of the symmetric stress tensor,
u
i
the displacement vector, and f
i
the prescribed body force per unit volume. The
strain tensor,
ij
, is equal to the symmetric part of the displacement gradients u
(i,j)
,
ij
= u
(i,j)
(2.25)
2.1. COUPLED GEOMECHANICS AND MULTIPHASE FLOW 23
where u
(i,j)
is dened to be
u
i,j
+u
j,i
2
. The equilibrium equation is
ij,j
+ f
i
= 0 (2.26)
Eq. (2.26) can also be written in invariant form as
+f = 0 (2.27)
The total stress is related to the eective stress
p
s
I (2.28)
where I is the identity tensor, and p
s
is the pore pressure, dened as
p
s
=
n
p
p=1
S
p
p
p
The eective stress is a measure of the concentrated forces transmitted from grain to
grain at the contact points, excluding the pore pressure. Substituting Eq. (2.28) into
Eq. (2.27), yields:
p
s
+f = 0 (2.29)
2.1.4 Denition of Solid Parameters
Before introducing solid-phase constitutive relationships, we will briey review the
denitions of Youngs modulus (E), Poissons ratio (), bulk modulus (K), and shear
modulus (G).
Youngs modulus is the constant ratio of stress and strain during elastic defor-
mation. It has the unit of stress.
24 CHAPTER 2. MATHEMATICAL MODELS
Poissons ratio is the ratio of transverse compressive strain to longitudinal ex-
tensional strain in the direction of stretching force. It is dimensionless.
Bulk modulus gives the change in pressure as the volume of a solid substance
changes, which is shown by
K = V
dp
dV
(2.30)
It has the unit of pressure.
Shear modulus is the ratio of shear stress to shear strain on the loading plane.
It is normally called rigidity, and it has the unit of pressure.
2.1.5 Solid Phase Constitutive Relationships
In solving the coupled model of the compaction system and reservoir uid ow, it is
very important to utilize a realistic representation of the stress-strain characteristics
for the porous medium. The choice of constitutive relationships will have a signicant
inuence on the numerical results. The eective solid stress is related to the solid
strain in general via a nonlinear constitutive equation (Chin et al. 1998),
= f
s
(
s
,
K) (2.31)
where
s
is the solid strain and
K denotes a set of history dependent tensorial quan-
tities. For a linear poroelastic solid media, the eective stresses are related to the
strains by the generalized form of Hookes law, shown as
ij
= c
ijkl
kl
(2.32)
2.1. COUPLED GEOMECHANICS AND MULTIPHASE FLOW 25
where the c
ijkl
are elastic coecients. The elastic coecients are assumed to satisfy
the following properties:
c
ijkl
= c
klij
(2.33)
c
ijkl
= c
jikl
(2.34)
c
ijkl
= c
ijlk
(2.35)
The symmetry properties of the elastic coecients lead to the symmetry of the stress
tensor. If the body in question is isotropic, then we have
c
ijkl
= (
ik
jl
+
il
jk
) +
ij
kl
(2.36)
where
ij
is the Dirac operator. Eq. (2.36) leads to the generalized form of Hookes
law for a linear isotropic poroelastic solid skeleton:
= I u + 2 (2.37)
where and are the elastic coecients of the material, or Lames constants. They
are related to the bulk modulus K and the shear modulus G by the relationship
(Timoshenko & Goodier 1969)
= K
2
3
G, G = (2.38)
The relationships between Lames constants and Youngs modulus E and Poissons
ratio are:
G =
E
2(1 + )
(2.39)
=
E
(1 + )(1 2)
(2.40)
Theoretically the range of Poissons ratio is between -1 and 1/2, but there are no
materials found having negative Poissons ratio.
26 CHAPTER 2. MATHEMATICAL MODELS
2.1.6 Summary of the Initial Boundary Value Problem
We now dene the problem domain.
s
is the domain of a deforming porous medium,
and
f
is the domain of multiphase uids.
s
usually contains
f
, so
s
f
.
s
is
the boundary of the deforming porous media domain and
f
is the boundary of the
multiphase uid domain. We summarize the governing equations for a fully coupled
system of compaction and multiphase uid models as follows.
Mass Balance Equations of Solid in
s
Solid particles are assumed to be incompressible, and the mass balance equation is
t
(1 ) + (1 )v
s
= 0 (2.41)
The variation of porosity is
= 1 (1
0
) exp[
vol
] (2.42)
with
v
s
=
vol
t
(2.43)
Mass Balance Equations of Multiphase Multicomponent Fluid in
f
The mass balance equations of n
c
components are
t
n
p
p=1
S
p
A
cp
p
+
n
p
p=1
(A
cp
p
v
ps
)
+
n
p
p=1
S
p
A
cp
p
v
s
+ v
s
n
p
p=1
(S
p
A
cp
p
) = 0 (2.44)
2.1. COUPLED GEOMECHANICS AND MULTIPHASE FLOW 27
Linear Momentum Balance Equation of Fluid in
f
The linear momentum balance equation for uid is Darcys law (Eq. 2.24)
v
ps
= S
p
v
ps
=
kk
rp
p
[p
p
+
p
g] (2.45)
Equilibrium Equations in
s
(
n
p
p=1
S
p
p
p
) +f = 0 (2.46)
The solid eective stress is related to the solid strain via a constitutive equation. The
linear elastic relationship can be expressed as
= I u + 2 (2.47)
One choice of primary variables can be the displacements u and phase 1 pressure
p, the saturations of other phases S
i
, i = 2...n
p
, and n
c
n
p
mass fractions A
ij
. The
calculation of the rest of the unknowns, such as (n
c
n
p
n
c
+ n
p
) A
ij
and n
p
1
pressures, is described in the reservoir simulation notes of Aziz & Settari (1979). The
main idea is to calculate the remaining mass fractions by equations of state and phase
equilibrium relationships, and the other pressures and saturations by using capillary
pressure relationship, phase constraints and saturation constraints.
Initial and Boundary Conditions
It is necessary to dene the initial conditions (ICs) and boundary conditions (BCs).
The initial conditions are:
u = u
0
in
s
p = p
0
in
f
S
i
= S
i0
, i = 2...n
p
in
f
28 CHAPTER 2. MATHEMATICAL MODELS
The boundary conditions are
u = u on
s1
n =
h on
s2
p = p on
f1
v
js
= 0 on
f2
where
s1
s2
=
s
,
f1
f2
=
f
, and the unit normal vector n = n
x
, n
y
, n
z
T
.
2.2 Theory of Consolidation for Single Phase Fluid
2.2.1 Summary of Equations
In a coupled system with only one single-component uid phase, note that S
p
= 1
and k
rp
= 1. Eq. (2.44) can be simplied as
f
t
+ (
f
v
f
) +
f
v
s
+ v
s
f
= 0 (2.48)
where the subscript f denotes the uid phase. We can dene the compressibility of
uid c
f
as
c
f
=
1
f
d
f
dp
(2.49)
or
d
f
= c
f
f
dp (2.50)
Substituting Eq. (2.50) into Eq. (2.48) and dividing both sides by
f
, we obtain
c
f
p
t
+ v
fs
+ v
s
+ c
f
v
fs
p + c
f
v
s
p = 0 (2.51)
2.2. THEORY OF CONSOLIDATION FOR SINGLE PHASE FLUID 29
For slightly compressible uids, c
f
p is usually very small (Verruijt 1995). If we
neglect the last two terms of on the left-hand side of Eq. (2.51), and substitute with
Eq. (2.45), we have
c
f
p
t
k
f
(p
f
g) + v
s
= 0 (2.52)
The substitution with Eq. (2.43) leads to
vol
t
= c
f
p
t
k
f
(p
f
g) (2.53)
Eq. (2.53) is called the storage equation (Verruijt 1995), and is one of the most
important equations in the theory of consolidation. It can be interpreted as balancing
the compression of the porous media by the compression of the pore uid and the
amount of uid expelled by uid ow. The force balance equation for the single phase
consolidation problem can be simplied as (see Eq. 2.46)
p +f = 0 (2.54)
2.2.2 One-Dimensional Consolidation
The system of equations for consolidation problems in a saturated poroelastic medium
consists of the storage equation (2.53), the force balance equation (2.54) and the
stress-strain relationship (2.37). For multi-dimensional consolidation problems, the
system of equations needs to be solved numerically. However, for one-dimensional
consolidation problems, only the deformation in the vertical direction needs to be
considered. Therefore the system of equations can be simplied signicantly. Under
certain circumstances, it is possible to obtain analytical solutions to one-dimensional
consolidation problems.
We now derive a modication of storage equation (2.53) for the one-dimensional
problem. Assume the problem direction is vertical, then the volume change occurs
30 CHAPTER 2. MATHEMATICAL MODELS
only due to vertical deformation, therefore
vol
=
zz
(2.55)
and
zz
is determined by the vertical eective stress:
zz
= c
r
zz
(2.56)
where c
r
is the compressibility of the solid and
c
r
=
1
+ 2
(2.57)
according to Eq. (2.37). Based on Terzaghis principle of eective stress, the vertical
eective stress is the summation of the total stress and the pore pressure,
zz
=
zz
+ p (2.58)
Combining Eq. (2.56) and (2.58), we have
vol
t
= c
r
zz
t
= c
r
(
zz
t
+
p
t
) (2.59)
Substituting Eq. (2.59) into Eq. (2.53) and neglecting the gravity eect, we obtain
(c
r
+ c
f
)
p
t
= c
r
zz
t
+
z
(
k
p
z
) (2.60)
Terzaghis Problem
Fig. 2.1 illustrates the conguration of Terzaghis problem (Terzaghi 1943). It is for a
layer of thickness 2h, with a load of constant magnitude q applied very suddenly onto
the formation at time t = 0. The upper and lower boundaries of the porous media
are fully drained, so that the reference pore pressure at the boundaries remains zero.
2.2. THEORY OF CONSOLIDATION FOR SINGLE PHASE FLUID 31
2h
x
z
q
Figure 2.1: Description of Terzaghis problem
Assuming the uid mobility k/ is constant, we can rewrite Eq. (2.60) as
(c
r
+ c
f
)
p
t
= c
r
zz
t
+
k
2
p
z
2
(2.61)
The rst term on the right-hand side of Eq. (2.61) represents the loading rate, which
is very large at the moment of loading, and is zero afterwards. The second term
on the right-hand side is negligible at the moment of loading. Assuming t 0,
integrating both sides of Eq. (2.61) over a short time interval, t, yields:
p =
c
r
c
r
+ c
f
zz
(2.62)
Thus, if at time t = 0 the vertical stress suddenly increases from 0 to
max
, the pore
uid pressure at t = 0
+
becomes
p
0
=
c
r
c
r
+ c
f
max
(2.63)
When the uid is practically incompressible (c
f
0), the coecient of the right hand
side of Eq. (2.63) approaches 1, indicating that the initial pore pressure is equal to
32 CHAPTER 2. MATHEMATICAL MODELS
the external load. Thus initially the uid carries all the load, due to the fact that no
uid has yet been drained out of the soil, so there is no deformation yet. After the
load has been applied, Eq. (2.61) reduces to
p
t
= c
v
2
p
z
2
(2.64)
where c
v
is the consolidation coecient, dened as
c
v
=
k
(c
r
+ c
f
)
(2.65)
The initial condition is
t = 0
+
: p = p
0
=
c
r
c
r
+ c
f
max
(2.66)
with the boundary conditions
z = 0 : p = 0 (2.67)
z = 2h : p = 0 (2.68)
The solution of this problem can be obtained by the separation of variables or the
Laplace transform method. The details can be found in Terzaghi (1943) and Verruijt
(1995). The nal solution is
p
p
0
=
4
j=1
_
(1)
j1
2j 1
cos
_
(2j 1)
2
(
h z
h
)
exp
_
(2j 1)
2
2
4
c
v
t
h
2
_
(2.69)
Fig. 2.2 shows Terzaghis solution graphically. At the initial time, the dimensionless
time parameter c
v
t/h
2
is small, the pores are almost undrained except for the two
ends, where the pore pressure in the middle of the layer equals p
0
. As time increases,
the stress relaxes and the pore pressure decreases. When c
v
t/h
2
equals 2, the pore
pressure is almost the same as the pore pressure at the boundaries.
2.3. EQUATIONS FOR W/O/S SYSTEM 33
0.0
0.2
0.4
0.6
0.8
1.0
1.2
1.4
1.6
1.8
2.0
z
/
h
0.0 0.2 0.4 0.6 0.8 1.0
p/p
0
2 1 0.5 0.2 0.1
0.05
0.02
0.01
c
v
t/h
2
=
Figure 2.2: Analytical solution of Terzaghis problem
2.3 Equations for Water-Oil-Solid System
Isothermal black-oil models have been widely used in reservoir simulation. Because
the focus of this study is on coupling and numerical methods, we consider the black-oil
model as both a practical model and one which is representative of more complicated
models. Here we study a water-oil system, which implies immiscible water and oil
phases, isothermal ow, and instantaneous thermodynamic equilibrium, as elaborated
in Aziz & Settari (1979). Under these assumptions, the mass balance equations (Eq.
2.44) becomes
t
S
w
w
+ (
w
v
ws
) + S
w
w
v
s
+v
s
(S
w
w
) = 0 (2.70)
t
S
o
o
+ (
o
v
os
) + S
w
o
v
s
+v
s
(S
o
o
) = 0 (2.71)
34 CHAPTER 2. MATHEMATICAL MODELS
and the force balance equation (Eq. 2.46) becomes
(p
o
S
w
P
c
) +f = 0 (2.72)
with
p
s
=
np
p=1
S
p
p
p
= S
o
p
o
+ S
w
p
w
= p
o
S
w
P
c
(2.73)
because we have P
c
= p
o
p
w
and S
w
+ S
o
= 1.
In reservoir simulation, uid sinks and sources are dened at standard conditions
(atmospheric conditions). Following the notation in Aziz (1997), we dene the for-
mation volume factor B
p
of phase p as V
p
/V
p,p
, where V
p
is the volume of phase p
at the reservoir conditions, V
c,p
is the volume of component c liberated from phase
p at standard conditions. In our case, there is only one component present in each
phase. Therefore, B
p
can be expressed in terms of densities, B
p
=
p
/
p
, and
p
is
the density of phase p at the standard condition, which is a constant for any specic
uid. Dividing Eq. (2.70) and (2.71) by
p
and dening b
p
= 1/B
p
=
p
/
p
, we have
t
(S
w
b
w
) + (b
w
v
ws
) + S
w
b
w
v
s
+v
s
(S
w
b
w
) = q
w
(2.74a)
t
(S
o
b
o
) + (b
o
v
os
) + S
o
b
o
v
s
+v
s
(S
o
b
o
) = q
o
(2.74b)
with the addition of source (sink) terms. The source term is dened as the ow rate
of phase p per unit reservoir volume at standard conditions. Using the denition of
material derivatives (Eq. 2.6), Eq. (2.74) becomes
d
dt
(S
w
b
w
) + (b
w
v
ws
) + S
w
b
w
v
s
= q
w
(2.75a)
d
dt
(S
o
b
o
) + (b
o
v
os
) + S
o
b
o
v
s
= q
o
(2.75b)
In order to clearly present the mathematical properties of the equations, such as
the parabolic and hyperbolic character of the equations, we will derive alternative
formulations for the governing equations in this section. The derivations are similar
2.3. EQUATIONS FOR W/O/S SYSTEM 35
to those in classical reservoir simulations texts (Aziz & Settari 1979, Peaceman 1977).
2.3.1 Pressure Equation - Parabolic Form
Applying the chain rules on Eq. (2.75), we have
b
w
dS
w
dt
+ S
w
db
w
dt
+ (b
w
v
ws
) + S
w
b
w
v
s
= q
w
(2.76a)
b
o
dS
o
dt
+ S
o
db
o
dt
+(b
o
v
os
) + S
o
b
o
v
s
= q
o
(2.76b)
If we divide both sides of Eq. (2.76) by b
w
and b
o
respectively, we obtain
dS
w
dt
+
S
w
b
w
db
w
dt
+
1
b
w
(b
w
v
ws
) + S
w
v
s
=
q
w
b
w
(2.77a)
dS
o
dt
+
S
o
b
o
db
o
dt
+
1
b
o
(b
o
v
os
) + S
o
v
s
=
q
o
b
o
(2.77b)
By denition, we have
c
p
=
1
p
d
p
dp
p
=
1
p
/
p
d(
p
/
p
)
dp
p
=
1
b
p
db
p
dp
p
(2.78)
therefore
db
p
b
p
= c
p
dp
p
(2.79)
Substitute Eq. (2.79) into Eq. (2.77), we obtain equations for S
p
and p
p
explicitly:
dS
w
dt
+ S
w
c
w
dp
w
dt
+
1
b
w
(b
w
v
ws
) + S
w
v
s
=
q
w
b
w
(2.80a)
dS
o
dt
+ S
o
c
o
dp
o
dt
+
1
b
o
(b
o
v
os
) + S
o
v
s
=
q
o
b
o
(2.80b)
36 CHAPTER 2. MATHEMATICAL MODELS
Then, combing Eq. (2.80a) and Eq. (2.80b) to eliminate time derivatives of S
w
and
S
o
, yields:
(S
w
c
w
dp
w
dt
+ S
o
c
o
dp
o
dt
) +
1
b
w
(b
w
v
ws
) +
1
b
o
(b
o
v
os
) + v
s
=
q
w
b
w
+
q
o
b
o
(2.81)
The primary variables for this system are S
w
and p
o
. The derivative of p
w
still contains
the derivative of S
w
, since p
w
= p
o
P
c
and the capillary pressure P
c
is a function of
S
w
: P
c
= P
c
(S
w
). Therefore Eq. (2.81) becomes
(S
w
c
w
+ S
o
c
o
)
dp
o
dt
S
w
c
w
P
c
(S
w
)
dS
w
dt
+ v
s
+
1
b
w
(b
w
v
ws
) +
1
b
o
(b
o
v
os
) =
q
w
b
w
+
q
o
b
o
(2.82)
Eq. (2.80b) can be written as
S
o
c
o
dp
o
dt
dS
w
dt
+
1
b
o
(b
o
v
os
) + S
o
v
s
=
q
o
b
o
(2.83)
Therefore, we can eliminate the derivative of S
w
from Eq. (2.82) using Eq. (2.83),
and obtain the pressure equation
(S
w
c
w
+ (1 )S
o
c
o
)
dp
o
dt
+
1
b
w
(b
w
v
ws
) +
1
b
o
(b
o
v
os
)
+(1 S
o
) v
s
=
q
w
b
w
+
(1 ) q
o
b
o
(2.84)
where
= S
w
c
w
P
c
(S
w
) (2.85)
Since water is normally almost incompressible, c
w
should be very small, indicating
that 1.
