An Efficient Implicit-Pressure/Explicit-
Saturation-Method-Based Shifting-Matrix
Algorithm To Simulate Two-Phase,
Immiscible Flow in Porous Media With
Application to CO2 Sequestration in the
Subsurface
Amgad Salama, Shuyu Sun, and M.F. El-Amin, King Abdullah University of Science and Technology
Summary
The flow of two or more immiscible fluids in porous media is
widespread, particularly in the oil industry. This includes second-
ary and tertiary oil recovery and carbon dioxide (CO2) sequestra-
tion. Accurate predictions of the development of these processes
are important in estimating the benefits and consequences of the
use of certain technologies. However, this accurate prediction
depends—to a large extent—on two things. The first is related to
our ability to correctly characterize the reservoir with all its com-
plexities; the second depends on our ability to develop robust
techniques that solve the governing equations efficiently and
accurately. In this work, we introduce a new robust and efficient
numerical technique for solving the conservation laws that govern
the movement of two immiscible fluids in the subsurface. As an
example, this work is applied to the problem of CO2 sequestration
in deep saline aquifers; however, it can also be extended to incor-
porate more scenarios. The traditional solution algorithms to this
problem are modeled after discretizing the governing laws on a
generic cell and then proceed to the other cells within loops.
Therefore, it is expected that calling and iterating these loops mul-
tiple times can take a significant amount of computer time.
Furthermore, if this process is performed with programming lan-
guages that require repeated interpretation each time a loop is
called, such as Matlab, Python, and others, much longer time is
expected, particularly for larger systems. In this new algorithm,
the solution is performed for all the nodes at once and not within
loops. The solution methodology involves manipulating all the
variables as column vectors. By use of shifting matrices, these
vectors are shifted in such a way that subtracting relevant vectors
produces the corresponding difference algorithm. It has been
found that this technique significantly reduces the amount of cen-
tral-processing-unit (CPU) time compared with a traditional tech-
nique implemented within the framework of Matlab.
Introduction
Problems related to flow and transport in porous media span a
large spectrum of scales, from pore-related applications to large-
scale reservoirs. Furthermore, although the governing conserva-
tion laws describing phenomena occurring in porous media are
relatively simple (e.g., in comparison with those related to flow
and transport in fluids), they present difficulties characteristic of
the complexity of porous media. Probably the most obvious one is
our inability to give complete detailed microscopic description of
any naturally occurring porous media. Moreover, even at the mac-
Copyright V
C 2013 Society of Petroleum Engineers
This paper (SPE 163140) was accepted for presentation at the Carbon Management
Technology Conference, Orlando, Florida, USA, 7–9 February 2012, and revised for
publication. Original manuscript received for review 4 May 2012. Revised manuscript
received for review 7 September 2012. Paper peer approved 19 December 2012.
1092
roscale (i.e., the scale at which the continuum approach may
apply) (Salama and Van Geel 2008a, b), we are faced with the
spatial heterogeneity of porous media, which makes characteriza-
tion of the domain structure difficult. In this case, finer mesh
would generally be required to accurately capture the fine details
of processes taking place in a given porous-medium domain. If
the size of the domain is large (e.g., in oil reservoirs), a much
larger system of equations would have to be solved simultane-
ously, which would generally require larger computing resources
and execution time. It remains important, therefore, to design
computer algorithms in the most efficient way possible to reduce
CPU time. In the past few decades, a number of computer lan-
guages, such as Python and Matlab (fourth-generation program-
ming languages), have gained popularity among researchers and
engineers. These languages show a steady increase in the number
of users compared with traditional programming languages (e.g.,
Fortran, C, Cþþ) because of the relatively easy interface, the
run-time graphical display of results, the ease of manipulation of
matrices and vectors, andother features. The major difference
between these two classes of programming languages is that the
former do not produce an executable file. In other words, each
time a script is executed, it must go through an interpretation pro-
cess. Furthermore, if the script contains loops, repeated interpreta-
tion would be required every time the loop is called. One can
imagine how much computer time this can take, particularly for
larger, time-dependent problems. The latter category, on the other
hand, does not have the same shortcoming because the languages
produce an executable file, and no further interpretation would be
required. It is important when using these programming languages
to minimize the use of loops, which is the most time-consuming
part of code execution.
In this work, we develop a new technique that makes the exe-
cutable time of codes written by Matlab, Python, and others
comparable with those of the other high-level programming lan-
guages. The main essence of this approach is to replace spatial-
loop operations with matrix operations. In other words, within
temporal loops, all the calculations are performed using matrix
operations rather than inside loops. In this case, in the framework
of the finite-difference method, all the difference operations for
all the cells are performed all at once using matrices rather than
within loops. This technique was first developed by Sun et al.
(2012) and shows significant reduction in execution time, particu-
larly for larger systems. In this work, we apply this technique to
the problem of two-phase, immiscible flow in porous media with
application to CO2 sequestration in the subsurface.
CO2 sequestration is one of the most attractive methods to
reduce the amount of CO2 in the atmosphere by injecting CO2
into deep geologic formations. Currently, a number of pilot proj-
ects for CO2 sequestration are in operation around the world,
including that in Weyburn, Canada; in Salah, Algeria; in Sleipner,
Norway; in Frio, Texas, USA; in Qinshui basin, China; and in
December 2013 SPE Journal
 Larger
porosity
Smaller Medium
porosity porosity
Fig. 1—Porosity requirements for suitable CO2-sequestration
sites (from www.ifpenergiesnouvelles.com).
Yubari, Japan (Salama and Van Geel 2008b). On the other hand,
