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Preface
This thesis constitutes the work that I have done during the time as a Dr. Scient. student at the Department of Mathematics, University of Bergen (UiB). It is
written in accordance with the criteria stated by the University Board. The work
has been done in collaboration with the research group at Norsk Hydro and the
Department of Mathematics at University of Bergen.
Magne Espedal (UiB) and Ivar Aavatsmark (UiB/Norsk Hydro Research
Centre) have been advisors for me, and Norsk Hydro has provided the funding
for the work.
The thesis main research part is the five papers A-E, and four of these have
been published in conference proceedings and journals. The main focus of these
papers is on issues related to reservoir simulation with improved reliability, and in
particular discretization methods which should be valid for complex geometry.
The governing equations for fluid flow in oil and gas reservoirs can be
classified according to conventional theory of applied mathematics. This does
not mean that all issues regarding reservoir simulation have been solved. Reliable
reservoir simulation is a complicated field, and many issues are still not known to a
satisfactory level. The oil and gas reservoirs are very complex physical media, and
the level of heterogeneity seen in real sandstones can sometimes overwhelm the
novice mathematician. Sandstones may have rapidly varying structure, porosity
and permeability on a small scale. It can sometimes be hard to convince oneself
that it is possible to model enormous amounts of fluids on a large scale when being
faced with such complexity.
Regardless of these complexities, applied reservoir simulation does study
movement of fluids in complex media. The goal for scientists is to include as much
information as possible in the models for both the fluid flow as well as the physical
media themselves. At multi discipline research centres, geologists, geophysicists,
physicists and mathematicians work together with this drive. Each group may
work with their own small problem, but all these pieces should eventually be
woven together. For the most complex reservoirs one might never be able to
perform accurate and detailed predictions of the future performance. But being
able to see the main trends is very useful, and this is really the goal even the
Outline of Thesis
The thesis is divided into two main parts. Part I gives an overview and summary
of the theory that lies behind the flow equations and the discretisation principles
used in the work. Part II is a collection of research papers that have been written
by the candidate (in collaboration with others).
The main objective of this thesis is the discretisation of an elliptic PDE which
describes the pressure in a porous medium. The porous medium will in general
be described by permeability tensors which are heterogeneous and anisotropic. In
addition, the geometry is often complex for practical applications. This requires
discretization approaches that are suited for the problems in mind. The discretisation approaches used here are based on imposed flux and potential continuity,
and will be discussed in detail in Chapter 3 of Part I. These methods are called
Multi Point Flux Approximation Methods, and the acronym MPFA will be used
for them. Issues related to these methods will be the main issue of this thesis.
The rest of this thesis is organised as follows:
Part I: Chapter 1 gives a brief overview of the physics and mathematics
behind reservoir simulation. The standard mass balance equations are presented,
and we try to explain what reservoir simulation is. Some standard discretizations
methods are briefly discussed in Chapter 2.
The main focus in Part I is on the MPFA discretisation approach for various
geometries, and is given in Chapter 3. Some details may have been left out in the
papers of Part II, and the section serves both as a summary of the discretisation
method(s), as well as a more detailed description than what is found in the papers.
In Chapter 4, extensions to handle time dependent and nonlinear problems are
discussed. Some of the numerical examples presented in Part II deal with two
phase flow, and are based on the extension given in this chapter.
Chapter 5 discusses numerical results that have been obtained for the MPFA
methods for elliptic problems, and Chapter 6 deals with issues related to properties
of the discrete set of (one phase) pressure equations.
Chapter 7 contains summaries of the research papers found in Part II.
Part II: This part contains 5 research papers. The papers mainly deal with
MPFA methods, and issues related to the discrete set of equations that are
obtained by these discretisation methods. Also, one of the papers (Paper E) deals
with the inclusion of hysteresis for forward simulation of two phase flow. The
theme in Paper E is therefore also related to discretisation issues.