2.3. EQUATIONS FOR W/O/S SYSTEM 37
The assumption of small strain theory yields
dp
o
dt
=
p
o
t
+v
s
p
o
p
o
t
(2.86)
Therefore the pressure equation (Eq. 2.84) becomes
(S
w
c
w
+ (1 )S
o
c
o
)
p
o
t
+
1
b
w
(b
w
v
ws
) +
1
b
o
(b
o
v
os
)
+(1 S
o
) v
s
=
q
w
b
w
+
(1 ) q
o
b
o
(2.87)
It is convenient to dene the mobility of phase p as
p
= k
rp
/
p
, and
p
=
p
k. With
these denitions and Darcys law, Eq. (2.45), substituted in Eq. (2.87), we have
(S
w
c
w
+ (1 )S
o
c
o
)
p
o
t
+
1
b
w
(b
w
w
(p
w
+
w
g))
+
1
b
o
(b
o
o
(p
o
+
o
g)) + (1 S
o
) v
s
=
q
w
b
w
+
(1 ) q
o
b
o
(2.88)
We can observe that Eq. (2.88) has a similar form to the pressure equation identied
in Peaceman (1977) and Aziz & Settari (1979), except a new solid coupling term of
the form of (1 S
o
) v
s
. Because solid movement is very small compared with
uid movement, the eect of the solid coupling term should be small for most cases.
In general, Eq. (2.88) is of parabolic form.
Next, we will derive the saturation equation.
2.3.2 Saturation Equation - Hyperbolic Form
Darcys law (Eq. 2.45) for the water-oil system is
v
ws
=
w
k (p
w
+
w
g) (2.89a)
v
os
=
o
k (p
o
+
o
g) (2.89b)
38 CHAPTER 2. MATHEMATICAL MODELS
Subtracting
w
Eq. (2.89b) from
o
Eq. (2.89a), yields:
o
v
ws
w
v
os
=
w
o
k (P
c
+ (
w
o
)g) (2.90)
The total uid velocity is v
t
= v
ws
+v
os
, therefore Eq. (2.90) becomes
(
o
+
w
)v
ws
=
w
v
t
+
w
o
k (P
c
+ (
w
o
)g) (2.91)
v
ws
can be deduced from Eq. (2.91) as
v
ws
= f
w
[v
t
+
o
_
P
c
+ (
w
o
)g
_
] (2.92)
where
o
=
o
k, and the water fractional ow is dened as
f
w
=
w
o
+
w
(2.93)
Substituting Eq. (2.92) in Eq. (2.75a), we have
d
dt
(S
w
b
w
) +
_
b
w
f
w
[v
t
+
o
_
P
c
+ (
w
o
)g
_
]
_
+ S
w
b
w
v
s
= q
w
(2.94)
Applying the chain rules on Eq. (2.94), yields:
d
dt
(S
w
b
w
) + b
w
f
w
v
t
+v
t
(b
w
f
w
) + S
w
b
w
v
s
+ [b
w
f
w
_
P
c
+ (
w
o
)g
_
] = q
w
(2.95)
With gravity and capillary pressure being neglected, the saturation equation has a
hyperbolic form.
Eq. 2.72, 2.95 and 2.88 form a complete set of equations for water-oil-solid system.
Chapter 3
The Saddle Point Problem and
Numerical Stability
Stability, convergence and accuracy issues are not commonly discussed in engineering
literatures involving coupled approaches. In their early papers about consolidation
problems, Vermeer & Verruijt (1981) investigated the phenomenon of intensied pore
pressure oscillations when the time steps of the nite element method were reduced.
They derived a lower bound of time steps for consolidation problems with saturated
uids. Murad & Loula (1992) explained the real cause of the oscillating pore pressure.
They showed that the pore pressure oscillations arise from an unstable approximation
of the incompressibility constraint in the initial condition, but the oscillations decay in
time. Bevillon and Masson (Bevillon & Masson 2000) proposed a staggered splitting
coupling scheme, and proved its unconditional stability. However they did not address
the phenomenon of intensied pore pressure oscillations when the time steps of the
nite element method are reduced.
In this chapter, we start with an introduction of the saddle point problem, and
the stability condition attached to it. Then we will describe two types of saddle point
problems embedded in the system of coupled geomechanics and multiphase ow,
followed by a description of the possible pressure oscillations that could be observed
in simulations of large scale reservoir ow.
39
40 CHAPTER 3. SADDLE POINT PROBLEM AND NUMERICAL STABILITY
3.1 Description of Saddle-Point Problem
We start with the steady Stokes problem with Dirichlet conditions as an example to
describe the saddle point problem. The problem is to nd the velocity-pressure pair
(v, p) for a uid of viscosity satisfying
2
v +p = f (3.1a)
v = 0 (3.1b)
Dening the weighting functions for v and p as w and q respectively, where v, w
J and p, q Q, the variational statement (Problem (A)) is: Find the solution (v,
p) satisfying the prescribed homogeneous conditions, such that
w
T
vd
_
wpd =
_
w
T
f d (3.2)
_
q vd = 0 (3.3)
The variational problem can also be obtained directly from the stationary condition
for the energy form
L(v, p) =
1
2
a(v, v) + b(v, p) (v, f ) (3.4)
where
a(v, v) =
_
v
T
vd
b(v, p) =
_
p vd (v, f ) =
_
v
T
f d
Every solution (v, p) of Problem (A) must satisfy the saddle point property
L(v, q) L(v, p) L(w, p) (3.5)
The solution (v, p) denes a saddle point of the energy form. Its characteristics are
3.1. DESCRIPTION OF SADDLE-POINT PROBLEM 41
that a xed v and varying q Q, L(v, p) gives a local maximum; and a xed p and
varying w J, L(v, p) gives a local minimum.
With the velocity-pressure pair (v
h
, p
h
) in the nite dimensional subspace, the
discrete equations are of the form
_
A B
B
T
0
__
v
h
p
h
_
=
_
f
0
_
(3.6)
We can use a simple example to demonstrate why this is a saddle point problem.
Assume a scalar version of Eq. (3.6) with no source/sink terms
_
A B
B 0
__
x
y
_
=
_
0
0
_
(3.7)
The problem is to nd a stationary value of
_
x y
_
_
A B
B 0
__
x
y
_
(3.8)
or to nd the stationary point x, y for
L(x, y) = A(x +
B
A
y)
2
B
2
A
y
2
(3.9)
With a coordinate transformation
x = x +
B
A
y (3.10a)
y = y (3.10b)
Eq. (3.9) has the saddle form given by
L(x, y) = L( x, y) = A x
2
B
2
A
y
2
(3.11)
Fig. 3.1 shows the saddle prole for the function L( x, y) in Eq. (3.11) when A =
42 CHAPTER 3. SADDLE POINT PROBLEM AND NUMERICAL STABILITY
1, B = 1. It is shown in Fig. 3.1 that L( x, y) decreases with increasing [ y[ if x is
1
0.5
0
0.5
1
1
0.5
0
0.5
1
1
0.5
0
0.5
1
x
x
2
y
2
y
Figure 3.1: Saddle shape
xed, and L( x, y) increases with increasing [ x[ if y is xed.
In our development of stabilized numerical methods, we will try to convert the
saddle point problem to a parabolic problem in the discretized space. In this way, a
stationary point of its energy form can be obtained easily. The stabilized approach
will be introduced in the next chapter. Parabolic systems have the matrix form of
_
A B
B E
__
x
y
_
= 0 (3.12)
By similar arrangement as in Eq. (3.8), we have
L(x, y) = A(x +
B
A
y)
2
+ (E
B
2
A
)y
2
(3.13)
With the same transformation as Eq. (3.10), it is obvious that the system is parabolic
if A > 0 and E >
B
2
A
. Fig. 3.2 shows L( x, y) with A = 1, B = 1 and E = 2.
3.2. THE SADDLE POINT PROBLEM IN CONSOLIDATION 43
1
0.5
0
0.5
1
1
0.5
0
0.5
1
0
0.5
1
1.5
2
x
x
2
+ y
2
y
Figure 3.2: Parabolic shape
So far, we have studied the saddle point problem by analyzing its energy form.
The details on candidate elements with variable combinations of velocity and pressure
interpolations can be found in Section 4.3 of Hughes (1987) and Zienkiewicz et al.
(1986).
3.2 The Saddle Point Problem in Consolidation
Galerkin nite element solutions for consolidation problems often exhibit pressure os-
cillations, especially with equal orders of interpolation for displacement and pressure
(Murad & Loula 1992, Murad & Loula 1994). To achieve stability, dierent orders of
interpolation are often introduced, however the use of lower order pressure interpola-
tion will lead to the lowering of the solution accuracy. At t = 0, the elasticity problem
is incompressible, so the variational formulation must satisfy the B-B condition. Typ-
ically, this means the displacement interpolation must be one order higher than the
pressure interpolation (Hughes 1987, Zienkiewicz et al. 1986). Pressure oscillations
44 CHAPTER 3. SADDLE POINT PROBLEM AND NUMERICAL STABILITY
will also occur when the permeability is low.
The example problem discussed in Section 2.2.1 can be represented as follows:
c
f
p
t
+ v +
u
t
= q (3.14a)
1
v +p =
f
g (3.14b)
p =
r
g (3.14c)
with the boundary conditions given by
v n = 0 on (3.15a)
u = u on
u
(3.15b)
n = h on
h
(3.15c)
where = k/. There are two types of time-dependent saddle point problems
embedded in this system, which fall into the category of a mixed formulation. The
rst one is the pressure/displacement formulation in the consolidation problem at
initial time
u = 0 (3.16a)
p =
r
g (3.16b)
Eq. (3.16) is very similar to the incompressible Stokes problem (Eq. (3.1)). Instead
of velocity v in Eq. (3.1), we have displacement u in Eq. (3.16). The second saddle
point problem is the pressure/velocity formulation in the Darcy ow problem
v = 0 (3.17a)
1
v +p = g (3.17b)
The matrix form of the coupled system using pressure and displacement as primary
3.3. CONSOLIDATION WITH SLIGHTLY COMPRESSIBLE FLUID 45
variables is
_
K Q
Q
T
0
__
u
p
_
=
_
f
g
_
(3.18)
and the matrix form using pressure, displacement and velocity as primary variables
is
_
_
K 0 Q
0 N R
Q
T
R
T
0
_
_
_
_
u
v
p
_
_
=
_
_
f
l
g
_
_
(3.19)
Eq. (3.18) and (3.19) all have the saddle properties built in, as discussed in Section
3.1.
3.3 Consolidation Problem with Slightly Compress-
ible Fluid
3.3.1 Revisit Terzaghis Problem
For the discretization method in time, there is an interpolation factor (Aziz 1997).
When is equal to 1, it is called backward time interpolation, which is unconditionally
stable. However oscillations may be encountered at early time with respect to the
dimensionless time c
v
t/h
2
, as shown in Fig. 3.3 for = 1. The numerical errors decay
with time and the numerical solution converges to the exact solution at later time
(c
v
t/h
2
= 0.4). Vermeer & Verruijt (1981) derived a lower limit for the time step for
one-dimensional consolidation of a homogeneous elastic porous medium,
t
1
6
(h)
2
c
v
(3.20)
where c
v
is dened in Eq. (2.65) and h is the mesh size. In most numerical calcu-
lations, accuracy is usually increased with smaller time steps, whereas this is not the
46 CHAPTER 3. SADDLE POINT PROBLEM AND NUMERICAL STABILITY
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
z
/
h
p/p
0
c
v
t/h
2
= 0.0001
c
v
t/h
2
= 0.4
Numerical
Analytical
Figure 3.3: Pressure oscillations in Terzaghis problem
case if the lower bound condition is not satised for consolidation problems.
3.3.2 Reason for Instability
The stability and convergence analysis of nite element approximations of consoli-
dation equations are discussed by Murad & Loula (1992, 1994). They analyzed the
nature of the variational problem associated with Biots equations for dierent stages
of the consolidation process. The nature of the problem changes from a saddle-point
problem to a Poisson problem at later times. The numerical errors in the initial data
due to unstable approximations will be damped by the diusion term p. For
suciently large time steps, due to the exponential decay of errors, the inuence of
the initial data becomes small and optimal rates of convergence are achieved.
3.4. LARGE SCALE RESERVOIR PROBLEMS 47
3.4 Possible Pressure Oscillations in Large Scale
Reservoir Problems
For large scale reservoir problems, heterogeneity becomes a very important feature.
The permeability variations can be very large, and low permeability shales often exist.
If the uid is slightly compressible, and unstable numerical approximations are used,
the numerical errors obtained at early time will not be damped out in numerical
blocks with very low permeability. The pressure oscillations may exist for a long
duration, and might even be amplied, which can lead to the non-convergence of
Newton-Raphson solvers.
In summary, the possible causes of pressure oscillations are
1. reservoir blocks with low uid compressibility at initial time, or
2. reservoir blocks with low uid compressibility and low permeability.
48 CHAPTER 3. SADDLE POINT PROBLEM AND NUMERICAL STABILITY
Chapter 4
Finite Element Formulation
In this chapter, we will introduce the concept of stabilized nite element methods,
then present the design of such methods for the coupled geomechanics and uid
system being considered. In order to demonstrate the role of stabilization, we will
discuss the single phase consolidation problem in detail, and lay out the formulations
for multiphase problems. The framework of coupling geomechanics and two phase
ow will be described in the next chapters.
In our approach to solve coupled geomechanics and uid ow problems, we take
two stabilized approaches: The rst one is the stabilized pressure-displacement for-
mulation, and the second is the stabilized pressure-velocity-displacement formulation.
Both of these aim to treat the pressure oscillation problem mentioned in the previous
chapter, while the pressure-velocity-displacement formulation oers more accurate
uid velocities.
Before explaining the stabilized approaches in detail, we will rst review some
concepts in functional analysis and introduce the notation to be used (Hughes 1987).
Next, we will briey introduce stabilized methods in abstract notation, then state
the space-time approach with a discontinuous Galerkin method in time, which can
be incorporated with stabilized approaches while maintaining good stability in time.
49
50 CHAPTER 4. FINITE ELEMENT FORMULATION
4.1 Notations in Functional Analysis
4.1.1 Inner Products
The space of weighting function 1 is dened as a closed linear space. An inner product
dened on a linear space 1 is denoted by (, ). For example, for v, w 1,
(v, w) =
_
vwd (4.1)
where is the region of interest. An inner product has the following properties
(Hughes 1987):
1. Symmetry
(v, w) = (w, v) (4.2)
2. Bilinearity
(c
1
v
1
+ c
2
v
2
, w) = c
1
(v
1
, w) + c
2
(v
2
, w) (4.3)
(v, c
1
w
1
+ c
2
w
2
) = c
1
(v, w
1
) + c
2
(v, w
2
) (4.4)
where c
1
, c
2
are constants.
3. Positive-deniteness
(v, v) 0, and (v, v) = 0 if and only if v = 0 (4.5)
4.1.2 Bilinear Products
Bilinear product is a wider concept than inner product, because bilinear product may
not possess the properties of symmetry and positive-deniteness (Hughes 1987). For
example, a bilinear product is dened as b(w, ) =
_
L
0
w
,x
dx. For homogeneous
4.2. STABILIZED FINITE ELEMENT METHOD 51
boundary conditions, meaning w[
= (w
h
, f) (4.10)
where
denotes element interiors, and u
h
and w
h
are nite-dimensional approxi-
mations of u and w, respectively. L is a dierential operator, and examples for the
advective-diusive model are:
L = +L GLS (Hughes et al. 1989) (4.11)
L = +L
adv
SUPG (Brooks & Hughes 1982) (4.12)
L = L
with L
L L
source I I
rst-order a a
second-order -
The stabilizer of Eq. (4.13) can work on general boundary value problems with various
dierential operators. The algebraic operator should keep the units of the weighted
residual term consistent with those of the equation. In the past, the exact magnitude
of was determined by analysis of model problems. To understand the origins of
stabilized methods, Hughes et al. (1994) used a multiscale approach to derive .