CO2 sequestration may combine with enhanced-oil-recovery
(EOR) schemes (Blunt et al. 1993; Jessen et al. 2005; Metz et al.
2005; Alavian and Whitson 2009; Carneiro 2009; Gaspar Ravag-
nani et al. 2009; Ferguson et al. 2010; Sbai and Azaroual 2010).
Some studies suggest that the CO2-EOR scheme is able to increase
oil production by 7 to 23% of the original oil in place (Martin and
Taber 1992; Todd and Grand 1993; Holt et al. 1995, 2000; Taber
et al. 1997; Jahangiri and Zhang 2010). Hence, the CO2-EOR
scheme has the double benefit of improving oil production and
reducing the amount of CO2 in the atmosphere. Three types of geo-
logical formations have potential for long-term storage of CO2.
These include depleted oil and gas reservoirs, deep coalbeds, and
deep saline aquifers (Carneiro 2009). Certain requirements, how-
ever, need to be fulfilled for a site to be suitable for CO2 sequestra-
tion. This includes higher porosity (Fig. 1), which is related to
storage capacity, and freedom from faults and fractures. In sum-
mary, the potential sites should satisfy the suitability, inventory,
safety, and capacity (Taber et al. 1997). The injection of CO2
requires at least a depth of approximately 800 m (Bielinski 2007;
Burruss et al. 2009) to ensure that CO2 is injected into the forma-
tions in supercritical state, in which CO2 exists above its critical
temperature and pressure. This enables higher density of CO2 and
therefore increased capacity. However, the density of CO2 at these
conditions is still less than that of the surrounding brine solution.
As a consequence, because of the density difference, CO2 will tend
to rise buoyantly until it reaches a structural trap or physical bar-
rier; see Fig. 2. The caprock is shaped as a dome and usually it can
contain a large amount of the injected CO2 for long-term retention.
The caprock should have low permeability to ensure that the
injected CO2 does not spread rapidly toward the surface. There are
four mechanisms to trap the injected CO2 for long-term storage:
structural (stratigraphic) trapping, residual-fluid trapping, solubil-
ity trapping, and mineral trapping. Structural trapping is the most
widely used method: The injected CO2 plume migrates upward
until it reaches the caprock, where it becomes trapped for longer
period of time. The residual-fluid trapping mechanism, on the other
hand, refers to the trapping of CO2 as immobile gas in the pore
space. The next mechanism is solubility trapping, in which the
injected CO2 dissolves in brine (salty water) such that the resulting
mixture has higher density than the surrounding brine, so the satu-
rated brine sinks to the bottom of the geological formations. The
last mechanism is mineral trapping. The basic idea of this mecha-
nism is that CO2 will produce weak carbonic acid (such as mineral
water) when it is dissolved in water. The weak acid reacts with the
minerals of the rock, forming solid carbonate minerals.
Modeling of CO2 injection is helpful to assess the behavior of
the CO2 plume upon injection and the storage capacity of the res-
ervoir. Numerical investigation of CO2 injection has been the
focus of many research works in recent years (Izgec and Demiral
2005; Bielinski 2007; Doughty 2007; Sasaki et al. 2008; Alavian
and Whitson 2009; Carneiro 2009; Hayek et al. 2009; Nasrabadi
et al. 2009; Sifuentes et al. 2009; Sun and Firoozabadi 2009; Liu
et al. 2010; Moortgat et al. 2010; Nghiem et al. 2010; Sbai and
Azaroual 2010; Thomas and Wheeler 2011). Some studies per-
December 2013 SPE Journal
Fig. 2—Buoyancy force leads CO2 plume to move upward (from
www.ifpenergiesnouvelles.com).
formed in modeling CO2 injection consider only gravity while
neglecting capillarity (Bielinski 2007; Liu et al. 2010; Nghiem
et al. 2010). In contrast, other studies show little difference
between the results with and without capillarity (Altundas et al.
2010). Hoteit and Firoozabadi (2008) show that capillarity could
be neglected, especially in a homogeneous domain (however, not
in a heterogeneous domain).
The most well-known method used to numerically solve the
flow of two-phase incompressible and immiscible fluids in porous
media is the IMplicit Pressure/Explicit Saturation (IMPES)
method (Chen et al. 2004; Kou and Sun 2010a, b; Negara 2011).
In this scheme, the pressure equation is evaluated implicitly and
the saturation equation is solved explicitly. We adapt this scheme
to the problem when both phases are considered compressible. In
this study, both capillary pressure and gravity are taken into con-
sideration. The motivation for this study is, therefore, to investi-
gate the flow behavior of a supercritical, compressible CO2 plume
in the subsurface. We simulate the early stage of CO2-plume
migration, considering only the structural-trapping mechanism.
Governing Equations
The adaptation of the continuum hypothesis to transport phenom-
ena in porous media allows the description of conservation laws
in the form of differential equations. This may be successful pro-
vided that certain conditions and length-scale constraints are satis-
fied (Salama and Van Geel 2008a, b). In this work, we consider
the injection of supercritical CO2 into a rectangular domain meas-
uring 100  50 m and saturated initially with brine. Because the
density of the injected CO2 is less than that of the brine solution,
the CO2 plume will tend to move upward because of buoyancy
forces. As indicated earlier, suitable sites for CO2 sequestration
possess certain features, including the existence of caprock, to
allow for long-term storage. In this work, different injection sce-
narios are considered, including injection from both vertical and
horizontal wells. Furthermore, because this work focuses on simu-
lating the early-time plume movement, structural trapping is con-
sidered and solubility trapping is neglected. This assumption may
be valid because of the different time scales involved for plume
advancement and solubility capture of CO2. We adopt the shift-
ing-matrix technique, Sun et al. (2012), which proves to be effi-
cient in numerically solving the governing set of partial-
differential equations. The equations are defined for this system as
follows. The mass-conservation equation for both phases is
@/qn Sn
þ r  qn vn ¼ qn : . . . . . . . . . . . . . . . . . . . . . ð1Þ
@t
@/qw Sw
þ r  qw vw ¼ qw ; . . . . . . . . . . . . . . . . . . . . . ð2Þ
@t
together with Darcy’s laws
vn ¼ k krn =ln ðrpn  qn grzÞ . . . . . . . . . . . . . . . . ð3Þ
vw ¼ k krw =lw ðrpw  qw grzÞ; . . . . . . . . . . . . . . . ð4Þ
1093
and the constraints relations Let kn ¼ krn =ln and kw ¼ krw =lw be the mobilities of the
nonwetting and the wetting phases, respectively. The total mobil-
Sn þ Sw ¼ 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ð5Þ ity is, thus, defined as