The papers included in Part II are:
Paper A: Symmetry and M-matrix Issues for the MPFA O-method on
an Unstructured Grid. Published in Computational Geosciences, Volume 6,
Editors M. G. Edwards, R. D. Lazarov, I. Yotov.
Paper B: MPFA applied to Irregular grids and Faults. Published in Developments in Water Sciences Volume 47, Editors: Hassanizadeh, Schotting,
Gray, Pinder.
Paper C: MPFA for Faults with Crossing Layers and Zig-zag Patterns.
In Proceedings of ECMOR VIII, 2002.
Paper D: A note on convergence of the MPFA O-method; numerical experiments on some 2D and 3D grids. Draft manuscript.
Paper E: Numerical Modeling of Capillary Transition Zones. SPE 64374, in
Proceedings of the SPE APOGCE, 2000.
Acknowledgements
This work would never have been completed without the help of my advisors
Magne Espedal and Ivar Aavatsmark. I owe them a big thank for their guidance
and encouragement throughout this time. I would especially thank Magne for his
positiveness and ability to make me perform more even in the hardest situations.
Ivar needs a big thank for sharing his deep insight in many issues in the field
of applied mathematics. They also both deserve my gratitude for their ability to
handle my moods during times of intense stress.
During the time as a PhD student many people have been helpful and good
to talk to. At Norsk Hydro Research Centre, I would like to thank the following
people: Edel Reiso, Hilde Reme, Rune Teigland and Tor Barkve. Formerly employed Johne Alex Larsen has also been good support. The management of Norsk
Hydro needs a big thank for funding the work.
At CSIRO Division of Petroleum Resources, Dr. Chris Dyt and Dr. Cedric
Griffiths deserve my thanks for letting me stay there for 6 months in 2000/2001.
I would also thank Professor Thomas Russell for letting me stay at University of
Colorado at Denver for three weeks during spring 2002.
At the Mathematical Institute I have had very good colleagues. I want to thank
Erlend ian for many interesting discussions regarding reservoir simulation and
implementation. Jan Martin Nordbotten is also a good source of inspiration. Hans
Fredrik Nordhaug has been of tremendous help in all Latex issues, and all general
computer questions. His attitude to questions is admirable even when the answer
is trivial. I would also like to thank Torbjrn Aadland and Jarle Haukas for letting
me use parts of their C++ code.
Helge Dahle is a very nice person to have at the department; both academically
and personally. I want to thank him for good discussions and taking me and other
PhD students hunting and hiking near his cabin.
Runhild Klausen has been a good friend and colleague. I would like to thank
her for a good cooperation in the academic field and her friendliness at all times.
My family has been fantastic to me all my life, including my period as PhD
student. They have always supported me, and it has been good to retire to them
when the times have been hard.
My loving wife Melanie is the one who made this possible. Without her I
would never even have started doing a PhD. I owe her all my love.
Contents
I Introduction
1
Basics
1.1 Darcys law . . . . . . . . . . . . . . . .
1.2 Multiphase flow . . . . . . . . . . . . . .
1.3 Capillary pressure; inclusion of hysteresis
1.4 Geology . . . . . . . . . . . . . . . . . .
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Numerical results
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5.1 Analytical solutions . . . . . . . . . . . . . . . . . . . . . . . . . 43
0
7.3
7.4
Summary of paper D . . . . . . . . . . . . . . . . . . . . . . . .
Summary of paper E . . . . . . . . . . . . . . . . . . . . . . . .
54
55
8 Further work
57
Bibliography
59
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69
71
D A note on convergence of the MPFA O-method; numerical experiments on some 2D and 3D grids
73
E Numerical Modeling of Capillary Transition Zones
75
Part I
Introduction
Chapter 1
Basics
Reservoir simulation is the study of how fluids flow or behave in a reservoir. A
reservoir is a porous medium where hydrocarbons exist in the pore space, and in
the oil industry the goal is to determine how hydrocarbons and water flow/behave
in a reservoir under different conditions.