4.3 Fully-Discrete Space-Time Approach
In the previous section, we briey described the concept of the stabilized nite ele-
ment method for boundary value problems. For initial boundary value problems, the
traditional way of solving the time-dependent problem is the semi-discrete method.
The idea is to freeze time and develop a spatial variational formulation preserving
derivatives of time. This will result in a system of ordinary dierential equations
(ODE). Then, these ODE can be solved in various ways, such as generalized trape-
zoidal family methods, multi-step methods, etc. (Hughes 1987). Instead of using
the semi-discrete method, we can apply a fully-discrete space-time approach (Hughes
& Hulbert 1988), which employs a discontinuous Galerkin approximation in time.
This methods ability to obtain rigorous stability and convergence was discussed by
Hughes & Hulbert (1988) in the context of elastodynamics. Due to the weakly en-
forced continuity at each time node, the whole space-time domain can be divided into
a few time slabs. Fig. 4.1 shows a domain [0, L]]0, T[. There are two values, t
+
n
and t
n
, at each time node t
n
. Each time slab is dened by [0, L] [t
+
n
, t
n+1
], where
0 = t
0
< t
1
< < t
n+1
= T. The space-time equations can be solved in each time
slab in a time-stepping fashion.
54 CHAPTER 4. FINITE ELEMENT FORMULATION
x
0
L
t
-
0
t
t
+
0
t
-
1
t
+
1
t
-
n
t
+
n
.
.
.
.
.
t
+
n+1
Figure 4.1: Discontinuous Galerkin in Time
An abstract initial-value problem for unknown u can be written as
L
t
u u
t
+Lu = f on ]0, T[ (4.14)
Dene the nite dimensional subspace 1
h
as a weighting function space that is contin-
uous in space, but discontinuous across time slabs. Introducing the weight function w
h
corresponding to u
h
, the discontinuous-Galerkin-in-time discretization can be stated
as: Find u
h
, such that for all w
h
1
h
,
_
t
n+1
t
n
_
w
h
t
u
h
d + a(w
h
, u
h
)
_
dt +
_
w
h
(t
n+1
)u
h
(t
n+1
)d
=
_
t
n+1
t
n
(w
h
, f)ddt +
_
w
h
(t
+
n
)u
h
(t
n
)d
(4.15)
and
u
h
(t
0
) u
h
(x, t
0
) = u
0
(x) x
The space-time approach gives rise to a fully-discrete equation system on each
time slab, where the stabilized approaches can be naturally applied. With the choice
of space-time interpolation, the time integrator, such as generalized trapezoidal family
4.4. STABILIZED PRESSURE-DISPLACEMENT FORMULATION 55
methods and multi-step methods, can be avoided. Therefore, the space-time method
will be the base for later development.
4.4 Stabilized Pressure-Displacement Formulation
for Compaction and Single Phase Problem
The pressure-displacement equation system, equivalent to Eq. 3.14, is as follows:
c
f
p
t
+
_
(p
f
g)
_
+
t
u = q (4.16)
p =
r
g (4.17)
The initial boundary value problem consists of nding u = u(x, t) and p = p(x, t)
satisfying Eq. (4.16) and (4.17), and the prescribed boundary and initial conditions,
which can be expressed as
p(x, t) = p(x) x
f1
(4.18)
p n = 0 x
f2
(4.19)
u(x, t) = u(x) x
s1
(4.20)
n =
h x
s2
(4.21)
u(x, t = 0) = u
0
(x) x (4.22)
p(x, t = 0) = p
0
(x) x (4.23)
Let
| = u H
1
, u[
s1
= u
J = w H
1
, w[
s1
= 0
T = p H
1
, p[
f1
= p
Q = q H
1
, q[
f1
= 0
56 CHAPTER 4. FINITE ELEMENT FORMULATION
Dene the weighting functions of u and p as w and q respectively, with u |, p T,
w J and q Q. Denote the space time domain as ]0, T[, and
as ]0, T[
and use p and u to represent the partial time derivative of p and u respectively. The
Eulerian-Lagrangian form in space-time is
(q , c
f
p
k
p +
f
g + u q)
+ (w,
p
r
g)
+
_
q , (c
f
p)
0
+ (c
f
p)
0
(q , u
0
+ u
0
) = 0
(4.24)
Before proceeding further, we need to clarify some notation. We should recall that
indices i, j, k take on values 1, ... , n
sd
, where n
sd
is the number of spatial dimensions.
As a convention and a simplication of writing, vector notation is normally used. The
eective stress and strain tensors are written in the vector form as
=
11
,
22
,
33
,
23
,
13
,
12
T
(4.25)
(u) = u
1,1
, u
2,2
, u
3,3
, u
2,3
+ u
3,2
, u
1,3
+ u
3,1
, u
1,2
+ u
2,1
T
(4.26)
(w) = w
1,1
, w
2,2
, w
3,3
, w
2,3
+ w
3,2
, w
1,3
+ w
3,1
, w
1,2
+ w
2,1
T
(4.27)
According to Eq. (2.32) and (2.36), the stress-strain relationship for a linear isotropic
poroelastic solid skeleton can be written as (Hughes 1987)
= D (4.28)
D =
_
_
+ 2 0 0 0
+ 2 0 0 0
+ 2 0 0 0
0 0
Symmetric 0
_
_
(4.29)
4.4. STABILIZED PRESSURE-DISPLACEMENT FORMULATION 57
Integrating (4.24) by parts yields
( q, c
f
p)
(q,
c
f
p)
( q, u)
+ (q,
k
p)
(q,
f
g)
(q, q)
_
(w), D(u)
_
+
_
(w), mp)
(w,
r
g)
+
_
q , (c
f
p)[
T
_
q , (c
f
p)[
0
+ (q , u[
T
)
(q , u[
0
)
+ (w,
h)
s2
= 0
(4.30)
with m = [1, 1, 1, 0, 0, 0]
T
. Then we discretize Eq. (4.30) in time, and assume u, p,
w and q are discontinuous across time slabs (i.e. x , t [t
+
n
t
n+1
]). If a piecewise
constant in time approximation for u, p, w, q is being applied, the above equation
can be reinterpreted as
+ t(q,
k
p)
t(q,
f
g)
t(q, q)
t
_
(w), D(u)
_
+ t
_
(w), mp)
t(w,
r
g)
+
_
q , (c
f
p)[
t
n+1
_
_
q , (c
f
p)[
t
n
_
(q , u[
t
n+1
)
(q , u[
t
n
)
+ t(w,
h)
s2
= 0
(4.31)
The Galerkin approximation takes a nite-dimensional subspace |
h
of | (|
h
|),
J
h
of J (J
h
J), Q
h
of Q(Q
h
Q) and T
h
of T (T
h
T). To simplify notation,
let
h
= |
h
T
h
, A
h
= J
h
Q
h
, V
h
= u
h
, p
h
and W
h
= w
h
, q
h
. Also since
the problem is piecewise constant in time, we can use t
n
and t
n+1
to represent time
related terms. The Galerkin formulation can be expressed as: Find V
h
h
, such
that, for all W
h
A
h
,
B(W
h
, V
h
) = L(W
h
) (4.32)
58 CHAPTER 4. FINITE ELEMENT FORMULATION
where
B(W
h
, V
h
) = + t(q
h
,
k
p
h
)
t
_
(w
h
), D(u
h
)
_
+ t
_
(w
h
), mp
h
_
+ (q
h
, c
f
p
h
)
+ (q
h
, u
h
)
(4.33)
L(W
h
) = + t(q
h
,
f
g)
+ t(q
h
, q)
t(w
h
,
r
g)
+
_
q
h
, (c
f
p
h
)[
t
n
_
+ (q
h
, u
h
[
t
n
)
t(w
h
,
h)
s2
(4.34)
and the solution V
h
is understood to represent time level t
n+1
. Consider a decompo-
sition of into non-overlapping element sub-domains (
e
, e = 1, 2, , n
el
), which
are dened as
=
n
el
e=1
e
. The discrete version of the stabilized form can be stated
as: Find V
h
h
, such that, for all W
h
A
h
,
B(W
h
, V
h
)
stab
= L(W
h
)
stab
(4.35)
where
B
stab
(W
h
, V
h
) = B(W
h
, V
h
) + (q
h
,
h
p
h
)
(4.36)
L
stab
(W
h
) = L(W
h
) + (q
h
,
r
g)
(4.37)
We choose the algebraic operator as
=
h
2
e
12
(4.38)
where is a scalar coecient and h
e
is the characteristic length of element
e
. The
resulting stabilized approximation can alternatively be written as follows:
a
h
(w
h
, u
h
) + b
h
(w
h
, p
h
) = f
h
(w
h
) (4.39)
a
h
(q
h
, u
h
) +
b
h
(q
h
, p
h
) =
f
h
(q
h
) (4.40)
4.4. STABILIZED PRESSURE-DISPLACEMENT FORMULATION 59
where
a
h
(w
h
, u
h
) = +
_
(w
h
), D(u
h
)
_
b
h
(w
h
, p
h
) =
_
(w
h
), mp
h
_
a
h
(q
h
, u
h
) =(q
h
, u
h
)
(q
h
,
h
)
b
h
(q
h
, p
h
) = + t(q
h
,
k
p
h
)
+ (q
h
, c
f
p
h
)
+ (q
h
, p
h
)
f
h
(w
h
) =(w
h
,
r
g)
(w
h
,
h)
s2
f
h
(q
h
) = t(q
h
,
f
g)
+ t(q
h
, q)
+
_
q
h
, (c
f
p
h
)[
t
n
_
+ (q
h
, u
h
[
t
n
)
(q
h
,
r
g)
In terms of shape functions and nodal values, the expressions of u, p, w and q are
u
h
=
B
N
uB
u
B
w
h
=
A
N
uA
c
A
p
h
=
B
N
pB
p
B
q
h
=
A
N
pA
c
A
where u
B
and p
B
are nodal displacement and pressure respectively, and C
A
and c
A
are arbitrary constants. In matrix form, the problem can be stated as
_
K Q
Q
T
L M+S
__
u
p
_
=
_
F
H
_
(4.41)
The above notation is chosen such that, u is the vector of unknown nodal displace-
ments and p is the vector of nodal pressures, and L, S correspond to the stabilization
60 CHAPTER 4. FINITE ELEMENT FORMULATION
terms. The array denitions are
K = A
n
el
e=1
(k
e
); Q = A
n
el
e=1
(q
e
); M = A
n
el
e=1
(m
e
)
S = A
n
el
e=1
(s
e
); L = A
n
el
e=1
(l
e
)
F = A
n
el
e=1
(f
e
); H = A
n
el
e=1
(h
e
) (4.42)
where Adenotes the nite element assembly operator which assembles the element
contribution to the global matrix/vector. The element notations are dened as
k
e
= [k
e
ab
]; q
e
= [q
e
a
b
]; m
e
= [m
e
a
b
];
l
e
= [l
e
ab
]; s
e
= [s
e
a
b
]; f
e
= f
e
a
; h
e
= h
e
a
k
e
ab
= e
T
i
_
e
B
e
a
T
DB
e
b
d e
j
; q
e
a
b
=
_
e
N
a,i
N
b
d;
m
e
a
b
=
_
e
(tN
a,i
k
ij
N
b,j
+ N
a
c
f
N
b
)d; l
e
ab
= ( + )
_
e
E
e
a
T
C
e
b
d;
s
e
a
b
=
_
e
E
e
a
T
E
e
b
d; f
e
a
=
_
e
N
a
r
g
i
d
_
s2
N
a
h
i
d;
h
e
a
= t
_
e
E
e
a
T
f
gd + t
_
e
N
a
qd +
_
e
N
a
(c
f
p)(t
n
)d
_
e
N
a,i
N
b
d
_
e
E
e
a
T
r
gd
where
1 i, j n
sd
; 1 a, b n
en
; 1 a,
b n
en
4.4. STABILIZED PRESSURE-DISPLACEMENT FORMULATION 61
in which
e
i
= the i-th Cartesian unit basis vector;
n
en
= the number of displacement element nodes;
n
en
= the number of pressure element nodes;
n
ed
= the number of displacements degree of freedom;
a, b = the local displacement element node number;
a,
N
e
a
= shape function associated with pressure node a.
In two- and three-dimensions, the arrays are given by
n
sd
= 2:
E
e
a
=
_
N
e
a,1
N
e
a,2
_
; C
e
b
=
_
N
b,11
+ N
b,22
N
b,12
N
b,12
N
b,22
+ N
b,11
_
;
B
e
a
=
_
_
N
e
a,1
0
0 N
e
a,2
N
e
a,2
N
e
a,1
_
_
; D =
_
_
+ 2 0
+ 2 0
0 0
_
_
n
sd
= 3:
C
e
b
=
_
_
N
b,11
+ (N
b,22
+ N
b,33
) N
b,12
N
b,31
N
b,12
N
b,22
+ (N
b,11
+ N
b,33
) N
b,23
N
b,31
N
b,23
N
b,33
+ (N
b,11
+ N
b,22
)
_
_
62 CHAPTER 4. FINITE ELEMENT FORMULATION
E
e
a
=
_
_
N
e
a,1
N
e
a,2
N
e
a,3
_
_
; B
e
a
=
_
_
N
e
a,1
0 0
0 N
e
a,2
0
0 0 N
e
a,3
0 N
a,3
N
a,2
N
a,3
0 N
a,1
N
e
a,2
N
e
a,1
0
_
_
;
=
+ 2
+
; =
+
4.5 Stabilized Pressure-Velocity-Displacement Method
for Compaction and Single Phase Problem
The mixed nite element method using Raviart-Thomas elements is widely used for
solving Darcy ow equations (Douglas 1980, Darlow et al. 1984). Raviart-Thomas
elements are a special type of elements, which require a particular pair of velocity and
pressure interpolations. The natural combination with equal order of interpolations
will produce pressure oscillations and violate the Babu ska-Brezzi stability condition.
Masud & Hughes (2002) developed a stabilized nite element formulation, which can
accommodate any interpolation of pressure and velocity, and achieve optimal conver-
gence for some elements. We continued development of this method and combined it
with the stress equation in the hope of eliminating the pressure oscillations in consol-
idation problems. We rst present the results and discussions of this stabilized nite
element for the Darcy ow problem, and then consider the consolidation problem.
4.5.1 Stabilized Pressure-Velocity Formulation
The equations are
v = q (4.43)
v =
k
(p + g) (4.44)
4.5. STABILIZED PRESSURE-VELOCITY-DISPLACEMENT 63
This boundary value problem consists of nding v = v(x) and p = p(x) satisfying
Eq. (4.43) and (4.44), and the boundary conditions are:
p(x) = g(x) x
p
(4.45)
v(x) n = 0 x
v
(4.46)
where g is a given function.
Let
1 = H
1
0
(div; )
v[v (L
2
())
n
sd
, v L
2
()
T = L
2
() '
p[p L
2
(),
_
p d = 0
Dene the weighting functions corresponding to v and p as w and q, respectively.
Then, with v 1, p T, w 1 and q T, the Eulerian-Lagrangian form is
(w, k
1
v +p + g)
+ (q, v q)
= 0 (4.47)
Integration by parts leads to the variational form, viz.,
(w, k
1
v)
( w, p)
+ (q, v)
= (w, g)
+ (q, q)
(4.48)
The classical Galerkin approximation takes a nite-dimensional subspace 1
h
of 1 and
T
h
of T, then w
h
1
h
and q
h
T
h
. To simplify the notation, let
h
= 1
h
T
h
,
V
h
= v
h
, p
h
and W
h
= w
h
, q
h
. The Galerkin formulation can then be stated as:
64 CHAPTER 4. FINITE ELEMENT FORMULATION
Find V
h
h
, such that, for all W
h
h
,
B(W
h
, V
h
) = L(W
h
) (4.49)
where
B(W
h
, V
h
) = (w
h
, k
1
v
h
)
( w
h
, p
h
)
+ (q
h
, v
h
)
(4.50)
L(W
h
) = (w
h
, g)
+ (q
h
, q)
(4.51)
This formula serves as the basis of the Galerkin nite element method and is con-
strained by the B-B condition. Only certain combinations of velocity and pressure
converge, for example, the velocity and pressure arrangement in Raviart-Thomas el-
ements.
The new stabilized method (Masud & Hughes 2002) is designed to circumvent the
B-B stability condition, therefore any combination of velocity and pressure is stable.
Let
Q = H
1
() ' p[p H
1
(),
_
p d = 0
Consider a decomposition of into non-overlapping elements. Let Q
h
Q, and
q
h
Q
h
. Dene Z
h
= 1
h
Q
h
. The discrete approximation can be stated as: Find
V
h
Z
h
, such that, for all W
h
Z
h
,
B
stab
(W
h
, V
h
) = L
stab
(W
h
) (4.52)
4.5. STABILIZED PRESSURE-VELOCITY-DISPLACEMENT 65
where
B
stab
(W
h
, V
h
) = B(W
h
, V
h
)
+
_
(k
1
w
h
+q
h
),
1
(k
1
v
h
+p
h
)
_
+ ( w
h
,
2
v
h
)
(4.53)
L
stab
(W) = L(W)
_
(k
1
w
h
+q
h
),
1
( g)
_
+ ( w
h
,
2
q)
(4.54)
The sign of the dierential operator on the residual follows the rule of Eq. (4.13).