pc ¼ pn  pw : . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ð6Þ kt ¼ kn þ kw : . . . . . . . . . . . . . . . . . . . . . . . . . . . . ð16Þ

When the compressibility of the phases and the nonlinearity of We define the fractional flow of the two phases as
relative permeability and/or capillary pressure are pronounced,
the two saturation equations (Eqs. 1 and 2) need to be solved im- fn ¼ kn =kt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ð17Þ
plicitly. In other words, there is no need to add these two equa-
tions as is suggested by the IMPES algorithm. For the case in fw ¼ kw =kt : . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ð18Þ
which there is no external loading, and the grains of the porous
medium are incompressible but not stationary, the first term in the Therefore, the second term on the left-hand side of Eq. 11 may
mass-conservation equation for the a-phase may be expanded as be written as
@/qa Sa @Sa @q @/
¼ /qa þ /Sa a þ qa Sa ; . . . . . . . . . . ð7Þ 
1 1
r  k½qn fn kt ðrpn  qn grzÞ  r
@t @t @t @t qn qw
or
 k½qw fw kt ðrpn  pc  qw grzÞ: . . . . . . . . . . . . ð19Þ
@/qa Sa @pa @pa @Sa
¼ /Sa qa cf ;a þ q a S a cr þ /qa : . . . . ð8Þ
@t @t @t @t Let na ¼ qa fa kt k and a ¼ n; w, and 19 further reduces to
 
1 @qa 1 1 1
In this formula, cf ;a ¼ is the a-phase compressibility,  r  nn rpn  r  nw rpn þ r  nw rpc
qa @p qn qw qw
cr ¼ @e=@r ffi @/=qa is the rock compressibility where e is the 1 1
volumetric strain and r is the effective stress. A typical value of þ r  nn qn grz þ r  nw qw grz :       ð20Þ
rock compressibility at depths similar to those suggested for CO2 qn qw
sequestration is on the order of 10–11 Pa–1 (Neuzil 1986), whereas
it is for supercritical CO2 on the order of 10–9 Pa–1 (Law and Eq. 9 therefore reduces to
Bachu 1996; Span and Wagner 1996). Apparently, the compressi-    
@pn @pc
bility of CO2 is quite small; however, it is orders of magnitudes /ðSn cf ;n þ Sw cf ;w Þ  /Sw cf ;w
larger than that of the rock mass. Therefore, rock compressibility @t @t
   
can be neglected in the CO2-rich zone. Under these conditions, 1 1 1
 r  nn rpn þ r  nw rpn þ r  nw rpc
one may still be able to consider the IMPES algorithm if certain qn qw qw
approximations are considered.  
1 1
Adding Eqs. 1 and 2, by use of Eq. 5, and neglecting rock þg r  nn qn rz þ r  nw qw rz ¼ q~t :       ð21Þ
compressibility, one obtains qn qw

X 1 @ X 1 X qa Let c ¼ /ðSn cf ;n þ Sw cf ;w Þ, and Eq. 21 reduces to

ðqa /Sa Þ þ r  ðqa va Þ ¼ . . . . ð9Þ    
q
a¼w;n a
@t q
a¼w;n a
q
a¼w;n a @pn 1 1 1
c ¼ r  nn rpn þ r  nw rpn  r  nw rpc
X @Sa X /Sa @qa X 1 X qa @t q qw q
/ þ þ r  ðqa va Þ ¼ n  w 
@t q @t q q 1 1 @pc
a¼w;n a¼w;n a a¼w;n a a¼w;n a þ q~t  g r  nn qn rz þ r  nw qw rz þ /Sw cf ;w :
qn qw @t
                   ð10Þ
                   ð22Þ
X @pa X 1 X qa
/Sa cf ;a þ r  ðqa va Þ ¼ : . . . . ð11Þ The term involving the time derivative of the capillary pres-
a¼w;n
@t q
a¼w;n a
q
a¼w;n a
sure can be written as
By use of Eq. 6, the first term in the left side of Eq. 11 may be @Sw
expanded as /Sw cf ;w p0c ; . . . . . . . . . . . . . . . . . . . . . . . . . . . ð23Þ
@t
@pn @pn @pc where p0c ¼ @pc =@Sw . Two approaches may be introduced to deal-
/Sn cf ;n þ /Sw cf ;w  /Sw cf ;w ; . . . . . . . . . .ð12Þ
@t @t @t ing with this term. In the first approach, one may obtain @Sw =@t
from the two previous timesteps (time-lagged technique). In the
or second approach, one may substitute Eq. 2 into Eq. 23 (Kou and
@pn @pc Sun 2010a). The density and compressibility of CO2 at the given
/ðSn cf ;n þ Sw cf ;w Þ  /Sw cf ;w : . . . . . . . . . . . . ð13Þ pressure values can be obtained from any equation-of-state
@t @t
(EOS); in this work, however, we used the Peng-Robinson EOS.
By use of Eqs. 3, 4, and 6, the second term of Eq. 11 may, like- Apparently, if we consider a diagonal permeability tensor and the
wise, be expanded to compressibility of the two phases is ignored, Eq. 22 reduces to
  @
1 qn k krn 1 r  kt krpn ¼ r  fw kt k rpc þ g kt kðqn fn þ qw fw Þ  q~t :
 r ðrpn  qn grzÞ  r @z
qn ln qw
                     ð24Þ
q k krw
 w ðrpn  pc  qw grzÞ : . . . . . . . . . . . . . ð14Þ
lw We introduce (Hayek et al. 2009)
Sn  Srn
The last term in Eq. 9 can also be expanded to Sen ¼ . . . . . . . . . . . . . . . . . . . . . . . . .ð25Þ
1  Srn  Srw
qn qw 2þk
þ ¼ q~n þ q~w ¼ q~t : . . . . . . . . . . . . . . . . . . . . . ð15Þ krn ðSen Þ ¼ S2en ½1  ð1  Sen Þ k  . . . . . . . . . . . . . . . ð26Þ
qn qw