To do so, one has to derive mathematical and physical models for the processes that occur in the reservoir. Often the physical processes themselves are
of interest, and many physical phenomena (such as interface-interaction when
different phases are present, and complexities associated with hysteresis) are not
fully understood. This thesis approaches reservoir simulation from a mathematical point of view, and some physical assumptions must be made to complete the
mathematical approach. The theory that leads to the partial differential equations
(PDEs) that describe the fluid flow in a porous medium, is standard in many textbooks in the area of reservoir simulation, and further theory details may be found
in for example Aziz [39].
For simulation of fluid flow in a hydrocarbon reservoir (eg. to quantify how
much of a specific fluid flows through a specific area of a reservoir due to pressure
differences), one has to solve a set of coupled PDEs. This set of equations is often
the starting point for applied mathematics, and discretisation of the equations is
a field that has received a lot of attention in the past decades. The PDEs arise
from the principle of mass conservation and a physical description of the velocity/flux dependency of the pressure (Darcys law). Commonly studied are the
mass conservation equations for each of the fluid phases present in a reservoir. In
its original form, the mass conservation equation for a fluid with mass density m
(mass per volume) and fluid density on a domain is given by
Z
Z
Z
mdV +
v ndS = qdV .
(1.1)
t
Here v is the volumetric flow density of the fluid, n is the outward normal
Basics
vector of the surface , and q is a source term. In other words; Eq. (1.1) says
that the accumulation of mass of the fluid within a volume is balanced by the
fluxes (across the edges of the volume) and possible sources q. Eq. (1.1) is an
integral equation. The integral form of the mass balance equation(s) will be used
throughout this thesis. A discretisation approach based on the integral form is
called a Control Volume (CV) formulation. We will use this form because of the
advantage that local mass conservation is satisfied.
When applied to a porous medium, we need to define the porosity of the medium/rock. This is the fraction of the volume of the rock where mobile fluid may
exist, and will be denoted . Hence, we may formally define it by
=
Vp
,
Vc
(1.2)
where Vp is the effective pore volume available for the fluid, and Vc is the total
volume of the rock. The total pore volume of a rock may be larger than Vp , but
this extra volume is not connected to the pore space where fluids may flow. It
should be mentioned that a typical sand stone found in reservoirs from the North
Sea has a porosity of 10-20 percent.
The mass density for a representative volume is hence . Applying this
together with the divergence theorem, we obtain the integral form of the mass
conservation equation for a single phase fluid within a volume V of a porous
medium
Z
()
+ (v) q) dV = 0.
(1.3)
(
t
V
This equation is referred to as the single phase flow equation, or the single
phase pressure equation. The reason for its name is that with some further assumptions discussed below (Darcys law + density function of pressure), this is a
integral PDE where only the pressure needs to be treated as an unknown.
p
.
(1.4)
x
The proportionality constant k is called the permeability or conductivity of
the medium. For flow in higher dimensions, the permeability will be a (spatially
varying) tensor K, and when gravity is included, Darcys law for single phase flow
reads
v = k
v = K (p + gd).
(1.5)
This may now be inserted in Eq. (1.3), and pressures will hence enter the
equation. If it is assumed that the fluid at all times occupy the pore space, we
obtain a parabolic PDE which states how the pressure varies in space and time:
Z
()
(K (p + gd)) q)dV = 0.
(1.6)
(
t
V
If the fluid further is assumed to be incompressible, the first term will vanish.
When no sources or sinks are present, one hence obtains a purely elliptic pressure
equation (time independent)
Z
(Ku) = 0.
(1.7)
where we have defined the potential u of the fluid through the relation
u = p + gd.
(1.8)
When suitable boundary conditions are posed, Equation (1.7) has a unique solution.