We choose the algebraic operators
1
and
2
as
1
=
1
2
k
2
=
1
2
[k
1
[
2
where is the characteristic length of each element. The resulting stabilized approx-
imation can be written in bilinear form as follows:
a
h
(w
h
, v
h
) + b
h
(w
h
, p
h
) = f
h
(w
h
) (4.55)
a
h
(q
h
, v
h
) +
b
h
(q
h
, p
h
) =
f
h
(q
h
) (4.56)
where
a
h
(w
h
, v
h
) = (w
h
, k
1
v
h
)
+
n
el
e=1
(k
1
w
h
,
1
k
1
v
h
)
e
+
n
el
e=1
( w
h
,
2
v
h
)
e
b
h
(w
h
, p
h
) = ( w
h
, p
h
)
+
n
el
e=1
(k
1
w
h
,
1
p
h
)
e
66 CHAPTER 4. FINITE ELEMENT FORMULATION
f
h
(w
h
) =
n
el
e=1
(k
1
w
h
,
1
g)
e + ( w
h
,
2
q)
a
h
(q
h
, v
h
) = (q
h
, v
h
)
+
n
el
e=1
(q
h
,
1
k
1
v
h
)
b
h
(q
h
, p
h
) =
n
el
e=1
(q
h
,
1
p
h
)
f
h
(q
h
) =
n
el
e=1
(q
h
,
1
( g))
e
The nal matrix form can be easily obtained by substituting the element shape func-
tions in the discretized variational form.
4.5.2 Stabilized Pressure-Velocity-Displacement Formulation
c
f
p
t
+ v +
u
t
= q (4.57)
1
v +p =
f
g (4.58)
p =
r
g (4.59)
In this formulation, we include both of the stabilized methods mentioned in Section
4.4 and 4.5.1. The modied matrix form is
_
_
K 0 Q
0 N R
Q
T
L R M+S
1
+S
2
_
_
_
_
u
v
p
_
_
=
_
_
F
G
H
_
_
(4.60)
The notation is chosen such that u is the vector of unknown nodal displacements, v
is the vector of unknown nodal velocities, p is the vector of nodal pressures, and L,
S
1
correspond to the stabilization terms from the pressure-displacement formulation
and S
2
is the stabilization from the pressure-velocity formulation.
4.6. STABILIZED PRESSURE-DISPLACEMENT FORMULATION 67
4.5.3 Local Conservation
In simulating ow in porous media by Darcys law, the property of local mass conser-
vation is very important. Hughes et al. (2000) recently stated that continuous nite
element methods are locally conservative if the ux is calculated in a correct way.
However this local conservation property can only be maintained by post-processing
for continuous nite elements. This adds another layer of complexity. Discontinu-
ous methods have started to be established in a variety of areas and they can also
be adapted into this stabilized nite element method to directly achieve local mass
conservation.
The following derivation illustrates that discontinuous pressure can achieve local
conservation. Multiplying Eq. (4.43) by the discontinuous weight function q and
integrating by parts, we have
q vd +
_
qn vd =
_
q qd (4.61)
For discontinuous pressure, the weighting function q can take on the value 1 on each
element, and be identically zero elsewhere. Therefore q is zero over the element,
hence we have satised the condition of local mass conservation
_
q n vd =
_
q qd (4.62)
This stabilized nite element method for Darcy ow is also convergent. But as
suggested by Franca et al. (1993), the order of velocity elements should be at least
quadratic.
4.6 Stabilized Pressure-Displacement Formulation
for Compaction and Multiphase Problem
The pressure equation in a water-oil system has the form of Eq. (2.88) and the force
balance equation has the form of Eq. (2.72). The nite element discretization follows
68 CHAPTER 4. FINITE ELEMENT FORMULATION
the same steps as those for the compaction and single phase problems. Use p
h
to
denote p
h
o
, and P
h
c
= p
h
o
p
h
w
. The nal bilinear and linear forms are as follows:
B(W
h
, V
h
) =t
_
(w
h
), D(u
h
)
_
+ t
_
(w
h
), m(p
h
S
h
w
P
h
c
)
_
+ t
_
q
h
,
w
(p
h
P
h
c
w
g)
_
+ (q
h
, c
p
h
)
+ t
_
q
h
, (1 )
o
(p
h
o
g)
_
+ (q
h
, (1 S
o
) u
h
)
(4.63)
t
_
q
h
, c
w
(p
h
P
h
c
)
w
(p
h
P
h
c
w
g)
_
t
_
q
h
, c
o
(1 )p
h
o
(p
h
o
g)
_
L(W
h
) = t
_
q
h
,
q
w
b
w
+
(1 ) q
o
b
o
_
t(w
h
,
r
g)
+
_
q
h
, (c
p
h
)[
t
n
_
+ (q
h
, (1 S
o
) u
h
[
t
n
)
t(w
h
,
h)
s2
(4.64)
The stabilized counterpart is
B
stab
(W
h
, V
h
) = B(W
h
, V
h
) +
_
q
h
,
h
(p
h
S
h
w
P
h
c
)
_
(4.65)
L
stab
(W
h
) = L(W
h
) + (q
h
,
r
g)
(4.66)
with c
= S
w
c
w
+ (1 )S
o
c
o
. These are the discrete forms of pressure-displacement
formulation that we will use to solve the force balance equations and the pressure
equation.
Chapter 5
Numerical Experiments of
Consolidation Problem
Here we can dene the consolidation problem as the response of a porous medium
domain containing a single phase uid, under the inuence of an external load with no
internal sinks or sources. Terzaghis problem is a typical example of a consolidation
problem. Some numerical experiments are presented here to validate and examine
the performance of stabilized nite element methods.
5.1 Pressure-Displacement Formulation for
Terzaghis Problem
In the following tests, we use a two-dimensional code to simulate a one-dimensional
Terzaghis problem, where a uniform load is applied at the top and the displacements
at the two sides and the bottom are not allowed. Equal order bilinear and quadratic
interpolations are used for pressure and displacement.
5.1.1 Bilinear Elements
The pressure and displacement variables are placed on the nodes of a triangular or
quadrilateral element, as shown in Fig. 5.1 Due to the nature of the saddle point
69
70 CHAPTER 5. NUMERICAL EXPERIMENTS OF CONSOLIDATION
T1
Q1
pressure
displacement
Figure 5.1: Bilinear elements
behavior associated with the consolidation problem, a developers natural selection
of equal order interpolations will lead to oscillations in pressure. Fig. 5.2 shows
a comparison of the pressure prole for Terzaghis problem in the vertical direction
obtained through the analytical solution, the Galerkin formulation (non-stabilized nu-
merical scheme) and the stabilized formulation using quadrilateral elements. While
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
z
/
h
p/p
0
c
v
t/h
2
= 0.0001
Numerical: Nonstabilized
Numerical: Stabilized
Analytical
Figure 5.2: Comparison of stabilized and non-stabilized pressure proles at early time
the non-stabilized method yields a pressure prole that shows a large deviation from
the analytical solution, the pressure obtained by the stabilized method matches the
5.1. PRESSURE-DISPLACEMENT FORM 71
analytical solution. Stabilized terms in Eq. (4.65) clearly improve the pressure sta-
bility in Terzaghis problem.
Although the stabilized solution is very good at early times, there is a pitfall in the
use of bilinear elements. The stabilization part of Eq. (4.65) includes a second order
term with respect to displacement, which implies that L in Eq. (4.41) is almost zero.
This means that the stabilization term for bilinear elements is not strictly a weighted
residual term, so the requirement of consistency is violated. This results in wrong
results at later times. Fig. 5.3 shows that the stabilized results deviate dramatically
from the analytical results, and the oscillations in the non-stabilized scheme are no
longer evident. This makes the application of bilinear elements in the stabilized
formulation impractical. Note also that the oscillations in the non-stabilized scheme
are no longer evident.
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
z
/
h
p/p
0
c
v
t/h
2
= 0.015
Numerical: Nonstabilized
Numerical: Stabilized
Analytical
Figure 5.3: Comparison of stabilized and non-stabilized pressure proles at later time
To maintain the residual structure for bilinear elements, we slightly modify the
72 CHAPTER 5. NUMERICAL EXPERIMENTS OF CONSOLIDATION
formulation by moving the second-order part in Eq. (4.65) to the right-hand side:
B
stab
(W
h
, V
h
) = B(W
h
, V
h
) + (q
h
, p
h
)
(5.1)
L
stab
(W
h
) = L(W
h
) + (q
h
,
r
g)
+ (q
h
,
h
)
(5.2)
If we can calculate bilinear nodal stress or bilinear stress at Gaussian points accurately,
we can compensate for the error. We rst try the typical way of calculating nodal
stress by averaging the piecewise constant element centered stresses. This averaging
method is described in the Appendix A.1. However this method smooths out the
stress, and cannot provide the correct residual compensation. As we can see from Fig.
5.4, the stress starts to oscillate at the second time step. The success of maintaining
1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0.1
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
z
/
h
x
, timestep = 1
y
, timestep = 1
x
, timestep = 2
y
, timestep = 2
Figure 5.4: Oscillating stress for averaging stress approach
the residual structure lies in the accuracy of the bilinear stress calculation. The
next method gives more precise results. We rst calculate the stress on the boundary
elements, where the stress on the boundary nodes is precisely the prescribed boundary
condition. Then we propagate the stress value from the boundary layer to inside of
the domain element by element. The details are described in Appendix A.2. In this
way, the residual structure is maintained. As we can see from Fig. 5.5, the stabilized
5.1. PRESSURE-DISPLACEMENT FORM 73
pressure prole matches perfectly with the analytical solution at both early and late
times.
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
z
/
h
p/p
0
c
v
t/h
2
= 0.0002
c
v
t/h
2
= 0.04
Numerical: Stabilized
Analytical
Figure 5.5: Pressure prole using modied stabilization
5.1.2 Quadratic Elements
We next examine the stabilized method with quadratic elements. The placement
of pressure and displacement variables in a triangular or quadrilateral element is
shown in Fig. 5.6. Due to the second-order nature of quadratic elements, the term
L in Eq. (4.41) will not be zero, and it is accurately calculated. With the residual
structure in weighted residual form, we avoid the consistency problem observed with
the bilinear elements, and at the same time prevent pressure oscillations. Fig. 5.7
compares the stabilized and non-stabilized solutions. Fig. 5.8 shows good consistency
of the stabilized method with quadratic elements. In theory, there is an optimized
factor, where the error in pressure is of the same order as that in displacements.
is suggested to be 1 for the Stokes problem (Hughes et al. 1986). However for
quadratic elements, we performed a few experiments, and found = 1/10 to be the
optimal value. When 1/10, the solution is not fully stabilized. When 1/10,
74 CHAPTER 5. NUMERICAL EXPERIMENTS OF CONSOLIDATION
T2
Q2
pressure
displacement
Figure 5.6: Quadratic elements
0 0.5 1 1.5
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
z
/
h
p/p
0
c
v
t/h
2
= 0.00001
Numerical: Nonstabilized
Numerical: Stabilized, = 1
Numerical: Stabilized, = 0.1
Analytical
Figure 5.7: Comparison of stabilized and non-stabilized pressure proles at early time
using quadratic elements
5.1. PRESSURE-DISPLACEMENT FORM 75
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
z
/
h
p/p
0
c
v
t/h
2
= 0.01
Numerical: Stabilized
Analytical
Figure 5.8: Good consistency for stabilized method by using quadratic elements
stabilization is achieved while consistency is also maintained, but the solution has a
small oscillation at the two ends (see the solution for = 1 in Fig. 5.7). Fortunately
this oscillation is not amplied as increases.
5.1.3 Three-Dimensional Example
Fig. 5.9 shows the conguration of a three-dimensional example. It is a box-shaped
reservoir with xed displacements at the bottom and fully drained ow (zero pressure)
at all boundaries. 11115 grid is used. A constant pressure of p
0
acts on the center
block at the top surface. Fig. 5.10 shows the pressure response by stabilized and
non-stabilized (Galerkin) methods using bilinear hexahedral elements. The stabilized
method uses the same technique as that used for the Terzaghi problem in Section
5.1.1. We can clearly see in Fig. 5.10 that pressure oscillations occur in the x-, y-
and z- directions with Galerkin methods, and the oscillations are prevented by the
stabilized method.
76 CHAPTER 5. NUMERICAL EXPERIMENTS OF CONSOLIDATION
y
z
x
NX=11
NY=11
NZ=5
Fully drained at all boundaries
Fixed displacement at bottom
p
0
Figure 5.9: Three-dimensional example
5.2 Pressure-Velocity-Displacement Formulation for
Consolidation
Another way to solve the consolidation problem is to use a pressure-velocity-displacement
formulation, where pressure, velocity and displacement are the primary variables. The
reason to have velocity as one of the primary variables is to improve the accuracy
in the ux calculation. The mixed nite element method using Raviart-Thomas ele-
ments is normally used to solve Eq. (4.43) and (4.44). Here we are going to examine
the newly developed stabilized method (Masud & Hughes 2002) for the Darcy ow
problem. This formulation ts into the structure of the saddle point problem and
its stabilization technique was developed to circumvent the B-B condition. After the
evaluation of the pressure-velocity formulation for the ow problem, we will examine
its potential use for solving the consolidation problems, that is, the pressure-velocity-
displacement formulation.
5.2.1 Pressure-Velocity Formulation for Darcy Flow
Continuous Elements
The elements used here are the same as those in Fig. 5.1, except we are solving
pressure and velocity instead of pressure and displacement. As discussed previously, in
5.2. PRESSURE-VELOCITY-DISPLACEMENT FORM 77
2
4
6
8
10
12
2
4
6
8
10
12
0
0.2
x
y
Top, nonstabilized
p
/
p
0
2
4
6
8
10
12
2
4
6
8
10
12
0
5
x 10
3
x
y
Middle, nonstabilized
p
/
p
0
2
4
6
8
10
12
2
4
6
8
10
12
0
0.1
x
y
Bottom, nonstabilized
p
/
p
0
2
4
6
8
10
12
2
4
6
8
10
12
0
0.05
0.1
x
y
Top, stabilized
p
/
p
0
2
4
6
8
10
12
2
4
6
8
10
12
0
0.05
0.1
x
y
Middle, stabilized
p
/
p
0
2
4
6
8
10
12
2
4
6
8
10
12
0
0.05
0.1
x
y
Bottom, stabilized
p
/
p
0
Figure 5.10: Pressure eld for three-dimensional case
78 CHAPTER 5. NUMERICAL EXPERIMENTS OF CONSOLIDATION
the absence of stabilization, equal order interpolation of pressure and velocity will lead
to instability. With the stabilized method, the oscillations should be prevented. The
following example is a quarter of a ve spot, the pressure and velocity distributions
are shown in Fig. 5.11 and 5.12. The values in this example are dimensionless.
0
5
10
15
20
0
5
10
15
20
0.6
0.4
0.2
0
0.2
0.4
0.6
X
Y
P
r
e
s
s
u
r
e
Figure 5.11: Pressure prole by continuous bilinear elements
Masud & Hughes (2002) show similar smooth pressure elds.
Continuous Velocity Discontinuous Pressure
Mass conservation is a very important requirement in reservoir simulation. One
method to conserve mass using the stabilized method for Darcys problem is to make
the pressure variable discontinuous (Masud & Hughes 2002). Possible elements are
described in Fig. 5.13. We now examine the mass conservation properties for both
continuous and discontinuous pressure methods, where velocities are always continu-
ous. The rst test case is a homogeneous one layer medium with ow in the x-direction
and no ow boundaries. A sink and source of constant ow rate are located at the
two ends. This is essentially a one-dimensional ow problem. The ow velocity v
x
along the x-direction by continuous and discontinuous pressure elements is shown in
5.2. PRESSURE-VELOCITY-DISPLACEMENT FORM 79
0 2 4 6 8 10 12 14 16 18 20 22
0
2
4
6
8
10
12
14
16
18
20
22
X
Y
Prod
Inj
Figure 5.12: Velocity by continuous bilinear elements
QV2DP0
pressure
velocity
QV2DP1
Figure 5.13: Quadratic velocity discontinuous pressure elements
80 CHAPTER 5. NUMERICAL EXPERIMENTS OF CONSOLIDATION
the left part of Fig. 5.14, and v
x
along the y-direction at x = 3 is shown in the
right part of Fig. 5.14. QV1P1 refers to continuous bilinear pressure and velocity
elements, QV2DP0 refers to piecewise constant pressure and quadratic velocity ele-
ments, and QV2DP1 refers to bilinear discontinuous pressure and quadratic velocity
elements. The placement of pressure and velocity variables for the QV2DP0 and
QV2DP1 elements is described in Fig 5.13. In this case there are 4 4 elements with
1 2 3 4 5
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
x
v
x
QV1P1
QV2DP0
QV2DP1
0 0.2 0.4 0.6 0.8 1
1
1.5
2
2.5
3
3.5
4
4.5
5
y
v
x
at x = 3
QV1P1
QV2DP0
QV2DP1
Figure 5.14: Velocity prole for homogeneous media
dimensionless element size of 1. Due to the no ow boundary, the velocity at the two
ends in the x-direction are zero, while the exact velocity between the sink and source
is designed to be 1 analytically.