1094 December 2013 SPE Journal


i, j +1
i, j i +1, j
z as
x þ Aði; i þ 1Þpði þ 1Þ þ Aði; i þ mÞpði þ mÞ ¼ bðiÞ:
Fig. 3—Illustration of variables on a generic cell.
2þ3k
krw ðSen Þ ¼ ð1  Sen Þ k . . . . . . . . . . . . . . . . . . . . . ð27Þ
Sn
pc ¼ p0c ð1  þ bc Þmc : . . . . . . . . . . . . . . . . . ð28Þ
1  Srw
These equations together with the appropriate boundary condi-
tions represent a closed system that may be solved to obtain satu-
ration of the a-phase with time.
Solution Methodology
As indicated, the previously discussed equations (Eqs. 25 through
29) are solved using the IMPES algorithm (Chen et al. 2006), in
which the pressure field at the new timestep is obtained using the
saturation from the previous timestep. The traditional solution
methodology is to discretize the previously mentioned equations
(Eqs. 25 through 29) on a generic cell and obtain the solution for
all the cells within loops. In programming languages that require
repeating interpretation each time a loop is called (e.g., Matlab,
Python), exhaustively longer time is required, particularly for
larger systems, which limits the usefulness of such algorithms (as
explained previously). We apply the shifting-matrix technique, in
which the solution is sought for all the cells at once using matrix
operations rather than loops. This technique significantly reduces
the CPU time and simplifies the use of boundary conditions. A set
of comparison examples on the accuracy and efficiency of this
technique can be found in Sun et al. (2012).
Traditional Programming Algorithms. Traditionally, the pres-
sure field at the cell’s center as well as the velocity field at the
edge centers surrounding each cell are usually saved in arrays
characterized by number of indices, which are as many as the
dimensions of the space. All discussion in this paper applies to the
three spatial dimensions; however, for convenience of presenta-
tion, we consider two dimentions in our example here. Therefore,
in our 2D problem the unknown pressure field, P(i,j), and the
phase saturations, S(i,j), are saved in m  n matrices, where m
is the number of segments in the x-direction and n is the number
of segments in the y-direction. Likewise, the velocity field, ux(i,j)
and uy(i,j), are saved in arrays of dimensions (m þ 1),n and
m,(n þ 1), respectively. The difference scheme is usually per-
formed on a generic cell, as shown in Fig. 3, and the discretization
of the various terms is achieved using a cell-center finite-differ-
ence scheme to satisfy conservation of mass.
As an example, in the traditional numerical approach, over the
generic cell shown in Fig. 3, the pressure equation (e.g., for single-
phase flow in porous media) (i.e., r  Krp ¼ q) is discretized as
piþ1;j  pi;j pi;j  pi1;j
 to generate average values between adjacent cell information, for
Dxi Dxi1
 k xx
Dx
pi;jþ1  pi;j pi;j  pi;j1
 ples of the different shifting operations. The construction of these
Dyj Dyj1
 k yy ¼ qi;j ;            ð29Þ
Dy
December 2013 SPE Journal
which may be simplified as
Aði; j  1Þpði; j  1Þ þ Aði  1; jÞpði  1; j; i; jÞ
þ Aði; j; i; jÞpði; jÞ þ Aði þ 1; j; i; jÞpði þ 1; jÞ
þ Aði; j þ 1; i; jÞpði; j þ 1Þ ¼ bði; jÞ:             ð30Þ
Here, i ¼ 1,m and j ¼ 1, n, where m and n are the number of
segments in the x- and y-directions, respectively. Note that differ-
ent equations will be used for the boundary cells and the corner
cells. In the global grid, the pressure and the source term are
indexed by one index and the above equation (Eq. 31) is modified
Aði; i  mÞpði  mÞ þ Aði; i  1Þpði  1Þ þ Aði; iÞpðiÞ
                   ð31Þ
Note that the index i in the global system ¼ {1,2,…mn}. These
expressions generate the matrix of coefficients and the right side
vector of the form Ap ¼ b, which may be solved numerically to
obtain the pressure field. The velocity field is backed up using
Darcy’s law. A pseudocode is shown to highlight the temporal
and spatial loops used for the pressure equation:
Sat ¼ sat_Initial
time ¼ 0.0
for i ¼ 1,mn
A(i,i – m) ¼
A(i,i – 1) ¼
A(i,ij) ¼
A(i,i þ 1) ¼
A(i,i þ m) ¼
b(i) ¼
end
… … … … … … … … … ….
… … … … … … … … … ….
time ¼ time þ Dt
… … … … … … … … … ….
continue
It is clear that within the temporal loop, there exists a nested
loop over the local indices i and j or the global index i. As
explained previously, this would require an nm repeated interpre-
tation process and create an exhaustively longer CPU time, partic-
ularly for larger systems. In this work, we generalize a technique
that was developed by Sun et al. (2012), which replaces all the
spatial loops with matrix operations, which is much faster.
The Shifting-Matrix Technique
For the sake of illustration, consider the unknown cell-center pres-
sure data, which are saved in the 2D array, P(i,j), as shown:
2 3
Pð1; 1Þ Pð1; 2Þ    Pð1; nÞ
6 7
Pði; jÞ ¼ 4 ... ..
. 5 : . . . ð32Þ
Pðm; 1Þ Pðm; 2Þ  Pðm; nÞ mn
The first step is to reshape this matrix into a column vector.
Shifting this column vector up and down by inserting zeros at cer-
tain locations corresponding to boundary edges will result in the
new column vectors, larger by the size of boundary terms (i.e.,
mn þ n and mn þ m). Several useful operations may be performed
using this shifting process. For example, subtracting these new vec-
tors will generate the difference scheme, which is required in the fi-
nite-difference algorithms. Adding these new vectors may be used
example, as will be detailed later. The shifting process is performed
by the use of special shifting matrices. Appendix A shows exam-
matrices is rather simple; Appendix B contains Matlab scripts for
the construction of these matrices in just a few lines.
1095
 2  3
Cell-to-Face Shifting Matrices. We define the matrix AE 2 I11
f0; 1gðmþ1Þnmn , which we call the east-side shifting matrix, such 6 7
6 0m1 7
that 6   7
2 3 6 I11 7
 6 7
01m 6 0m1 7
6 I 7 6 7
BW ¼ 6 7
6 mm 7 6 7
6   7 6 7
6 0 1m 7 6 .. 7
6 7 6 7
6 I 7 6 . 7
6 mm 7 4 I11 5
AE ¼ 6 7 :
6 7 0m1
6 7 ðmþ1Þnn
6 .. 7
6 . 7                    ð38Þ
6 7
4 01m 5
Imm BN 2 f0; 1gmðnþ1Þ m
ðmþ1Þnmn
 