Whereas reservoir simulation rarely is as simple as to solve time independent
problems, many discretisation methods that are applied for time dependent problems, are based on the purely elliptic equation. Time discretisation is briefly discussed in Chapter 4, and is often included by a standard backward Euler scheme
for time dependent terms.
Most of the work in this thesis (papers A-D) uses Eq. (1.7) as the basis for the
discretisations to be dealt with.
1.2
Multiphase flow
When several phases or components are present in a porous medium, mass conservation must be posed for each of the phases or components. In reservoir simulation, there are usually 3 phases that may exist; oil, gas and water. In the Black
Basics
g = bp.
(1.11)
The quantity b will be a gas dependent constant. For a three phase system the three
saturations will be unknowns of the three equations of the form (1.9). In addition
to this, each of the three phase pressures will be unknowns. As densities, i , are
also assumed to depend on the pressures, the total number of unknowns in the
three coupled mass conservation equations is 6. To close the system of equations,
three closure relations are needed.
One closure relation is intuitive if the pore space is filled with fluids at all
times:
X
Si = 1, i = w, o, g,
(1.12)
where the different subscripts denote water, oil and gas respectively. To get the
two remaining closure conditions, one needs to know more about the physics of
multiphase interactions. Moreover, to make the system of mass balance equations
solvable, the physics must be quantified.
1.3
In black oil models, it is commonly assumed that the phase pressures are related through a quantity called the capillary pressure. When only two phases
are present, the capillary pressure is given by the pressure difference between the
non-wetting fluid and the wetting fluid:
Pc = pnw pw .
(1.13)
For two phase problems in the oil industry this may be oil and water, or gas
and water. If all three phases (water, oil and gas) exist, two capillary pressures will
be used; the capillary pressure between oil and water and the capillary pressure
between gas and oil:
Pcow = po pw ,
Pcgo = pg po .
(1.14)
Experimental results show that Pcow is (mainly) a function of the water saturation (Sw ), and that Pcgo is (mainly) a function of the gas saturation (Sg ). The two
capillary pressure relationships then close the system of equations obtained when
modelling three phase flow. Since the capillary pressure and the relative permeabilities of Eq. (1.9) depend on the solutions Si , the set of mass balance equations
are nonlinear (with respect to solution variables).
Much emphasis is made in experimental reservoir physics to describe the capillary pressure behaviour. In addition to being dependent on the water saturation,
the capillary pressure description also depends on whether a phase is entering or
Basics
Figure 1.1: Primary drainage capillary pressure curve with imbibition capillary
pressure curves starting out from different points on the primary drainage curve.
exiting the pore space. In physics this is referred to as irreversible processes or
hysteresis.
When water (wetting phase) enters the pore space, this is called imbibition,
and when oil (non-wetting phase) enters the pore space this is called drainage.
In Paper E in Part II of this thesis, a consistent capillary pressure and relative
permeability hysteresis model is included for forward modelling of two phase flow
in a reservoir. The idea is that the fluid flow simulator should dynamically update
capillary pressure and relative permeabilities according to what direction the flow
has. For reasons explained in the paper, the reservoir will be initialised with a
(single) primary drainage capillary pressure curve prior to production from the
reservoir. Figure 1.1 illustrates possible imbibition curves that may start out from
the primary drainage curve.
If pure imbibition takes place in a reservoir, the capillary pressure time evolution will be described by imbibition curves. When gravity is included in a model,
and the system is assumed to be in vertical equilibrium, the capillary pressure
will vary linearly with height, and different grid cells at different height start out
with different saturations. This means that even for pure imbibition throughout
the reservoir, different capillary pressure descriptions apply for different parts of
the reservoir. Such cases have been investigated in Paper E. The model allows for
different capillary pressure curves for all grid cells. In addition to (primary and
secondary) imbibition curves, arbitrary secondary drainage curves may apply for
the different cells throughout the simulation. Examples of such curves are visualised in Fig. 1.2a. Here we depict examples of capillary pressure scanning curves
for cells that have their origin at some point of the primary drainage curve. In
Fig. 1.2b relative permeability scanning curves are visualised, and are explained
as follows: A cell may have an initial water saturation corresponding to the saturation at point (1). If imbibition starts for this cell, the relative permeability curve
1.4 Geology
2
a. Capillary pressure.