We can see from the left part of Fig. 5.14 that the continuous QV1P1 elements
do not conserve mass, because the v
x
in the three middle nodes in the x-direction are
not equal. On the other hand, the use of discontinuous pressure elements in QV2DP0
and QV2DP1 elements lead to exact nodal values and the mass is conserved. For
the QV2DP0 elements, the quadratic node inside an element does not have the exact
value, but with increased order for the pressure variable in the QV2DP1 element, the
inner node value is also exact. The right part of Fig. 5.14 shows that a constant
5.2. PRESSURE-VELOCITY-DISPLACEMENT FORM 81
velocity prole is achieved over the cross-section, but the QV1P1 element leads to
incorrect velocity values because the use of continuous pressure element does not
guarantee local mass conservation.
Next, we will examine the application of the pressure-velocity formulation to het-
erogeneous media. Fig. 5.15 shows a layered system with a constant pressure dif-
ference between the two ends. The velocity prole in the z-direction is shown in
100md
500md
50md
300md
800md
X
Z
Figure 5.15: Layer system
Fig. 5.16. Because velocity is continuous at nodes, tangential velocity will also be
continuous at each node. This violates the physics of Darcy ow, because dierent
permeability in adjacent elements will lead to tangential discontinuities in velocity.
That is why we see an oscillating velocity prole in the left part of Fig. 5.16. If we
look at the right part of Fig. 5.16, the velocity solution using discontinuous pres-
sure elements (QV2DP0 and QV2DP1) is a smooth approximation of the analytical
solution if we only retain the solution for the corner nodes of the elements. This
illustrates that the local conservation property using discontinuous pressure elements
can improve the results. For QV2DP1 case, the velocity of the middle nodes within
each layer is exact. With this, we can see the advantages and disadvantages of the
stabilized formulation for the Darcy ow problem. The stabilized formulation using
82 CHAPTER 5. NUMERICAL EXPERIMENTS OF CONSOLIDATION
0 10 20 30
5
10
15
20
25
30
35
40
Z
v
x
All Nodes
QV1P1
QV2DP0
QV2DP1
0 10 20 30
5
10
15
20
25
30
35
40
Z
v
x
Corner Nodes
Analytical
QV2DP0
QV2DP1
Figure 5.16: Velocity prole for layer system
standard discontinuous and continuous nite elements can circumvent the B-B con-
dition, but at the cost of enforcing continuity of tangential velocity, which leads to
smoothed velocity proles.
Discontinuous Velocity and Pressure
One possible solution to have discontinuity in the tangential velocity might be to
have both velocity and pressure discontinuous from element to element. Consistency
requires continuity of normal velocity over element boundaries. We can add stabi-
lization terms to satisfy continuity while enhancing stability. This will lead to more
complex programming than for classical nite element methods, and we do not ad-
dress this topic in this thesis. However, it has the potential to address the diculties
arising in Darcy ow problems.
5.2. PRESSURE-VELOCITY-DISPLACEMENT FORM 83
5.2.2 Pressure-Velocity-Displacement Formulation for
Terzaghis Problem
The results using the pressure-velocity-displacement formulation extended to the con-
solidation problem are shown in Fig 5.17. Because of the limitation of the pressure-
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
z
/
h
p/p
0
c
v
t/h
2
= 0.0002
c
v
t/h
2
= 0.04
Numerical: Stabilized
Analytical
Figure 5.17: Pressure prole by pressure-velocity-displacement formulation
velocity stabilized formulation for heterogeneous media, we will not continue its de-
velopment into coupled geomechanics and multiphase ow problem. Rather, the
pressure-displacement formulation will be developed into a framework with coupled
geomechanics and multiphase ow. However, this does not mean that it is impos-
sible to have velocity as a separate primary variable. This issue is open for future
investigation.
In summary, we have presented two kind of formulations: the pressure-displacement
formulation and the pressure-velocity-displacement formulation. Both showed ad-
vantages in circumventing the B-B condition and eliminating pressure oscillations at
early times in consolidation problems. The pressure-displacement formulation will
be the main method for further development. It adds a weighted residual term to
the Galerkin form. The residual we use is the residual of the force balance equation
84 CHAPTER 5. NUMERICAL EXPERIMENTS OF CONSOLIDATION
because of its simplicity. This formulation will later be used to solve in a fully coupled
fashion with the saturation equation for coupled geomechanics and multiphase ow
models.
Chapter 6
Coupled Geomechanics and
Multiphase Flow
Settari & Walters (1999) summarized dierent levels of coupling in coupled geome-
chanics and multiphase ow systems. We are going to review the existing methods
discussed by Settari & Walters (1999), then discuss the fully coupled method we
developed which incorporates the stabilized methods described in Chapter 4.
6.1 Dierent Levels of Coupling
The general system of equations was summarized in Chapter 3. We consider the
water-oil system as our base system. Adopting similar notation to that used by
Settari & Walters (1999), the matrix system can be written in Newton-Raphson form
after the discretization in space and time is applied:
_
K L
L
T
E
_
_
u
P
_
+1
=
_
R
s
R
f
_
(6.1)
where is the Newton-Raphson iteration number, u
+1
= u
+1
u
is the displace-
ment increment over iteration + 1, P
+1
= P
+1
P
is the increment of ow
unknowns (i.e., pressures, saturations). In Eq. (6.1), K is the stiness matrix, E
85
86 CHAPTER 6. COUPLED GEOMECHANICS AND MULTIPHASE FLOW
is the ow matrix, L is the coupling matrix to ow unknowns in the force balance
equations, and
L is the coupling matrix to displacements in the ow equations. If we
assume the average pore pressure in the force balance equation does not depend on
saturation, we can write L =
[P]
+1
= [
R
f
]
(6.2)
where the residual
R
f
diers from R
f
in Eq. (6.1) because the solid coupling terms
are not included. In the decoupled model, the ow equations are solved rst, then
the pressure change is considered explicitly in the solid equations:
[K]
[u]
+1
= [R
s
]
(6.3)
Next, stress dependent properties, such as compressibility, permeability and porosity,
are modied accordingly, and rock properties are at best updated at specic times.
This is the simplest way to combine two codes, but it has phase lag and it neglects
the coupling terms in the ow equations.
Iteratively Coupled Model
As presented by Settari & Walters (1999), the iteratively coupled method iterates
between the two models during the time step. Although the solid and uid equations
are solved separately, the coupling variables are exchanged at each iteration. The
6.1. DIFFERENT LEVELS OF COUPLING 89
matrix form can be expressed as:
[K]
[u]
+1
= [R
s
]
(6.4a)
[E][P]
+1
= [R
f
]
(6.4b)
The residuals terms in Eq. (6.4) are the same as those in Eq. (6.1), which includes all
of the coupling terms. In this formulation, if it converges, the solution is identical to
that of the fully coupled system. We can also view this iterative method as a method
using a modied Newton-Raphson approach on the fully coupled model by making L
and
L zero in Eq. 6.1
_
K 0
0
T
E
_
_
u
P
_
+1
=
_
R
s
R
f
_
(6.5)
As we know, when the Jacobian for the Newton-Raphson is not exact, it takes longer
to converge. In fact, for a complicated function space, modied Newton-Raphson
may not converge. This is one drawback of iteratively coupled methods. The other
concern relates to its implementation in practice. Normally two codes and two dis-
cretization methods are employed. A certain mapping is inevitable. Therefore the
iteratively coupled approach may not exactly have the form of Eq. (6.4). Settari &
Mourits (1998) addressed alternative approaches of volume coupling and ow prop-
erty coupling. In volume coupling, volumetric strain computed from the stress model
is used to determine reservoir porosity and permeability. The coupling terms are nor-
mally neglected. Although the dominant eects of geomechanics on reservoir ow is
through porosity, neglecting the coupling terms leads to a modication of the original
equations.
If the iteration number is one, the iterative coupling approach becomes an explic-
itly coupled approach, which is normally explained as lagging the coupling terms one
time step behind. Minko et al. (1999) coupled their mixed nite element black oil
reservoir simulator with a nonlinear nite element solid mechanics code from Sandia
National Laboratory. This code is 3-D and parallel, but the coupling approach is a
staggered one-way coupling, which is an explicit coupling approach.
90 CHAPTER 6. COUPLED GEOMECHANICS AND MULTIPHASE FLOW
At this point, we have reviewed the coupling approaches developed in the past.
Next we will propose a new coupling approach, so that the stabilized nite element
techniques can be incorporated naturally.
6.2 A New Framework of Coupling
In this framework, we use stabilized nite element methods to descretize the force
balance equations (Eq. 2.72) and the pressure equation (Eq. 2.87). The remaining
ow equations (saturation equations) are solved by a nite dierence method. The
system of equations is solved in a fully coupled fashion. Only one Jacobian is involved.
Of course, an iteratively coupled method can also be applied in this framework. The
Newton-Raphson matrix form is
_
_
K L
p
L
S
L
T
p
E
p
T
S
L
T
S
T
p
E
S
_
_
u
p
S
w
_
_
+1
=
_
_
R
s
R
p
R
S
_
(6.6)
where
L
p
is exactly equal to L
p
. T
S
contains the derivatives of the pressure equation
with respect to saturation, and T
p
contains the derivatives of the saturation equation
with respect to pressure.
The owchart of this fully coupled method is shown in Fig. 6.1. It can be compared
with the ow chart of an iteratively coupled method, shown in Fig. 6.2. The coupling
methods we are using dier from those in the literature, because a reformulated
pressure equation is solved by the stabilized nite element methods together with
the force balance equations. However we can observe from the ow charts that the
sequence of operations is similar to the ICM and FCM methods.
6.2. A NEW FRAMEWORK OF COUPLING 91
Start
end
t
n
=t
i
,
n
=
i
, u
n
=u
i
p
n
=p
i
, S
w,n
=S
w,i
u
(v+1)
n
=u
(v)
n
+u
(v)
p
(v+1)
n
=p
(v)
n
+p
(v)
S
(v+1)
w,n
=S
(v)
w,n
+S
(v)
w
calculate
n,
update Jacobian and RHS
iteration v = 0,
u
v
n
=u
n
, p
v
n
=p
n
,
S
v
w,n
=S
w,n
linear solver
check convergence
no, v=v+1
t
n
=t
n
+t , u
n
=u
(v+1)
n
p
n
=p
(v+1)
n
, S
w,n
=S
(v+1)
w,n
t
n
t
max
no, n=n+1
Figure 6.1: Flow chart for the fully coupled approach with stabilized nite element
and nite dierence methods
92 CHAPTER 6. COUPLED GEOMECHANICS AND MULTIPHASE FLOW
Start
end
t
n
=t
i
,
n
=
i
, u
n
=u
i
p
n
=p
i
, S
w,n
=S
w,i
saturation equation solve
S
(v)
w,n
=S
(v)
w,n
+S
(v)
w
iteration v = 0,
u
v
n
=u
n
, p
v
n
=p
n
,
S
v
w,n
=S
w,n
check convergence
no, v=v+1
t
n
=t
n
+t , u
n
=u
(v+1)
n
p
n
=p
(v+1)
n
, S
w,n
=S
(v+1)
w,n
t
n
t
max
no, n=n+1
pressure equation and
force balance equation solve
u
(v)
n
=u
(v)
n
+u
(v)
p
(v)
n
=p
(v)
n
+p
(v)
then update porosity
u
(v)
n
,p
(v)
n
,
(v)
n
v > 0
no, v=v+1
yes
Figure 6.2: Flow chart for the iteratively coupled approach with stabilized nite
element and nite dierence methods
Chapter 7
Numerical Experiments of Coupled
Geomechanics and Reservoir ow
The coupled models that we have implemented include (Wan 2002)
Conventional and Non-stabilized
FCM: Fully Coupled Model with the Galerkin nite element method for
the force balance equations and the upstream weighted nite dierence method
for the multiphase ow mass balance equations. All the equations are solved in
a single Jacobian system.
ICM: Iteratively Coupled Model with the Galerkin nite element method
for the force balance equations and the upstream weighted nite dierence
method for multiphase ow mass balance equations. Two types of ICM will
be considered, with and without coupling terms in the multiphase ow mass
balance equations. Unless otherwise specied, ICM refers to the model with
coupling terms included.
Stabilized
FEAST: The framework with the stabilized nite element method for the
force balance equations and pressure equation, and the upstream weighted nite
dierence method for the remaining multiphase ow mass balance equations.
All the equations are also solved in a single Jacobian system.
93
94 CHAPTER 7. NUMERICAL EXPERIMENTS OF COUPLED MODELS
FCM and ICM models are implemented for three-dimensional problems. FEAST
model as developed here is only for two-dimensional problems, although the single
phase model has been extended to three-dimensions. In the calculations presented in
this chapter, the automatic time step algorithm described in Aziz & Settari (1979) is
used. Two types of solvers are used in the programs: a skyline solver (a direct prole
solver) and a GMRES solver (an iterative sparse matrix solver). The details of the
solver library can be seen in Appendix C.3.
In this chapter, we will rst study the characteristics of coupled geomechanics
and reservoir ow for a single producer single phase case and a quarter of a ve-
spot pattern two phase case. Simple compressibility models corresponding to specic
stress/displacement assumptions are applied on a nite dierence reservoir simulator
we developed (Wan 2002), so that the results can be compared with the Fully Coupled
Model (FCM). Next, we will use the results from the Eclipse (2003a) simulator to
validate FCM. FCM functions in both two- and three-dimensions. The result will
serve as a benchmark for the evaluation of dierent iteratively coupled models and
for the testing of the new FEAST framework. Finally we will show a case where
the iteratively or fully coupled models have diculty in producing smooth pressures,
while FEAST with stabilized methods leads to stable results.
7.1 Validation Using Rock Compressibility
In conventional reservoir simulators, geomechanical eects are represented using a
rock compressibility factor, dened according to the change of pore volume V
p
with
pressure
c
r
=
1
V
p
d V
p
d p
(7.1)
For xed bulk volume V
b
, which is normally the case in reservoir simulation, we have
=
V
p
V
b
, c
r
=
1
d
d p
(7.2)
7.1. VALIDATION USING ROCK COMPRESSIBILITY 95
The rock compressibility was originally introduced by Geertsma (1957). Normally
c
r
is measured in the lab from eld samples. In real cases, a reservoir has compli-
cated geometry and heterogeneity and the stress boundary over the reservoir domain
may vary in time and space. Simple compressibility models can not therefore fully
capture the geomechanical eects. However, if the uid ow is the main interest,
the rock compressibility model can reasonably predict reservoir ow response under
certain assumptions, which are discussed by Settari & Mourits (1998) and Gutierrez
& Lewis (1998). These compressibility models will be used for comparison with new
developments.
The eective reservoir rock compressibility depends on boundary conditions, and
stress and strain responses of the reservoir. There are two types of assumptions by
which a simple rock compressibility form can be derived (Settari & Mourits 1998,
Gutierrez & Lewis 1998). The rst type assumes free deformation in all directions,
such that there are no incremental stresses generated as a result of pressure change. In
this case, the mean stress is zero everywhere, therefore a direct relationship between
strain and porosity can be used to derive the compressiblity (Settari & Mourits 1998).
With negligible grain compaction, the rst type of rock compressibility c
I
r
is (Settari
& Mourits 1998)
c
I
r
=
3(1 2)
E
0
(7.3)
where
0
is the initial porosity. The second type assumes that the system is con-
strained laterally and free vertically. The second type of rock compressibility c
II
r
is
(Settari & Mourits 1998)
c
II
r
=
(1 2)(1 + )
E(1 )
0
(7.4)
7.1.1 Case I: Primary Depletion
The two types of assumptions discussed previously are: a reservoir with free deforma-
tion in all directions (Type I) and a reservoir constrained laterally but free vertically
(Type II). They will be used in the examples presented next.
96 CHAPTER 7. NUMERICAL EXPERIMENTS OF COUPLED MODELS
Type I Assumption with c
I
r
It is dicult to achieve the exact free deformation in all directions. The numerical
system we build for this has constant total stress applied on the boundaries. The
reservoir properties are as follows:
Table 7.1: Reservoir properties for type I assumption model
Parameter Value
size (ft
3
) 1600 1600 100
p
i
(psi) 5200
k
x
, k
y
(md) 500 500
E (MPa) 1.2 10
4
or 5000
0.4
We have 21 by 21 grid in the x-y plane, and a constant compressive total stress
of 5200 psi acting on the no-ow boundaries in the normal direction. The producer
with a constant ow rate of 2 10
4
STB/Day is located at the center. Fig. 7.1
compares the FCM with the decoupled reservoir simulator using c
I
r
. According to
Eq. (7.3), a Youngs modulus E =12000 MPa will lead to c
I
r
= 1.567 10
6
psi
1
and a Youngs modulus E = 5000 MPa gives c
I
r
= 3.76 10
6
psi
1
. The results
of the reservoir simulator with zero rock compressibility are used to show the eects
of rock compaction. From Fig. 7.1, we can see that the bottomhole pressure with
rock compaction is higher than that with zero rock compressibility, which shows that
compaction is an important drive mechanism for oil production. The dierences in
results from the coupled model and the eective rock compressibility model widen
when a smaller Youngs modulus is applied. Fine grid models were run to see if
the gap is due to discretization errors, but no changes in results were seen with grid
renement. The main reason for the dierences is that materials with smaller Youngs
modulus are softer and more stress-sensitive, larger incremental stresses are generated
due to pressure changes within the domain, which violate the assumptions of the c
I
r
compressibility model. If we only look at the early time results, where small stress
increments are generated in the domain, the match between the coupled model and
7.1. VALIDATION USING ROCK COMPRESSIBILITY 97
0 5 10 15 20 25 30 35 40
1000
1500
2000
2500
3000
3500
4000
4500
5000
days
B
H
P
c
r
I
= 1.567x10
6
psi
1
E = 12000MPa
c
r
I
= 3.76x10
6
psi
1
E = 5000MPa
c
r
I
= 0 psi
1
Figure 7.1: BHP result for type I assumption
the eective rock compressiblity model is fairly good. In cases involving larger rock
deformations, a simple eective rock compressibility can not give accurate predictions.