                   ð33Þ ð0mnm Þ
BN ¼ . . . . . . . . . . . . . . . . . . . . ð39Þ
ðImm Þ mðnþ1Þ m
Multiplying the pressure, P, by the shifting matrix AE results
in a new column vector, AEP, of size (m þ 1)n. This column vec- BS 2 f0; 1gmðnþ1Þm
tor contains n more entries, which are zeros. These extra elements  
will be filled with information at the boundary, as will be shown ðImm Þ
BS ¼ : . . . . . . . . . . . . . . . . . . . . ð40Þ
later. That is to say, the operation of AE on cell-centered informa- ð0mnm Þ mðnþ1Þm
tion vectors maps these vectors (mn components) to a higher
space of dimension (m þ 1)n. Likewise, we construct three more We also define a pressure-boundary and velocity-boundary flag
shifting matrices toward the west, AW, the north, AN, and the vector. These column vectors define the kind of boundary condi-
south, AS, directions: tions assigned to the faces. Appendix A shows a graphical repre-
sentation of the operation of these shifting matrices on the
AW 2 f0; 1gðmþ1Þn  mn pressure vector.
2  3
Imm
6 0 7
6 1m 7 Implementations. In cases when the compressibility of CO2 may
6   7
6 Imm 7 be ignored, the time-derivative terms in Eq. 22 vanish and a time-
6 7 independent equation in the pressure only appears (i.e., Eq. 23).
6 01m 7
6 7 Discretizing this equation using the cell-centered finite-difference
AW ¼ 6 7
6 7 scheme would require the permeability, the mobility, and the frac-
6 7
6 .. 7 tional flows, which are defined at the cell’s center, to be determined
6 . 7
6 7 at the midedges on the basis of the harmonic mean formulation by
4 Imm 5
use of the properties in the two adjacent cells sharing the same
01m ðmþ1Þn  mn edge. It is also possible to consider the upwind scheme in solving
                   ð34Þ this problem. In this scheme, the properties are evaluated on the ba-
sis of the direction of the velocity vector.
AN 2 f0; 1gmðnþ1Þ; mn The numerical algorithm would, generally, reformulate the
pressure equation (Eq. 22) into a set of algebraic equations that
 
ð0mmn Þ may be written in a matrix form as:
AN ¼ . . . . . . . . . . . . . . . . . . ð35Þ
ðImnmn Þ mðnþ1Þ  mn f½M  Dt½A1   Dt½A2 gptþ1
n ¼ ½Mptn  Dt½A2 ptc
AS 2 f0; 1gmðnþ1Þ; mn þ Dtqt  DtG þ ½Nðptc  pt1
c Þ:            ð41Þ
 