b. Relative permeability
Figure 1.2: a: Capillary pressure scanning curves. Scanning curves are closed
loops, and arbitrary reversals may occur within the loops. b: Relative permeability
scanning curves.
will follow the lowermost path to point (2). If the direction of the flow is reversed
at point (2), the relative permeability curve will follow a different path back to
(1). Notice that the loop between (1) and (2) is closed; this is an experimental
observation, and is included in the scanning curve generation.
Similar explanations may be given for the curves of Fig. 1.2a, and details may
be found in Paper E.
1.4
Geology
Reservoir simulation has become very advanced over the past decades. This is due
to at least two main reasons. The first reason is of course the computer revolution, which allows large models to be implemented for computing. The second
reason is that the geology of a North Sea reservoir may often be known quite accurately (compared to other porous media). Simulation grids may then be very
large, and the level of details can be very high. Figure 1.3 shows the simulation
grid for a realistic field example. One of the reasons for the high level of details is the considerable effort which is put into seismic measuring prior to drilling
exploration wells. Also, the history may be well known for a reservoir that has
been producing hydrocarbons for many years (5-15 years) through logging and
measured production etc. This again may be used to verify or recalculate geophysical data. Parameter estimation is an important area in its own, and production data is essential to recalculate/calibrate a model with respect to porosity and
permeability. Because the geology may be known at such a detailed level, one
may be required to model flow on grids that include faults and general complex
10
Basics
Figure 1.3: Simulation grid for realistic North Sea field example
Chapter 2
Discretisation methods; various
formulations
Discretisation of the governing equations for fluid flow has been the issue of many
researchers involved in porous media flow. Finite difference methods (FD) have
been used extensively in commercial reservoir simulation, whereas finite element
methods (FEM) have a strong support in applied mathematics.
We will here briefly describe the following methods: (Control volume) finite
differences, finite element- and mixed finite element methods.
The starting point for the discretisation methods to be discussed is the purely
elliptic equation, which is obtained when a possible source q has been added in
Eq. (1.7):
(Ku) = q.
(2.1)
Suitable boundary conditions will also apply, and for reservoir simulation these
will usually be no-flow at boundaries, ie. Ku n at the boundary of some
domain .
2.1
Finite Differences
12
not directly applicable to Eq. (2.1), as the differentiation involves the permeability
as well as the pressure. The 1D version of Eq. (2.1) is
u(x)
(k(x)
) = 0,
(2.2)
x
x
so that differentiation of the permeability must also be included. Denoting F =
u
k x
, the discrete version of (2.2) takes the form (F (x + h) F (x))/h. Without
going into detail, there are possible grids to use for finite difference discretisations:
point- or cell distributed grids. Cell centred grids (non-uniform) are preferable
to use because they yield local mass conservation, and have consistent fluxes.
This is enforced through harmonic averages of permeabilities obtained at media
discontinuity points. It should be noted that the FD discretisation on cell centred
grid in 1D is second order convergent [34], even though the discretisation scheme
is inconsistent.
For 2D orthogonal grids where the principal axes of the permeability tensors
are aligned with the coordinate axes, the 1D principles may be utilised to obtain discretisation schemes on cell centred grids. Such grids will be termed Korthogonal grids. Convergence on cell centred grids is proven in [34] and [26].
For general non-orthogonal grids in 2D, and generally varying permeability
tensors, direct finite difference discretisation does not lead to convergent schemes.