With relatively sti rock materials, for example when E = 12000 MPa, the results
with an eective compressibility match fairly well with those using the fully coupled
model.
Fig. 7.2 and 7.3 illustrate the distribution of normal stress, shear stress and
displacements for E = 5000 MPa at 20 days. The stress distribution in Fig. 7.2
is consistent with the applied boundary stress. By looking at the stress in the y-
direction, the contours tend to atten out at the top and bottom, because of the
constant compressive stress over the boundaries in the y-direction. In contrast, the
contour lines of the stress in the x-direction atten out at the left and right side of
the domain. In the center, the contour lines form a perfect square with a 45
o
angle
to the axis, which shows the angle of principal stress. Fig. 7.3 shows converging
displacement vectors and contour lines over the centered well, and the shear stress
has four symmetric quadrangles, with opposite signs over adjacent quadrangles and
98 CHAPTER 7. NUMERICAL EXPERIMENTS OF COUPLED MODELS
5 10 15 20
2
4
6
8
10
12
14
16
18
20
X
Y
Stress in yDirection
2
1
2
1
.
0
3
6
9
2
1
4
5
.
4
4
3
7
2
1
6
9
.
8
5
0
6
2
2
1
8
.
6
6
4
4
2
2
6
7
.
4
7
8
1
2
1
9
4
.
2
5
7
5
2
1
6
9
.
8
5
0
6
2
1
4
5
.
4
4
3
7
2
1
2
1
.
0
3
6
9
5 10 15 20
2
4
6
8
10
12
14
16
18
20
X
Y
Stress in xDirection
2
1
2
1
.
0
3
6
9
2
1
4
5
.
4
4
3
7
2
1
9
4
.2
5
7
5
2
2
4
3
.
0
7
1
3
2
2
9
1
.
8
8
5
2
1
9
4
.
2
5
7
5
2
1
6
9
.
8
5
0
6
2
1
4
5
.
4
4
3
7
2
1
2
1
.
0
3
6
9
Figure 7.2: Stress in the x- and y- directions for primary depletion case
5 10 15 20
2
4
6
8
10
12
14
16
18
20
X
Y
Shear Stress
2
.
9
9
3
8
5
.9
8
6
3
8
.
9
7
8
8
2
.
9
9
1
3
5
.
9
8
3
8
8
.
9
7
6
3
2
.
9
9
3
8
5
.
9
8
6
3
8
.
9
7
8
8
8
.9
7
6
3
5
.9
8
3
8
2.9913
5 10 15 20
2
4
6
8
10
12
14
16
18
20
22
X
Y
Displacement
0
.
9
7
2
8
1
.
4
0
1
4
1
.
4
0
1
4
1
.
4
0
1
4
1
.8
3
1
.
8
3
1
.8
3
Figure 7.3: Shear stress and displacement for primary depletion case
7.1. VALIDATION USING ROCK COMPRESSIBILITY 99
zero shear stresses on the interface over adjacent quadrangles . This is a result of
the fact that the displacement in the center is essentially zero and the displacement
vectors are symmetrically converging to the center.
Type II Assumption with c
II
r
The reservoir and controlling parameters are the same as for the type I assumption
case. Instead of looking at the x-y plane, now we consider the x-z plane with a 21 by
21 grid. The system is conned in the x-direction, with no incremental displacement.
A constant stress of 5200 psi acts on the top with the displacement of the bottom
xed. There is no ow through the boundaries. We can draw similar conclusions
from Fig. 7.4 as those from Fig. 7.1. In this case, the gap between the coupled
models and the eective rock compressibility model widens with decreasing Youngs
Modulus. In the case of conned lateral displacement, the eective compressibility
(Type II) is smaller than that with free displacements in all directions (Type I). In
real reservoir applications, the case of conned lateral displacement is of little use,
because this situation rarely exists.
7.1.2 Case II: A Quarter of A Five-Spot Pattern
This is a waterooding case in a quarter of a ve-spot conguration. We only look at
Type I assumption, i.e., free deformation in all directions. The reservoir properties
and controlling parameters are described in Table. 7.1; the relative permeability
curves are shown in Fig. 7.5. Oil and water viscosities are about 1.6 cp and 0.6 cp
respectively. Constant compressive stress of 5200 psi acts on the no ow boundaries
in the normal direction. One producer and one injector with constant rates of 210
3
STB/Day are located at the two corners. Fig. 7.6 illustrates the distribution of stress
in the x-direction and the displacement after producing for 5 days. We can observe
compressive stresses with negative signs around the producer and extensional stresses
with positive signs around the injector. This occurs because of the reservoirs elastic
behavior. The distribution of stress in the y-direction is essentially the same as that
in the x-direction, because of problems symmetry. For the displacement, we show
100 CHAPTER 7. NUMERICAL EXPERIMENTS OF COUPLED MODELS
0 5 10 15 20 25 30 35 40
1000
1500
2000
2500
3000
3500
4000
4500
5000
days
B
H
P
c
r
I
= 1.219x10
6
psi
1
E = 12000MPa
c
r
I
= 2.924x10
6
psi
1
E = 5000MPa
c
r
I
= 0 psi
1
Figure 7.4: Bottomhole pressure for type II assumption
0.3 0.35 0.4 0.45 0.5 0.55 0.6 0.65 0.7 0.75 0.8
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
S
w
k
r
k
ro
k
rw
Figure 7.5: Relative permeability curve
7.1. VALIDATION USING ROCK COMPRESSIBILITY 101
both the vector and contour plots. Very high pressure in the injector side leads to
the rocks being pushing outward, while the low pressure in the producer side leads
to the rocks being pushed inward.
5 10 15 20
2
4
6
8
10
12
14
16
18
20
X
Y
Stress in the xdirection, psia
7
4
.
7
0
5
6
5
7
.
3
4
1
1
3
9
.
9
7
6
7
2
2
.
6
1
2
2
5
.
2
4
7
7
1
2
.
1
1
6
8
2
9
.
4
8
1
2 4
6
.
8
4
5
7
6
4
.
2
1
0
2
Inj
Prod
5 10 15 20
2
4
6
8
10
12
14
16
18
20
X
Y
Displacement, ft
0
.
0
0
5
0
3
7
3
0
.
0
0
9
9
7
3
9
0
.
0
0
9
9
7
3
9
0
.
0
1
4
9
1
1
0
.
0
1
4
9
1
1
0
.0
1
4
9
1
1
0.019847
0
.
0
1
9
8
4
7
0
.
0
1
9
8
4
7
0
.
0
2
4
7
8
4
Inj
Prod
Figure 7.6: Stress distribution for a quater of a ve-spot case
With two types of rock, E = 12000 and 5000 MPa , we applied the two rock com-
pressibilities c
I
r
= 1.56710
6
and 3.7610
6
calculated by Eq. (7.3) for use with our
decoupled reservoir simulator. The comparison between our decoupled model with
adjusted rock compressibility and a coupled model is shown in Figs. 7.7 and 7.8.
Compaction drive gives extra pressure support in the waterooding case. Although
there is still a gap between the two models, a modied rock compressibility gives rea-
sonable predictions. Fig. 7.9 compares water saturations for the rock compressibility
model with c
I
r
= 3.75 10
6
and FCM with E = 5000 MPa at t = 1700 days.In real
applications, free deformation in all directions is impossible to achieve. Because of
the overburden, side-burden and under-burden, the stress over the reservoir will not
be constant. It will be therefore dicult to get a realistic eective rock compressibil-
ity. If the stress distribution is of interest, an accurate coupled model should be the
procedure of choice.
102 CHAPTER 7. NUMERICAL EXPERIMENTS OF COUPLED MODELS
0 200 400 600 800 1000 1200 1400 1600 1800 2000
2500
3000
3500
4000
4500
5000
5500
days
P
r
o
d
u
c
e
r
B
H
P
c
r
I
= 1.567x10
6
psi
1
E = 12000 MPa
c
r
I
= 3.76x10
6
psi
1
E = 5000 MPa
c
r
I
= 0 psi
1
Figure 7.7: Comparison of producer BHP for a quarter of a ve-spot case
0 200 400 600 800 1000 1200 1400 1600 1800 2000
3000
3500
4000
4500
5000
5500
6000
days
I
n
j
e
c
t
o
r
B
H
P
c
r
I
= 1.567x10
6
psi
1
E = 12000 MPa
c
r
I
= 3.76x10
6
psi
1
E = 5000 MPa
c
r
I
= 0 psi
1
Figure 7.8: Comparison of injector BHP for a quarter of a ve-spot case
7.2. VALIDATION USING ECLIPSE (2003A) 103
5 10 15 20
2
4
6
8
10
12
14
16
18
20
x
y
S
w
map, c
r
I
= 3.76x10
6
psi
1
0.25
0.3
0.35
0.4
0.45
0.5
0.55
0.6
0.65
0.7
0.75
5 10 15 20
2
4
6
8
10
12
14
16
18
20
x
y
S
w
map, E = 5000 MPa
0.25
0.3
0.35
0.4
0.45
0.5
0.55
0.6
0.65
0.7
0.75
Figure 7.9: Water saturation map by FCM and c
I
r
model at t = 1700 days
7.2 Validation Using Eclipse (2003a)
Eclipse (2003a) has options for fully coupled geomechanics and reservoir ow. The
geomechanics part is solved by a nite dierence method using staggered grids (Stone
et al. 2000), and the system can be solved either in fully coupled or iteratively coupled
fashion.
Fig 7.10 describes the conguration of the test case. It is a box-shaped three-
dimensional reservoir with the displacement of the bottom face and two vertial faces
xed. A constant compressive stress of 4786 psi is applied on the other three faces.
The reservoir is isotropic and homogeneous with a permeability of 34 md. An injector
is in a lower corner with a producer in the upper opposite corner. The producer has
a xed BHP constraint of 1600 psi, and the injector has a constant injection rate
of 3000 STB/Day. The initial water saturation is set to be 1, therefore the system
is single phase. The porosity is 0.33 and the water viscosity is 0.96. The wellbore
radius is 0.5 ft, and the well index of the producer is set to be 8.7979 times that of
104 CHAPTER 7. NUMERICAL EXPERIMENTS OF COUPLED MODELS
y
9000ft
9000ft
60ft
0 x
z
Figure 7.10: Description of an Eclipse case
the injector, so that the average pressure at steady state is not too high. The results
are shown at a time when steady state is reached, which means both the injector and
the producer have constant ow rates of 3000 STB/Day. Fig. 7.11 shows the ow
rate of the producer compared with that of the injector. We can see the producers
ow rate stabilizes at 3000 STB/Day after 4000 days for both Eclipse and our FCM
model.
Fig. 7.12, 7.13 and 7.14 compare the stress in the x- and z- directions and the
shear stress in the x-y plane for the top layer. Figs. 7.15 and 7.16 compare the
displacement in the x- and z- directions. The overall proles of the contour plots
match very well, but there are some dierences in the values. This may be related
to the location of displacement variables and dierent discretization errors due to
dierent methods. In our case, the displacement variables are nodal, while those in
Eclipse are placed on staggered grids.
7.2. VALIDATION USING ECLIPSE (2003A) 105
0 1000 2000 3000 4000 5000 6000
1000
1500
2000
2500
3000
3500
days
f
l
o
w
r
a
t
e
(
S
T
B
/
D
a
y
)
Eclipse producer
FCM producer
Eclipse injector
FCM injector
Figure 7.11: Flow rate history of the producer
2 4 6 8
1
2
3
4
5
6
7
8
9
x
y
Eclipse stress in the xdirection
1
3
9
0
.
2
0
2
2
1
0
8
6
.
4
5
5
1
7
8
2
.
7
0
7
9
4
7
8
.
9
6
0
7
1
7
5
.
2
1
3
5
1
2
8
.
5
3
3
7
4
3
2
.
2
8
0
9
7
3
6
.
0
2
8
1
1
0
3
9
.
7
7
5
3
1
3
4
3
.
5
2
2
4
2 4 6 8
1
2
3
4
5
6
7
8
9
x
y
FCM stress in the xdirection
1
3
7
1
.
3
6
2
5
1
0
7
0
.
1
1
5
6
7
6
8
.
8
6
8
8
4
6
7
.
6
2
1
9
1
6
6
.
3
7
5
1
3
4
.
8
7
1
9
4
3
6
.
1
1
8
8
7
3
7
.
3
6
5
6
1
0
3
8
.
6
1
2
5
1
3
3
9
.
8
5
9
4
Figure 7.12: Stress in the x-direction
106 CHAPTER 7. NUMERICAL EXPERIMENTS OF COUPLED MODELS
2 4 6 8
1
2
3
4
5
6
7
8
9
x
y
Eclipse stress in the zdirection
1
6
5
0
.
1
5
2
1
1
3
3
1
.
8
0
5
8
1
0
1
3
.
4
5
9
4
6
9
5
.
1
1
3
1
3
7
6
.
7
6
6
8
5
8
.
4
2
0
5
2
5
9
.
9
2
5
8 5
7
8
.
2
7
2
1
8
9
6
.
6
1
8
4
1
2
1
4
.
9
6
4
7
2 4 6 8
1
2
3
4
5
6
7
8
9
x
y
FCM stress in the zdirection
1
5
3
4
.
5
7
5
6
1
2
2
6
.
1
8
7
5
9
1
7
.
7
9
9
4
6
0
9
.
4
1
1
2
3
0
1
.
0
2
3
1
7
.
3
6
5
3
1
5
.
7
5
3
1
6
2
4
.
1
4
1
2
9
3
2
.
5
2
9
4 1
2
4
0
.
9
1
7
5
Figure 7.13: Stress in the z-direction
2 4 6 8
1
2
3
4
5
6
7
8
9
x
y
Eclipse shear stress in the xy direction
18.8253
2
9
.7
7
7
2
4
0
.7
2
9
1
51.6811
57.157
4
6
.2
0
5
1
1
3
.3
4
9
3
2
4
.3
0
1
2
4
0
.7
2
9
1
2 4 6 8
1
2
3
4
5
6
7
8
9
x
y
FCM shear stress in the xy direction
20.4076
3
3
.1
6
7
4
3
9
.5
4
7
3
4
5
.
9
2
7
2
5
2
.
3
0
7
1
5
8
.
6
8
7
4
5
.9
2
7
2
3
3
.1
6
7
4
20.4076
1
4
.0
2
7
7
Figure 7.14: Shear stress in the x-y plane
7.2. VALIDATION USING ECLIPSE (2003A) 107
2 4 6 8
1
2
3
4
5
6
7
8
9
x
y
Eclipse displacement in the xdirection
0
.
1
5
0
3
8
0
.
0
3
3
5
8
7 0
.
0
4
4
2
7
4
0
.
1
2
2
1
3
0.2
0
.
2
3
8
9
3
0
.2
7
7
8
6
0
.3
1
6
7
9
0
.3
5
5
7
2
0
.3
9
4
6
5
0
.
4
3
3
5
8
0
.
1
6
1
0
7
0.2
0
.
1
2
2
1
3
0
.
0
8
3
2
0
4
0
.
0
4
4
2
7
4
0
.
1
0
5
8
2 4 6 8 10
1
2
3
4
5
6
7
8
9
10
x
y
FCM displacement in the xdirection
0
.
4
3
2
0
7
0
.
1
9
3
0
2
0
.
0
1
3
7
2
5 0
.
0
4
6
0
3
8
0
.
1
0
5
8
0
.1
6
5
5
7
0
.1
6
5
5
7
0
.
1
0
5
8
0
.
2
2
5
3
3
0
.
2
8
5
0
9
0.34486
0
.
0
4
6
0
3
8
Figure 7.15: Displacement in the x-direction
2 4 6 8
1
2
3
4
5
6
7
8
9
x
y
Eclipse displacement in the zdirection
0
.
0
0
8
1
4
1
1
0
.
0
0
6
0
6
2
5
0
.
0
0
3
9
8
3
9
0
.
0
0
1
9
0
5
2
0
.
0
0
0
1
7
3
3
7
0
.
0
0
2
2
5
2
0
.
0
0
4
3
3
0
6
0
.
0
0
6
4
0
9
2
0
.
0
1
0
5
6
7
2 4 6 8 10
1
2
3
4
5
6
7
8
9
10
x
y
FCM displacement in the zdirection
0
.