ðImnmn Þ To evaluate these matrices using the shifting-matrix technique,
AS ¼ : . . . . . . . . . . . . . . . . . . . ð36Þ
ð0mmn Þ mðnþ1Þ  mn the following set of operators (namely, the sum operator and the
difference operator) are defined:
The transposition of these matrices, on the other hand, maps
face-centered information vectors to a lower-dimension space Sum EW ¼ AW þ AE þ BE ½diagðisBdryEÞ BTE AE
with dimensions equal to the number of cells (i.e., mn).
Furthermore, boundary data are also shifted using boundary- þ BW ½diagðisBdryWÞBTW AW . . . . . . . . . . ð42Þ
shifting matrices defined as
Sum NS ¼ AN þ AS þ BN ½diagðisBdryNÞBTN AN
BE 2 f0; 1gðmþ1Þn  n :
þ BS ½diagðisBdrySÞBTS AS . . . . . . . . . . . . . ð43Þ
2  3
0m1
6 I 7 Diff EW ¼ AW  AE þ BE ½diagðisBdryEÞBTE AE
6 11 7
6   7  BW ½diagðisBdryWÞBTW AW . . . . . . . . . . ð44Þ
6 0m1 7
6 7
6 I11 7
6
BE ¼ 6
7 Diff NS ¼ AS  AN þ BS ½diagðisBdrySÞBTS AS
7
6 7
6 7  BN ½diagðisBdryNÞBTN AN : . . . . . . . . . . . ð45Þ
6 .. 7
6 . 7
6 7
4 0m1 5 In Eqs. 43 through 46, isBdryE is a vector of ones (size n) that
I11 defines the east boundary edges; likewise for the other boundaries.
ðmþ1Þn  n
The sum operator adds the information at the cell center of two
                   ð37Þ adjacent cells and assigns it to the shared edge, with the boundary
edges assigned twice the information of the adjacent cells. On the
BW 2 f0; 1gðmþ1Þnn
other hand, the difference operator subtracts information at the

1096 December 2013 SPE Journal

center of two adjacent cells and likewise assigns it to the shared Finally, the matrix ½N is defined as
edge, with the boundary edges assigned zero.
Furthermore, we define differential operators as ½N ¼ diagð/Sw cf ;w Þ: . . . . . . . . . . . . . . . . . . . . . . . . ð54Þ
Diffrn EW ¼ AW  AE þ BE diagðisNumEÞ BTE AE Substituting these matrices into Eq. 40, one could obtain the
 BW diagðisNumWÞ BTW AW . . . . . . . . ð46Þ new pressure field at the new timestep. By use of Eqs. 3 and 4,
one obtains the velocity fields, and by solving Eq. 1, the saturation
Diffrn NS ¼ AS  AN þ BS diagðisNumSÞ BTS AS field is obtained. It is to be noted that the saturation equation is
solved using the upwind scheme. In this scheme, na is not eval-
 BN diagðisNumNÞ BTN AN ; . . . . . . . . . .ð47Þ uated at the midedges; instead, it is evaluated at the center of the
cells on the basis of the direction of the velocity vector, and it
where diag implies a diagonal matrix and isNumE is a logical vec- could also be performed using the shifting-matrix technique. To
tor of size n that defines that part of the east boundary that is do so, we define
assigned as a Neumann boundary condition; likewise for the other
boundaries. These operators construct the difference equations for qa;W ¼ AW qa þ BE qBa;E . . . . . . . . . . . . . . . . . . . . ð55Þ
all the cells as depicted in the cell-centered finite-difference
method. Applying these operators on the terms defining the right- qa;E ¼ AE qa þ BW qBa;W . . . . . . . . . . . . . . . . . . . . . ð56Þ
hand side of Eq. 22, for example the term ðr  na rpa Þ, as follows,
qa;N ¼ AN qa þ BS qBa;S . . . . . . . . . . . . . . . . . . . . . ð57Þ
For the coefficient na ¼ qa fa kt k, it is important to note that
qa ; fa ; kt , and k are defined at the center of the cells and they are qa;S ¼ AS qa þ BN qBa;N . . . . . . . . . . . . . . . . . . . . . ð58Þ
to be evaluated at the cell faces using the harmonic mean formula.
As an example, consider the harmonic mean n a;xx evaluated at the where qa is the cell-center value of the density and qBa;E , qBa;W ,
east edge of the 2D cell shown in Fig. 3: qBa;S , and qBa;N are the prescribed values at the east, west, south,
Dxi þ Dxiþ1 and north boundaries, respectively. The advection term in Eq. 1,
n a;xx ðiÞ ¼ : . . . . . . . . . . . . . . . ð48Þ therefore, takes the form
Dxi Dxiþ1
þ
na;xx ðiÞ na;xx ði þ 1Þ diagðuþ 
x Þqa;E þ diagðux Þqa;W : . . . . . . . . . . . . . . . . . . ð59Þ
For all the edges, this can be obtained using the aforemen- Similarly, the third term takes the form
tioned operators:
Sum EWðdxÞ diagðuþ 
y Þqa;N þ diagðuy Þqa;S . . . . . . . . . . . . . . . . . . .ð60Þ
n a;xx ¼   ; . . . . . . . . . . . . . . . . . . . . ð49Þ
dx
Sum EW where uþ x is the x-component velocity in the positive x-direction
na;xx and ux , likewise, is the x-component velocity in the negative x-
dx direction; the y-direction velocity components are similarly organ-
where dx and are column vectors and the division is performed
na ized. The advection term in Eq. 1 may, be evaluated as
elementwise (this is performed in Matlab using the dot slash oper-  
ator). After preparing the coefficients, discretizing the terms for 1
diag ðAE  AW ÞT ½diagðuþ 
x Þqa;E þ diagðux Þqa;W 
the pressure produces a matrix of coefficients and boundary terms dx
 
that may be moved to the right-hand side, such that 1
  þ diag ðAN  AS ÞT ½diagðuþ 
y Þqa;N þ diagðuy Þqa;S 
1 dy
MatA ¼ diag ðAE  AW ÞT diagðn a;xx Þ
dx                    ð61Þ
    or
2 1
diag Diffrn EW þ diag ðAN  AS ÞT  
Sum EWðdxÞ dy 1
  ðAE  AW ÞT ½diagðuþ B
2 diag x ÞðAE qa þ BW qa;W Þ
diagðn a;yy Þ diag Diffrn NS:         ð50Þ dx
Sum NSðdyÞ þ diagðu B
x ÞðAW qa þ BE qa;E Þ
 