The numerical solutions convergence to the wrong solution, and this may in some
cases be interpreted as convergence to solutions for continuous problems where
the permeability tensors are not symmetric. The MPFA discretisation methods
to be discussed in Chapter 3 will be able to handle full tensor representation of
the permeabilities and non-orthogonal grids. Our numerical results (eq. Paper
D) indicate/show convergence for examples with skew grids and full permeability
tensor description.
Eq. (2.3) may be rewritten by using the rules for partial integration:
Z
Z
Z
Ku vd
Ku nvdS = qvd.
(2.4)
13
If the boundary conditions are Ku n = 0 at , the second term of the left hand
side vanishes, and the variational equation reads
Z
Z
Ku vd =
qvd,
v V .
(2.5)
v H 1 (),
(2.6)
The solution of Eq. (2.3) will be denoted a weak solution of the original equation
(2.1). One hence wants to solve this equation for u. The equivalence of the weak
solution and the original solution for smooth K is proven in various textbooks
on finite element analysis, see for example [47] and [50]. The
R equivalence Rof
the weak solution and the solution of the integral equation (Ku) = q
is also valid for discontinuous K. Although not discussing discontinuous K, the
equivalence of the solutions is discussed in [48] for solutions with regularity less
than H 2 .
The term (Ku, v) of Eq. (2.6) is a bilinear form, see [47]. Since K is symmetric, this bilinear form will be symmetric. The bilinear form will be bounded (or
equivalently continuous) provided that K is bounded (K L ()). Further, the
bilinear form will be coercive because of the positive definiteness of K. Existence
and uniqueness of a solution u of Eq. (2.6) is then proven by the Lax-Milgram
theorem [47].
To solve a discrete problem of the form (2.6), one may choose a finitedimensional subspace Vh H 1 . The discrete problem then reads: find uh Vh
such that
(Kuh , v) = (q, v),
v Vh .
(2.7)
This method is called the (Continuous) Galerkin Finite Element Method. Under
the same conditions as above (Vh closed subspace of H 1 , (Kuh , v) bounded,
symmetric bilinear form that is coercive on Vh ), there exists a unique uh that solves
(2.7). The Galerkin Finite Element Method is an example of a method where the
discrete solution is sought in a subspace Vh V , whereas nonconforming methods
do not seek a solution in a subspace of V . Discontinuous Galerkin Methods [37]
are also methods where jumps in the pressure are allowed.
14
(2.8)
v = q.
(2.9)
and
The two equations (2.8) and (2.9) will both be used for weak formulations.
To obtain a weak formulation for the two equations, one multiplies by suitable
test functions, and integrates over some domain . For the first equation we obtain
Z
Z
Z
Z
1
K v wd = u wd = wud +
w nuds
w H (div),
z L2 .
(2.10)
w V h ,
( v h , z) = (q, z),
z Ph .
(2.11)
15
Chapter 3
Multi Point Flux Approximation
methods
The main work in this thesis has been on various Multi Point Flux Approximation
methods, and discretisation issues related to these. It is important for a discretisation method to handle complex geometry in order for it to be applied for realistic
cases. In addition, the discretisation methods should be applicable in physical
space if this is required. The MPFA methods have this advantage.
MPFA methods have also been the issue in work by Edwards and coworkers
[17], [18] and [19].
We will here give a thorough description of the methods for the geometries
that have been considered in the papers: 2D quadrilaterals, 2D polygonal control volumes, 3D quadrilaterals with crossing grid lines and handling of general
Dirichlet boundary conditions.
3.1
Transmissibility calculations
The basic idea behind the MPFA methods is to define discrete fluxes for edges
of control volumes by a reasonable restriction of the medium. The ideas can be
carried out for several types of geometries, and can be illustrated in 2D by the
general quadrilateral grid visualised in Fig. 3.1.
In practical reservoir simulation, the geometry may very well have similar
trends as in this figure. Fluxes should therefore be calculated for each cell edge,
where the orientation of the different edges may vary highly throughout the grid.