0
1
1
9
6
9
0
.
0
0
8
5
8
6
3
0
.
0
0
5
2
0
3
5
0
.
0
0
1
8
2
0
7
0
.
0
0
1
5
6
2
1
0
.
0
0
4
9
4
5
0
.
0
0
8
3
2
7
8
0
.
0
1
1
7
1
1
0
.
0
1
5
0
9
3
0
.
0
2
1
8
5
9
Figure 7.16: Displacement in the z-direction
108 CHAPTER 7. NUMERICAL EXPERIMENTS OF COUPLED MODELS
7.3 Comparisons between FCM, FEAST and ICM
With the validations using Eclipse and some simple rock compressibility models, we
have good condence in FCM. Now we are going to use FCM to compare its results
with other models.
7.3.1 Case I: Primary Depletion
Fig. 7.17 compares three coupled models (FEAST, ICM and FCM) with Youngs
modulus E = 12000 MPa or 5000 MPa for the case mentioned in Section 7.1.1.
0 5 10 15 20 25 30 35 40
1000
1500
2000
2500
3000
3500
4000
4500
5000
days
B
H
P
E = 5000 Mpa
E = 12000 Mpa
FEAST
ICM
FCM
Figure 7.17: Comparison of FCM, FEAST and ICM for primary depletion case
The ICM and FCM give the same results, while FEAST predicts 20-30 psi lower
bottomhole pressure. The reason for this discrepancy may be the dierence in the
well model, as discussed in Appendix B. In the nite element model, the pressure
unknowns are located at the nodes of each block, therefore the radial ow assumptions
can be directly applied to obtain the bottomhole pressure from the nodal pressures.
If we look closely in Fig. 7.17, we can see the gradient of the curves is basically
7.3. COMPARISONS BETWEEN FCM, FEAST AND ICM 109
the same, which means the response of the reservoir by FEAST is correct. Overall,
the dierence between FEAST and FCM is very small in this case, and the match
between all three models is fairly good. As for the computational cost, FCM normally
takes 1 or 2 fewer iterations than ICM, because ICM is essentially a modied Newton-
Raphson Method. However the computational cost for solving the larger Jacobian
matrix by FCM is larger than the cost of the linear solve in ICM. FEAST takes about
2 more iterations than FCM.
7.3.2 Case II: A Quarter of A Five Spot Pattern
Now we will look at comparisons between results from FCM, FEAST and ICM for
a waterooding case. This case has the same conguration as that discussed in
Section 7.1.2. Fig. 7.18 compares the three coupled models: FEAST, FCM and ICM.
200 400 600 800 1000 1200 1400 1600 1800
3000
3500
4000
4500
5000
5500
6000
days
B
H
P
Injector BHP, FEAST
Injector BHP, FCM
Injector BHP, ICM
Producer BHP, FEAST
Producer BHP, FCM
Producer BHP, ICM
Figure 7.18: Comparison between FEAST, FCM and ICM for waterooding case
FCM and ICM are in close agreement. There are some visible dierences between
FEAST and FCM. One possible error may come from the well model, as discussed in
Appendix B. The dominant reason is the way the ux between blocks is calculated in
110 CHAPTER 7. NUMERICAL EXPERIMENTS OF COUPLED MODELS
FEAST. Because we would like a simple way to combine the nite element module
and the nite dierence module, we consider the nite element block as the control
volume block for the nite dierence module. The placement of the pressure is on the
nodes of each element, while the placement of the saturation follows the traditional
approach in nite dierence methods, that is, the element center. In FEAST, we
average the nodal pressures into the element center, then pass that pressure to the
saturation equation to calculate a two-point ux and update the pressure related
nonlinear terms. This can lead to errors in the ux calculation, and consequently the
mass conservation. The issues of mass conservation will be discussed in detail at the
end of this chapter. The water saturation maps from FCM and FEAST are shown in
Fig. 7.19. The agreement is fairly good in this case.
5 10 15 20
2
4
6
8
10
12
14
16
18
20
x
y
FCM
0.2
0.3
0.4
0.5
0.6
0.7
0.8
5 10 15 20
2
4
6
8
10
12
14
16
18
20
x
y
FEAST
0.2
0.3
0.4
0.5
0.6
0.7
0.8
Figure 7.19: Water saturation map by FCM and FEAST model at t = 1600 days
At the cost of losing some accuracy by the current method of velocity calculation,
FEAST has built-in stabilization. We will show later in Section 7.5 its role in avoiding
pressure oscillations. The velocity calculation can also be improved through use of
a Control Volume Finite Element (CVFE) procedure, which we will describe at the
end of this chapter.
7.4. EVALUATION OF COUPLING TERMS 111
7.4 Evaluation of the Role of Coupling Terms in
Iteratively Coupled Method
As mentioned in Section 6.1.2, ICM solves the same equations as FCM, so both
should produce the same results. However, in realistic eld implementations, due to
the complexity of merging two large codes, the coupling terms in the ow equations
are sometimes neglected while using ICM. We tested this idea on the simple case
mentioned in Section 7.1.1, in which there is only a small dierence between ICM with
and without coupling terms. However, this case is not representative of complicated
eld cases, as we will see from the following heterogeneous case. Fig. 7.20 shows
an example of a heterogeneous eld in the x-y plane. An injector is placed at the
Permeability
Prod
Inj
East
E
l
e
v
.
-2.000 98.000
-2.000
98.000
10.000
110.000
210.000
310.000
410.000
510.000
610.000
710.000
810.000
Figure 7.20: Heterogeneous eld
bottom-left corner, while a producer is placed at the top-right corner. The size of
the reservoir is 1600 by 1600 by 100 ft
3
. The initial pressure is 5200 psi and uniform
stress of 5200 psi acts on the boundaries. A constant rate of 10000 STB/Day is used
for both the injector and the producer. Fig. 7.21 shows a comparison of the producer
BHP obtained from ICM with and without coupling terms. Both of these models
112 CHAPTER 7. NUMERICAL EXPERIMENTS OF COUPLED MODELS
0 500 1000 1500 2000
3000
3500
4000
4500
5000
5500
Injector
Producer
days
B
H
P
with coupling terms
without coupling terms
Figure 7.21: The eects of coupling terms on the producer BHP
have porosity changes. It is clear that ICM without coupling terms underestimates
the pressure by about 100 psi.
To understand the role of the coupling terms better, we now look at the water-oil
system equations.
t
S
p
p
+ (S
p
p
v
ps
) + (S
p
p
v
s
) = 0 (7.5)
As we know, the Darcys velocity term S
p
p
v
ps
is a ux term which accounts for ow
between blocks. Similarly, S
p
p
v
s
in the coupling term and (S
p
p
v
s
) can also be
considered a ux term, which accounts for the eects of rock deformation on ow. If
the coupling terms are neglected, the ux contribution of the solid is neglected, even
though the porosity variations (Eq. 2.9) are always considered. This may lead to
inaccurate results for some cases. This example shows that for heterogeneous elds,
it is important to have all of the physics in the coupled model.
7.4. EVALUATION OF COUPLING TERMS 113
Fig. 7.20 shows a low permeability layer beside the producer and a high perme-
ability zone around the injector. We can study the eect of heterogeneity on stress
distribution through this case. If we look at stress distribution in the x-direction at
t = 1820 days in Fig. 7.22, we can see that the contour lines of stress are greatly
5 10 15 20
2
4
6
8
10
12
14
16
18
20
x
y
Stress in the xdirection
1
5
5
2
.
6
8
8
9
1
5
1
8
.
5
2
6
2
1
4
7
2
.
9
7
5
9
1
4
3
8
.8
1
3
2
1
4
1
6
.0
3
8
1
1
4
0
4
.
6
5
0
5
1
3
9
3
.
2
6
3
1
3
8
1
.
8
7
5
4
1
3
5
9
.
1
0
0
3
1
3
7
0
.
4
8
7
8
5 10 15 20
2
4
6
8
10
12
14
16
18
20
x
y
Shear stress
2
.
5
7
6
5
1
.
6
9
6
3
0
.
8
1
6
0
4
0
.
0
6
4
1
7
8
0.9444
0.064178
0
.3
7
5
9
3
0
.8
1
6
0
4
0
.
9
4
4
4
0
.
0
6
4
1
7
8
0
.
3
7
5
9
3
Figure 7.22: Stress in the x-direction and shear stress
concentrated around the low permeability layer, as opposed to the high permeability
zone. The contour lines around the low permeability zone are approximately parallel
to the low permeability zones direction. In Fig 7.22 the largest shear stresses are
localized around the low permeability zone, which may lead to the shearing of the
shale zone. With this we can conclude that accurate modeling of low permeability
zones is important in coupled geomechanics and reservoir ow modeling, because
these regions can strongly aect the stress distribution.
114 CHAPTER 7. NUMERICAL EXPERIMENTS OF COUPLED MODELS
7.5 Improved Stability by Stabilized Coupled Model
In the previous examples, no oscillations are observed in the homogeneous cases where
the permeability is high; for the example of Section 7.4, small oscillations can be
observed in the low permeability zone at very early times. This is consistent with
the analysis in Chapter 3. We now show a case with pressure oscillations in reservoir
problems. Because of the nature of the saddle point problem discussed in Chapter 3,
the B-B condition must be satised to avoid spatial pressure oscillations. Fig. 7.23
shows a case with low permeability shales in which pressure oscillations are observed.
The reservoir is 1600 1600 100 ft. The initial pressure is 5200 psi, and a constant
y
Prod1
Prod2
Prod3
Shale 1
x
Matrix
Shale 2
Figure 7.23: Reservoir model with two shale layers
stress of 5200 psi acts on all boundaries. Homogeneous isotropic permeability is 50
md. There are two shale layers of permeability 0.0001 md in the y-z plane, which
divide the reservoir into three layers. One producer is located in each of the three
layers. Fig. 7.24 shows the pressure oscillations in the shale layer 2 that are observed
when FCM is used. This is consistent with the analysis presented in Chapter 3 for
7.5. IMPROVED STABILITY BY STABILIZED COUPLED MODEL 115
the saddle point problem. Because of the low permeability, the error incurred at
early times does not damp out immediately; it might even increase with time. We
0 2 4 6 8 10 12 14 16 18 20
5195
5200
5205
5210
5215
5220
5225
5230
p
r
e
s
s
u
r
e
(
p
s
i
)
x
t = 0.41 day
t = 1 day
t = 2 days
Figure 7.24: Oscillations in pressure using FCM
can see that oscillations are amplied from 0.01 day to 1 day. In Fig. 7.24, we can
notice a slight increase of overall pressure. This is because of the compressive stress
boundary conditions. The shale layer responds to the compressive stress boundary,
but the small amount of uid within the shale layer can not ow out immediately.
These oscillating pressures may lead to convergence problems in simulation runs.
Using the stabilized method in the FEAST framework, stability in pressure is
achieved as shown in Fig. 7.25. The clear advantages of the stabilized method for
this problem are evident. This type of oscillatory problem has not been previously
identied in the petroleum engineering literature. For realistic scale reservoir prob-
lems, the variations in permeability can be very large and low permeability zones
often exist. Due to the eects of low permeability zones on the stress distribution,
116 CHAPTER 7. NUMERICAL EXPERIMENTS OF COUPLED MODELS
0 2 4 6 8 10 12 14 16 18 20
5195
5200
5205
5210
5215
5220
5225
5230
p
r
e
s
s
u
r
e
(
p
s
i
)
x
t = 0.41 day
t = 1 day
t = 2 days
Figure 7.25: Stabilized pressure obtained using FEAST
as we observe in Fig. 7.22, it is important to have a geomechanics model suitable for
low permeabilities. However the problem is that low permeability zones may cause
pressure oscillations in standard implementations because of the B-B condition. This
is where stabilized approaches provide considerable improvement over standard tech-
niques.
7.6 Discussion and Summary
7.6.1 Local and global mass conservation
We now examine the local and global mass conservation errors for the results from
the FEAST framework in Section 7.3. Because in the current FEAST framework,
the nite element block is considered to be the same as the control volume for the
nite dierence module, the nodal pressures p
o
are averaged to get the block-centered
pressures, which are used by the saturation equation to calculate the ux and pressure
7.6. DISCUSSION AND SUMMARY 117
related nonlinear terms. Using this averaged block-centered pressure to calculate the
ux between adjacent blocks may lead to inconsistency or mass conservation errors.
Here we are going to calculate the local mass balance residual error R
local
presented
by Eq. 7.6,
R
local
=
_
V
block
_
t
S
o
b
o
+ (b
o
v
os
) + S
o
b
o
v
s
q
o
_
dV
block
(7.6)
The nite dierence discretization of Eq. (7.6) follows the notations in Aziz (1997).
R
local
=
V
block
t
(S
n+1
o
b
n+1
o
S
n
o
b
n
o
)
l
(T
o
p
o
)
l
+
S
o
b
o
t
l
(Au
s
)
n+1
l
S
o
b
o
t
l
(Au
s
)
n
l
q
o
V
block
(7.7)
where V
block
is the volume of the reservoir block,
l
is the summation over all the
connected blocks l = i, j, k and
(T
o
p
o
)
l
= T
o,l
(p
o,l
p
o,l1
) T
o,l+
(p
o,l+1
p
o,l
) (7.8)
(Au
s
)
l
= A
l
u
s,l
A
l+
u
s,l+
(7.9)
T
o,l
=
A
l
x
l
_
k
l
k
ro
b
o
o
_
l
(7.10)
The global mass balance error R
global
is obtained by the summation of the local mass
change rates over all the blocks shown in Eq. 7.11
R
global
=
nblocks
_
V
block
t
(S
n+1
o
b
n+1
o
S
n
o
b
n
o
) q
o
V
block
_
(7.11)
In eld units, R
local
and R
global
have the units of STB/Day.
7.6.2 Primary Depletion Case
Fig. 7.26 shows the distribution of [R
local
[ in log
10
scale for the case discussed in
Section 7.3.1. For the 1600 1600 100 ft
3
reservoir with a producer of 2 10
4
118 CHAPTER 7. NUMERICAL EXPERIMENTS OF COUPLED MODELS
5 10 15 20
5
10
15
20
x
y
t = 0.01 day
3
2
1
0
1
2
3
5 10 15 20
5
10
15
20
x
y
t = 1 day
3
2
1
0
1
2
3
5 10 15 20
5
10
15
20
x
y
t = 15 days
3
2
1
0
1
2
3
5 10 15 20
5
10
15
20
x
y
t = 25 days
3
2
1
0
1
2
3
Figure 7.26: Local mass balance error of power of 10 STB/Day for primary depletion
case
7.6. DISCUSSION AND SUMMARY 119
STB/Day, the local mass balance error in Fig. 7.26 is in the range of 10
3
to 10
3
STB/Day. The largest errors are around the wells. When the reservoir enters pseudo-
steady state, the error distributions are the same, as seen in Fig. 7.26 for t = 15 and
25 days.
Fig. 7.27 describes the change of R
global
over time. Although the mass is not
locally conserved with respect to the nite dierence control volumes, the global
mass conservation is basically achieved. Dividing the error by the total ow rate
2 10
4
, we get less than 1% errors. Weve seen from Fig. 7.17 that a fairly good
match between FEAST and FCM is obtained.
0 5 10 15 20 25
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
days
G
l
o
b
a
l
m
a
s
s
b
a
l
a
n
c
e
e
r
r
o
r
(
0
/
0
)
Figure 7.27: Global mass balance error for primary depletion case
7.6.3 Waterooding Case
Fig. 7.28 shows the distribution of R
local
for the case in Section 7.3.2. The local
mass balance error in Fig. 7.28 is in the range of 10
2
to 10
2
STB/Day. The largest
errors are around the producer (the bottom-right corner), the injector (the top-left
120 CHAPTER 7. NUMERICAL EXPERIMENTS OF COUPLED MODELS
5 10 15 20
5
10
15
20
x
y
t = 0.01 day
5 10 15 20
5
10
15
20
x
y
t = 200 days
5 10 15 20
5
10
15
20
x
y
t = 600 days
5 10 15 20
5
10
15
20
x
y
t = 1000 days
2
1
0
1
2
2
1
0
1
2
2
1
0
1
2
2
1
0
1
2
Figure 7.28: Local mass balance errors (10
vol
Volumetric strain
Strain tensor
Stress tensor
, Lames constants
Stabilization coecient
Domain of the problem domain
Boundary of the problem domain
NOMENCLATURE 131
Scalar factor
Subscripts
c Component c
f Fluid
i, j, k, l Integer indices
n At time step level n
o Oil
p Phase p
r Rock
s Solid
stab Stabilized formulation
w Water/Well
0 Initial
Superscripts
h Finite dimensional nite element space
e Elementwise
Acronyms
B-B condition Babu ska-Brezzi condition
CVFE Control Volume Finite Element
DG Discontinuous Galerkin
FCM Fully Coupled Model with no stabilizations (page 93).
FE Finite Element
FD Finite Dierence
132 NOMENCLATURE
FEAST Finite Element coupled model with A STabilization (page 93).
GLS Galerkin/Least-Squares
ICM Iteratively Coupled Model with no stabilizations (page 93).