MatA defines the two matrices ½A1  and ½A2 , and the only dif- 1
ference between them is the matrix diagðn a Þ, which depends on the þ diag ðAN  AS ÞT f½diagðuþ B
y ÞðAN qa þ BS qa;S Þ
dy
phases n, w. The corresponding boundary terms are determined as
  þdiagðu B
y ÞðAS qa þ BN qa;N Þg ¼ Aadv qa  b
1
b ¼ diag ðAE  AW ÞT diagðn a;xx Þ                    ð62Þ
dx
 
2 Therefore, the advection matrix may be written as
 diag ðBE PE  BW PW Þ þ BE uE  BW uW  
Sum EWðdxÞ 1
  Aadv ¼ diag ðAE  AW ÞT ½diagðuþ 
1 x ÞAE þ diagðux ÞAW 
þ diag ðAN  AS ÞT diagðn a;yy Þ dx
dy  
  1
2 þ diag ðAN  AS ÞT ½diagðuþ 
y ÞAN þ diagðuy ÞAS ;
 diag ðBN PN  BS PS Þ þ BN uN  BS uS dy
Sum NSðdyÞ                    ð63Þ
                   ð51Þ
and the right side as
The matrix ½M is determined as  
1
badv ¼ diag ðAE  AW ÞT
½M ¼ diagðcÞ: . . . . . . . . . . . . . . . . . . . . . . . . . . . . ð52Þ dx
 ½diagðuþ B  B
x ÞBW qa;W þ diagðux ÞBE qa;E 
The term that involves the gravity may be given as  
1
  diag ðAN  AS ÞT f½diagðuþ B  B
y ÞBS qa;S þ diagðux Þ BN qa;N g:
1 dy
Ga ¼ g diag ðAN  AS ÞT n a;yy : . . . . . . . . . . . ð53Þ
qa dy                   ð64Þ

December 2013 SPE Journal 1097

 50 50 50 50 50
45 45 45 45 45
40 40 40 40 40
35 35 35 35 35
30 30 30 30 30
25 25 25 25 25
20 20 20 20 20
15 15 15 15 15
10 10 10 10 10
5 5 5 5 5
0 0 0 0 0
0 5 10 15 0 5 10 15 20 0 5 10 15 20 25 0 5 10 15 20 25 30 0 5 10 15 20 25 30
1 year 2 years 3 years 4 years 5 years

Fig. 4—Evolution of CO2 plume in homogeneous porous-medium domain injected at the bottom-left corner of a 2D rectangular
domain.

Therefore, the saturation equation may be given as next, we consider injection from a vertical well in the middle of
the domain; and in the third case, we consider injection at the bot-
@Sa @pa tom boundary as an example of a horizontal well. The rock is con-
/qa ¼ qa  /Sa qa cf ;a  r  qa va . . . . . . . . . . ð65Þ
@t @t sidered initially fully saturated with water, and CO2 is injected at
@Sa @pa the bottom-left corner with a constant inflow rate. On the right
½‘ ¼ qa  ½J   Aadv qa  badv . . . . . . . . . . . ð66Þ boundary, a constant pressure is imposed. The top and the bottom
@t @t
boundaries are considered impermeable. Fluid-property parame-
where ½‘ and ½J  are diagonal matrices representing the given ters such as the densities, viscosities, residual saturations, and rel-
coefficients and may be solved to update the saturation. ative permeability are taken on the basis of Hayek et al. (2009).
In the first case, a 2D, homogeneous rectangular domain of
100  50 m is considered. The domain is discretized into a uni-
Numerical Examples form 100  100 mesh. The permeability of the entire medium is
In this work, we consider several examples of CO2 injections. In taken as 1 md. As indicated earlier, the rock is initially fully satu-
the first case, we consider injection from the bottom-left corner; rated with water. Then, CO2 is injected into the domain at the

35 35 35 35

30 30 30 30

25 25 25 25

20 20 20 20

15 15 15 15

10 10 10 10

5 5 5 5

5 10 15 5 10 15 5 10 15 5 10 15
Time = 9 months 1.5 years 2.5 years 4 years

Fig. 5—Evolution of CO2 plume in homogeneous porous-medium domain injected at the middle of a 2D rectangular domain.

40
35
30
30
25
25 25
20
20 20
15
15 15
10 10 10
5 5 5
0 0 0
0 5 10 15 20 25 30 35 40 45 50 0 5 10 15 20 25 30 35 40 45 50 0 5 10 15 20 25 30 35 40 45 50
1 year 2 years 3 years

Fig. 6—Evolution of CO2 plume in homogeneous porous-medium domain injected at the middle of the bottom boundary of a 2D
rectangular domain.