Furthermore, the permeability tensor K will be heterogeneous and anisotropic,
and the principal directions are likely to vary from grid cell to grid cell. However, K is assumed to be symmetric and positive definite. A good discretisation
method should take this physical picture into account, and produce reliable fluxes
18
Figure 3.1: Possible local gridding situation; grid cells need not be orthogonal.
a. Polygonals
b. Triangles
19
Figure 3.3: Left: Interaction region and associated corner for 2D quadrilateral
control volumes, degree of corner is 4. Right: Interaction region for polygonal
control volumes, degree of corner is 3.
The degree of the corner is defined to be the number of grid cells that meet in
the corner. Around each corner an interaction region is defined, and the interaction
regions make up a dual grid to the original control volume grid. The control
volume grid and associated dual grid for a general conforming 2D quadrilateral
grid is visualised in Fig. 3.4
Figure 3.4: Control volume grid (fully drawn lines) and associated interaction
regions (dotted lines).
Here, the interaction regions (indicated by dotted lines) may in general have
8 edges, and a particular interaction region is visualised on the left hand side of
Fig. 3.3. For some special polygonal control volumes the interaction region may
be a triangle as in the rhs. of Fig. 3.3. The reason why the interaction region has
8 edges for the quadrilateral case is explained by the algorithm for constructing
the interaction regions in Fig. 3.3: From each node we draw (dotted) lines to
midpoints of cell edges, and an octagon arises around each corner. The midpoints
of the edges are denoted dividing points or continuity points. The dividing points
need not be midpoints of the edges, but for the 2D discussion in this thesis, the
20
I
E
Figure 3.5: Whole cell edge is covered by two neighbouring interaction regions.
Total flux obtained by summing fluxes for two half edges. Interaction regions for
quadrilateral grid cells depicted.
n
X
tij uj .
(3.1)
j=1
These weights will be denoted transmissibilities, and the discretisation problem for the MPFA control volume method is to determine these. When the grid
is quadrilateral, n = 4 in Eq. (3.1), and for the 2D polygonals studied in Paper A,
n = 3. We may express the n sub-interface fluxes of an interaction region by the
general matrix notation
f = T nn u,
(3.2)
where f and u are n 1 vectors, and T nn is an n n matrix. The flux across the
whole cell edge E of Fig. 3.5 is found by summing two half edge fluxes of two
21
neighbouring interaction regions. In total this yields a flux that is a weighted sum
of the 6 (node) potential values of the cells that touch upon the whole cell edge.
Similarly, the flux for a whole cell edge of the polygonal control volumes (with
triangular interaction regions) discussed in Paper A, is given by a weighted sum
of 4 potential values.
Looking at the continuous case, fluxes across cell edges are given by
Z
f = Ku n dS.
(3.3)
S
Assume that the flux across sub-interface i of the left interaction region of Fig
3.3 is to be considered. If the flux is to be approximated by using the information
to the left of the sub-interface, the gradient of the potential for this cell is needed.
By the assumption that the potential is linear for the part of the grid cell contained
in the interaction region, u is hence constant, and the (discrete) flux across the
sub-interface will also be constant (see Eq. (3.4) below).
Likewise, the flux may be approximated by the information to the right of the
sub-interface, and the two discrete flux expressions should then be equal. The
discrete flux across the cell edge can hence be expressed as
fi = nTi K i ui ,
(3.4)
where the index i denotes if the flux is approximated by the information of either
the cell in the positive or anti-positive direction of the edge (positive direction
defined by positive direction of normal vector). If, for instance, the potential was
assumed to be bilinear, fluxes would not be constant across cell edges.
Formally, the flux continuity condition for each sub-interface i of an interaction region reads
fi,i = fi,i+ ,
(3.5)
The gradient of the potentials in each of the sub-cells contained in an interaction region will now be derived in order to use explicit expressions for Eq. (3.4).