MFE Mixed Finite Element
SUPG Streamline Upwind Petrov-Galerkin
TVD Total Variation Diminishing
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Appendix A
Possible Approaches of Improving
the Accuracy of Stress Calculations
For bilinear displacement elements, the stress calculated from nodal displacements is
actually piecewise constant. A simple average of the discontinuous stress associated
with nodes will lead to inaccuracies. Therefore we need a more systematic way to
improve the accuracy.
A.1 Averaging Technique
This technique was introduced by Hughes (1987). It can serve as a smoothing pro-
cedure while checkerboard oscillations occur. Instead of solving for a global mapping
matrix, the nodes can be divided into: inner nodes, non-corner boundary nodes, ex-
ternal corner nodes and internal corner nodes, described in Fig. A.1. Dierent nodal
variables can be solved in a stepwise fashion. The procedures are summarized in the
following based on Section 4.4.1 of Hughes (1987)
A.1.1 Step 1: Naive Way
At rst, use a naive way to propagate all the internal nodal values. The naive way
means averaging the discontinuous stresses connected to the nodes. The internal
145
146 APPENDIX A. IMPROVING STRESS CALCULATIONS
Internal Node
Noncorner
Boundary Node
External
Corner Node
Figure A.1: Example node description of averaging technique
nodes can be represented by this approach, but it is not the case for other nodes.
A.1.2 Step 2: Non-corner Boundary Nodes
The values calculated by the naive way are actually the mean stresses between the
non-corner boundary nodes and the inner nodes directly connected to them Therefore
a simple linear interpolation may work, that is
bc
= 2
bc
inner
(A.1)
where
bc
is the non-corner boundary nodal value and
inner
is the value of the inner
node directly connected to it.
A.1.3 Step 3: External Corner Nodes
Lets call the corner node
A
and the other three nodes
B
,
C
,
D
. Linear interpo-
lation and extrapolation is employed through nodes B, C, D, i.e.,
A
=
L
B
B
+
L
C
C
+
L
D
D
L
(A.2)
A.2. BOUNDARY PROPAGATING TECHNIQUE 147
L
B
= L
B
+ (y
C
y
D
)x
A
+ (x
D
x
C
)y
A
(A.3)
L
C
= L
C
+ (y
D
y
B
)x
A
+ (x
B
x
D
)y
A
(A.4)
L
D
= L
D
+ (y
B
y
C
)x
A
+ (x
C
x
B
)y
A
(A.5)
L
B
= x
C
y
D
x
D
y
C
; (A.6)
L
C
= x
D
y
B
x
B
y
D
; (A.7)
L
D
= x
B
y
C
x
C
y
B
; (A.8)
A.2 Boundary Propagating Technique
There is an accuracy issue associated with Step 1 of the averaging technique intro-
duced in Section A.1. A rst order continuity C
1
of the nodal stresses is assumed by
averaging the discontinuous stresses connected to the nodes. However this is not the
case for bilinear stresses, which only have C
0
continuity at element boundaries, that
is, the value on the element boundary is of zero-order continuous. We can view this
boundary propagating method as an inverse method for calculating element mean
stresses based on nodal stresses and boundary stresses.
In this technique, the prescribed boundaries are considered as the source of a
signal. Considering the piecewise constant stress values calculated from bilinear dis-
placements as the values on the element center. For quadrilateral elements, with
known stresses on three nodes, the stress on the remaining node can be calculated by
linear interpolation. With this method, we can calculate the nodal stresses adjacent
to the boundary stresses through the rst layer of grids connected to the boundaries.
The next layer of grids adjacent to the calculated layer can be similarly propagated.
In this way, all the nodal stresses can be calculated.
Fig. A.2 shows two kinds of nodes: known nodes (stress boundary nodes) and
unknown nodes. Use
center
to denote the element-centered stress, B, C, D to denote
the known stress nodes and A to denote the unknown stress node.
A
can be obtained
by
N
A
A
=
center
N
B
B
N
C
C
N
D
D
(A.9)
148 APPENDIX A. IMPROVING STRESS CALCULATIONS
In this way, we can determine The unknown node in block 1. After block 1 is deter-
mined, the blocks with index 2 can be determined using the same algorithm. Similarly
layers of blocks can be determined sequentially.
Known Node
Unknown Node
1
2
2
3
4
3
3 4
4
5 6
5
Figure A.2: Example node description of boundary propagating technique
Assume there are n m blocks in a 2-D problem and n m l blocks in a 3-
D problem. The internal unknown nodes can be determined if there are more than
n+m+1 known nodes in the 2-D problem and more than nml+nl+ml+nm+n+m+l
known nodes in the 3-D problem. This requires that stresses are prescribed on at least
two boundary faces in the 2-D problem and three boundary faces in the 3-D problem.
Appendix B
Well Model of FEAST
In standard nite dierence reservoir simulators, the pressure is block-centered and
the block pressure can not be assumed to be equal to the wellbore pressure. These
two pressures can be related through a well model. Peaceman (1983) developed the
following basic well model under the condition of radial ow around the well.
q =
2kh
_
ln
r
0
r
w
+ s
_ (p
block
p
bh
) (B.1)
r
0
= 0.28
[(k
x
/k
y
)
1/2
y
2
+ (k
y
/k
x
)
1/2
x
2
]
1/2
(k
x
/k
y
)
1/4
+ (k
y
/k
x
)
1/4
(B.2)
where r
0
is the equivalent wellbore radius, r
w
is the wellbore radius and p
bh
is the
well bottomhole pressure. For square blocks, r
0
is 0.208x (Peaceman 1983).
In the current version of FEAST, the pressure equation is solved by the stabilized
nite element method and pressures are computed at the nodes. If use we p
node
to
denote a nodal pressure on the block containing a well and r
node
to denote the distance
from the node to the well center, the well bottomhole pressure can be calculated
directly if radial ow is assumed around the well. The layout of r
w
, r
0
and r
node
is
shown in Fig. B.1. The relationship between the ow rate, r
node
and r
w
for the nite
149
150 APPENDIX B. WELL MODEL OF FEAST
FE Node
Location of
FD Unknown
r
0
r
w
r
node
Figure B.1: Description of r
w
, r
0
and r
node
in a well block
element model can be expressed as
q =
2kh
_
ln
r
node
r
w
+ s
_ (p
node
p
bh
) (B.3)
Therefore r
0
is not needed. In the implementation, p
node
can be considered as an
average of the four nodal pressures.
A simple 2-D primary depletion case was used to demonstrate the applicability
of Eq. B.3. The size of the reservoir is 1600 by 1600 by 100 ft
3
. The isotropic
permeability is 500 md, the oil viscosity is 1.51 cp, the initial pressure is 5200 psi,
and the porosity is 0.22. A producer is located in the center with a constant ow rate
of 20000 STB/Day. In the nite element model, 21 by 21 grid was used and pressure
boundary values that vary in time are calculated from the analytical solution (Eq.
B.4) for comparison purposes. The analytical solution (Muskat 1937) for innite
acting radial ow is
p(r, t) = p
i
q
4kh
_
Ei(
c
t
r
2
4kt
)
(B.4)
where Ei is the exponential integral function. In Fig. B.2, the analytical pressure
distribution at t = 95 days is shown. p
bh,FE
is the bottomhole pressure calculated by
Eq. B.3 in the nite element model, p
block,FD
is the block pressure on r
0
(Peaceman
1983), and p
node,FE
is the pressure on the nite element node. We can see that p
bh,FE
151
and p
node,FE
are very close to the analytical solution. The slight dierences between
the numerical and the analytical results are due to the discretization errors. Hence,
Eq. B.3 is a reasonable model to relate nodal pressures and bottomhole pressure in
our nite element model.
0 20 40 60 80 100 120 140
4200
4300
4400
4500
4600
4700
4800
p
bh, FE
p
block, FD
p
node, FE
r
w
r
0
r
node
Distance to well center (ft)
P
r
e
s
s
u
r
e
(
p
s
i
)
Analytical solution
Figure B.2: Pressure distribution around the well
152 APPENDIX B. WELL MODEL OF FEAST
Appendix C
Software Design
The program developed for this thesis (Wan 2002) includes FEAST framework, Fully
Coupled Model (FCM) and Iteratively Coupled Model (ICM) described in Chapter
7. Written in standard C++, the package includes a variety of elements and models
which have been mentioned in the thesis. The overall design has been rened over
numerous iterations, either in a top-down or bottom-up fashion. So far the package
has more than 120 source les, with more than 15000 lines of code.
The discussion of software design follows the following steps:
Top-Level: Lay out the top-level design of dierent model classes, and how the
nite element modules are interfaced with nite dierence modules..
Mid-Level: Discuss the design of mid-level components, such as mesh, nodes,
elements, shape functions, and equation models.
Libraries: Describe the utility functions and linear solvers.
Directory and Files: A list of description of important classes.
The classes and their relationship can be graphically illustrated using Rumbaugh
notation (Rumbaugh et al. 1991). The classes are represented by a rectangle with the
class name inside. The relationship between the classes are represented by symbols
or lines. Following Rumbaugh notation, we can categorize these relationships into
three types:
153
154 APPENDIX C. SOFTWARE DESIGN
1. knowsa: A knows-a relationship is represented by a line between two rectan-
gles to show that an object of one class knows about that of another class.
2. isa: The is-a relationship is represented by a line with a triangle between the
classes. It is used in the case of inheritance, when an instance of one derived
class can be treated as an instance of its parent class. All of these classes which
share a common parent class are shown by lines connecting to the base of the
triangle.
3. has-a: The has-a relationship is represented by a diamond at an aggregate
class and a line from the diamond to the classes of the component objects. An
aggregate class is made up of many component objects of other classes.
C.1 Top-Level
The connections and ownership of the most basic models are described in Fig. C.1.
We are going to focus on the structure within the nite element model, and show
SimSolidIF
CpSimSolid CpSimSolidPres
FEEquaCoupled
SimSolidImplBase FEEquaSolid
Simulation
Reservoir
FEEquaFluid
Mesh
SMFE
FEEqua
Local Global
ShapeN
Figure C.1: Structure of Top-Level Models
C.2. MID-LEVEL 155
how it interfaces with the nite dierence model. Here we are going to use only
two classes, Reservoir and Simulation, to represent the nite dierence reservoir
simulator part, and the rest of the classes are nite element models. A pure vir-
tual abstract class SimSolidIF is built as an interface between the Finite Dierence
Modules (FDM) and the Finite Element Modules(FEM), and it is owned by the
Simulation class. All of the necessary functions for coupling are written in Sim-
SolidIF. SimSolidImplBase is derived class from SimSolidIF, which has objects,
such as Mesh for grid handling and FEEquaSolid as a force balance equation model
builder to implement the Jacobian and right-hand side. The pure virtual functions
within SimSolidIF are instantiated in SimSolidImplBase. There are two derived
classes from SimSolidImplBase, CpSimSoid for solving force balance equations
and CpSimSolidPres for solving force balance and pressure equations. In the -
nite element method, a dense matrix is built over an element then it is passed over
the global matrix. The classes circled by the rectangle named Local have models
for building the dense matrix and right-hand side, while the classes circled by the
rectangle named Global have all the models for building and handling the global
matrix and right-hand side. FEEqua is the base class for building the element dense
matrix, which will be assembled into the global Jacobian matrix. FEEquaSolid is
derived from FEEqua. FEEquaCoupled has two ancestors: FEEequaSolid and
FEEquaFluid.
C.2 Mid-Level
C.2.1 Mesh
The Mesh object consists of a list of Nodes, Elements and Sides. The Element
can be hexahedral, quadrilateral or triangular, therefore the corresponding Side is
quadrilateral or line respectively. An Element object includes a list of Nodes on
this element, and a list of Sides (also called faces of this element). A Side object
has a list of elements connected to the side, with maximum number of 2, and a list
of nodes. Finally a Node object has a list of Elements attached to it. In this way,
156 APPENDIX C. SOFTWARE DESIGN
a full connectivity list is built up for any type of grid, no matter if it is structured or
unstructured. The relationship between gridding related classes is illustrated in Fig.
C.2.
Mesh
Side
Element
Node
Figure C.2: Gridding Modules
C.2.2 Shape Functions
Shape functions are design in a hierarchical structure. All of the one-dimensional,
two-dimensional and three-dimensional classes are derived from ShapeN, and the
rst-order elements and second-order elements are dierentiated by rectangles in Fig.
C.3.
ShapeN
Line2
Line3
Triang3
Triang6
Quad4
Quad9
Hexa8
first-order
second-order
Figure C.3: Shape Function Modules
C.3. LIBRARIES AND SOLVERS 157
C.3 Libraries and Solvers
Two type of solvers are used for the calculations in this thesis. The rst one is a
commonly used skyline solver, a direct prole solver. The other one is a GMRES solver
in IML (Iterative Math Library) (Dongarra et al. 1996). IML is an iterative solver
package downloadable from http://math.nist.gov/iml++/. Another sparse matrix
library SparseLib++ (Pozo et al. 1996) supports the IML library. Sparselib++ can
be downloaded from http://math.nist.gov/sparselib++/.
C.4 File and Class Descriptions
C.4.1 Reservoir Simulator with Modication for Geomechan-
ical Coupling
simulation.h/.cpp:
main class to set up the Jacobian and the right-hand-side
splint.h/.cpp:
spline interpolation to give smooth curve
utility.h/.cpp:
utility functions
well.h/.cpp:
well model
reservoir.h/.cpp:
reservoir description and grid set up
block.h/.cpp:
properties for individual numerical block
158 APPENDIX C. SOFTWARE DESIGN
C.4.2 nite element development of ICM, FCM, and FEAST
conversionFactor.h:
set up the standard conversion between SI and Field units.
dataset.h:
link list
element.h/.cpp:
description of nite element elements. It includes node and side information.
error.h/.cpp:
error handling
feast.h:
header of other include les
feastDef.h:
denition of some constants.
FEEqua.h/.cpp:
the base class of the nite element equation model
FEEquaCoupled2D.h/.cpp:
two dimensional coupled nite element equation model for solid and uid
FEEquaCoupled3D.h/.cpp:
three dimensional coupled nite element equation model for solid and uid
FEEquaFluid.h/.cpp:
uid properties manipulations
C.4. FILE AND CLASS DESCRIPTIONS 159
FEEquaSolid.h/.cpp:
inherited class from FEEqua, and the base class for 2D and 3D nite element
solve of the force balance equation.
FEEquaSolid2D.h/.cpp:
2D nite element solve of force balance equation
FEEquaSolid3D.h/.cpp:
3D nite element solve of force balance equation.
GenericMatrix.h/.cpp:
base class of general matrix manipulation
Hexa8.h/.cpp:
shape function of hexahedra.
IMLSpMatrix.h/.cpp:
a wrap up matrix of sparse matrix from the IML library. This class includes all
the nite element assembly algorithms for sparse matrices.
IMLVect.h/.cpp:
a wrap up vector of vector from the IML library.
Line2.h/.cpp:
bilinear line shape function
Line3.h/.cpp:
quadratic line shape function
LinSolver.h/.cpp:
linear solver based on skyline matrix, a direct solve.
LocalMatrix.h/.cpp:
nite element dense matrix element wise
160 APPENDIX C. SOFTWARE DESIGN
localVect.h/.cpp:
nite element dense vector element wise
Material.h/.cpp:
solid material class
Node.h/.cpp:
a node of a nite element
NodeVect.h:
a link list of node object
Point.h:
a point with coordinates.
Quad4.h/.cpp:
bilinear quadrilateral shape function
Quad9.h/.cpp:
quadratic quadrilateral shape function
Quadrature.h/.cpp:
class to handle a random point of quadrature rule
ResFEA.h/.cpp:
reservoir view in nite element module
ShapeN.h/.cpp:
the base class of shape functions
Side.h/.cpp:
a nite element side, it is a quadrilateral for a hexahedral element, and a line
for a quadrilateral element
C.4. FILE AND CLASS DESCRIPTIONS 161
SimSolidIF.h:
a pure virtual base class of interface between feast and simulator
SimSolidImpBase.h/.cpp:
a derived class from SimSolidIF
SkMatrix.h:
a skyline matrix with all the assembly built in
Table.h/.cpp:
table search
Triang3.h/.cpp:
linear triangle shape function
Triang6.h/.cpp:
quadratic triangle shape function
UserData.h/.cpp:
a base class for user input data
Util.h/.cpp:
utility class
Vect.h:
a general vector class
SMFEq.h/.cpp:
equation model for stabilized mixed nite element method with bilinear ele-
ments
SMFEqdp.h/.cpp:
equation model for stabilized mixed nite element with quadratic velocity and
discontinuous bilinear pressure
162 APPENDIX C. SOFTWARE DESIGN
SMFEqdp91.h/.cpp:
equation model for stabilized mixed nite element with quadratic velocity and
discontinuous pressure
CDQTwo.h/.cpp:
detailed equation model for pressure-displacement formulation method in 2D
FEPSQT.h/.cpp:
detailed equation model for pressure-displacement-velocity formulation
CDQT3D.h/.cpp:
detailed equation model for pressure-displacement formulation in 3D
CpSimSolid.h/.cpp:
drive class for iteratively coupled and fully coupled model
CpSimSolidPres.h/.cpp:
drive class for fully coupled feast method
For information about the input le format and program details, refer to the users
manual, which is included in the package (Wan 2002)