1098 December 2013 SPE Journal

bottom-left corner with a velocity of 0.000001 m/s and constant
pressure on the right side. The top and the bottom boundaries are
considered impermeable, and the left side is considered a side of
symmetry apart from the injection region. When both capillarity
and gravity are considered, interesting patterns emerge. The dif-
ference in density between the brine initially saturating the do-
main and the injected supercritical CO2 tends to lift the plume up
because of buoyancy forces, as depicted in Fig. 4. This behavior
is similar to that reported by Negara (2011). In the second exam-
ple, CO2 is injected from a well in the middle of the domain. It is
apparent that the difference in density between CO2 and the host-
ing fluid induces an upward buoyancy force. This force induces
an upward motion of the CO2 plume, as shown in Fig. 5. In the
last example, CO2 is injected at the middle of the bottom bound-
ary. This simulates injection of CO2 from a horizontal well.
Again, it is apparent that the CO2 plume moves up as a manifesta-
tion of buoyancy forces (Fig. 6).
Conclusions
In this work, the shifting-matrix technique is used to investigate
the problem of flow of two immiscible fluids in porous media.
Compressibility, capillarity, and gravity are considered in relation
with CO2 sequestration in the subsurface. Use of shifting-matrix
technique eliminates the use of looping when coding, and this
proves to be efficient particularly for computer languages that are
inefficient at looping, such as Matlab and Python. The results
show that the difference in density between the injected CO2 and
the fluid saturating the porous medium results in the CO2 plume
moving upward because of buoyancy.
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Appendix A
To illustrate this method, consider the rectangular domain shown
in Fig. A-1, which is a schematic diagram of the mesh and bound-
ary conditions. As shown in this figure, the domain is divided into
a 3  3 mesh. To simplify the presentation, we assume a pressure
boundary condition at all four sides.

N N N
p1 p2 p3

W E
p3 p7 p8 p9 p3
Appendix B
W
p2 p4 p5 p6 E
p2 % construct shifting matrices of cell-face:
ShiftW_unit ¼ {[sparse(1, nx); speye(nx, nx)] };
ShiftW ¼ blkdiag(adjW_unit{ones(ny, 1)});
p1
W
p1 p2 p3 p1
E ShiftE_unit ¼ {[speye(nx, nx); sparse(1, nx)] };
ShiftE ¼ blkdiag(adjE_unit{ones(ny, 1)});
S S S
ShiftS ¼ [sparse(nx, nx*ny); speye(nx*ny, nx*ny)];
p1 p2 p3 ShiftN ¼ [speye(nx*ny, nx*ny); sparse(nx, nx*ny)];
ShiftBW_unit ¼ {[1; sparse(nx, 1)] };
Fig. A-1—Schematic diagram of the mesh and boundary ShiftBW ¼ blkdiag(adjBW_unit{ones(ny, 1)});
conditions. ShiftBE_unit ¼ {[sparse(nx, 1); 1] };

1100 December 2013 SPE Journal

 ShiftBE ¼ blkdiag(adjBE_unit{ones(ny, 1)});
ShiftBS ¼ [speye(nx, nx); sparse(nx*ny, nx)];
ShiftBN ¼ [sparse(nx*ny, nx); speye(nx, nx)];
where
ShiftW ¼ AW
ShiftE ¼ AE
ShiftS ¼ AS
ShiftN ¼ AN
ShiftBW ¼ BW
ShiftBE ¼ BE
ShiftBS ¼ BS
ShiftBN ¼ BN
Amgad Salama holds BSc and MSc degrees in mechanical en-
gineering from El Menoufia and Cairo Universities, Egypt,
respectively, and a PhD degree in environmental engineering
from Carleton University, Ottawa, Ontario, Canada. Salama’s
research work focuses on areas related to heat transfer and
fluid flows in mechanical systems, as well as to transport phe-
nomena in porous media. He had the opportunity to work as a
research fellow at Kyushu University, Japan, for 2 years and as
an assistant professor in the Department of Environmental Engi-
neering, Konkuk University, South Korea, for more than 2 years.
Salama is currently an associate researcher at the Computa-
tional Transport Phenomena Laboratory at King Abdullah Uni-
versity of Sciences and Technology (KAUST).
Shuyu Sun, a mathematician and an engineer, works on
computational methods for various engineering and scientific
applications and engages in solving engineering and scien-
tific problems through computation and simulations. He is
currently the Principal Investigator of the Computational Trans-
port Phenomena Laboratory at KAUST and a Codirector of the
Center for Subsurface Imaging and Fluid Modeling consortium
at KAUST. Sun is a founding faculty member jointly appointed
December 2013 SPE Journal
by the program of Earth Sciences and Engineering and the
program of Applied Mathematics and Computational Sci-
ence at KAUST, currently at the rank of associate professor. He
also holds a number of adjunct faculty positions around the
world. Before joining KAUST, Sun served as an assistant profes-
sor of mathematical sciences at Clemson University. He
earned a PhD degree in computational and applied mathe-
matics from the University of Texas at Austin and a Doctor of
Engineering degree in chemical engineering from Tianjin Uni-
versity, China. In addition to numerous conference papers
and technical reports, Sun has published more than 60 refer-
eed journal articles. He currently serves as an editor, guest edi-
tor, associate editor, or editorial board member for seven
international refereed journals in his field. Sun has given more
than 100 invited or contributed presentations to conferences,
forums, or seminars. Sun achieved certification under the SPE
Petroleum Engineering Certification Program, and he is also a
licensed professional engineer in Texas.
Mohamed El-Amin has been a Research Fellow at KAUST since
2009. He is a mathematician and has 17 years of research ex-
perience in the field of applied mathematics, heat and mass
transfer, and fluid dynamics. El-Amin earned his BSc degree
from Assiut University, Assiut, Egypt, and his MSc degree and
PhD degree from South Valley University (SVU), Aswan, Egypt.
After earning his PhD degree in applied mathematics from
SVU, he served as an assistant professor at SVU until 2003. El-
Amin then moved to Germany to work as a visiting researcher
for more than 2 years, funded by the Alexander von Humboldt
Foundation at the Institute of Thermodynamics and Thermal
Engineering, Stuttgart University, Germany. After that, he
served as an associate professor at SVU until 2007. In 2007, El-
Amin moved to Japan as a research fellow for 2 years, funded
by the JSPS Foundation at the Computational Mechanics lab-
oratory of the Mechanical Engineering Department at Kyushu
University, Japan. His research projects have resulted in
approximately 65 journal papers and 45 conference papers.
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