Since the potential U is linear on each sub-cell j of the control volume, the
equation that describes a potential plane applies:
Uj (x) = Uj (x x0 ) + U0 ,
(3.6)
where x is the position vector, x0 is the node of grid cell j, and U0 is the potential
value at the node.
The potentials at the continuity points may be used as the basis for determining the gradient of the potential in each sub-cell of an interaction region. This
information may be inserted in Eq. (3.6) to obtain
22
x0
x1
U (xk x0 ) = u k u0 ,
k = 1, 2.
(3.7)
u 1 u0
u 2 u0
(x 1 x 0 )T
(x 2 x 0 )T
XU =
(3.8)
(3.9)
The inverse of X must hence be found. Inward normal vectors of the variational triangle are introduced:
1 = R(x2 x0 ), 2 = R(x1 x0 ),
(3.10)
where
R=
0 1
1 0
.
(3.11)
The vectors and points used here are illustrated in Fig. 3.6, where the gradient
of the potential is to be determined for a sub-cell of a quadrilateral grid cell. The
matrix R has the property that for vectors a and b, aRb is equal to the third
component of the cross product between a and b. Moreover, the determinant of
X is
T = det(X) = (x 1 x0 )T R(x 2 x0 ).
(3.12)
23
which is equal to twice the area spanned by the points x0 , x 1 and x 2 (in a right
handed system seen from x0 ). To find the inverse, observe that by Eq. (3.10)
matrix multiplication yields
(x 1 x 0 )T
(x 2 x 0 )T
( 1 , 2 )
=
(x 1 x 0 )T 1 (x 1 x 0 )T 2
(x 2 x 0 )T 1 (x 2 x 0 )T 2
2F 0
0 2F
.
.
(3.13)
Hence,
1
1, 2 .
2F
And finally, the gradient of the potential reads
X 1 =
U = X
u 1 u0
u 2 u0
(3.14)
.
(3.15)
Explicit fluxes across sub-interfaces are now obtained by inserting the expression for the gradients in (3.4).
Having found an expression for the gradient of the potential of each sub-cell of
an interaction region, it is seen that the discretisation principles may be applied
to a whole range of grids. In the case of conforming quadrilaterals in 2D, four
flux conditions of the form (3.5) are posed. In [8] scalar coefficients ijk are
introduced, and they are defined by
nTi K j jk
ijk =
,
Tj
(3.16)
24
(3.17)
(3.18)
The matrices C and D also have elements that consist of coefficients (3.16).
If A is non-singular, v can now be eliminated from (3.17); v = A1 Bu. Inserting this in (3.18), the flux expressions of the desired form are obtained
f = T u = CA1 Bu Du.
(3.19)
We now briefly comment on the solvability of the system, and hence the determination of the transmissibility matrix T of Eq. (3.19). This discussion is also
valid for the 2D unstructured grids discussed in the next section.
In an interaction region where n grid cells interact, 3n degrees of freedom are
originally available to determine the n piecewise linear potential planes (as functions of the position vector x). Since each potential plane must honour the nodes
(of the sub-cell in question), n degrees of freedom will be locked. This means
that 2n degrees of freedom are left for flux and potential continuity. There are n
sub-interfaces contained in the interaction region, and from Eq. (3.5) there are n
flux continuity equations. Now, there are n degrees of freedom left for potential
continuity. To derive explicit expressions for the gradients of the potentials, the
continuity points were used as a basis, see Eq. (3.8). The vector v of Eq. (3.17)
contains the n unique potential values at the continuity points. This is how the last
n degrees of freedom have been used; namely that the potentials are continuous at
the dividing points.
Full potential continuity can in general not be achieved by the assumption of
piecewise linear potentials. This is the price that has to be paid to get (piecewise)
constant fluxes across sub-interfaces.
3.2
25
Figure 3.7: Left: Polygonal control volume grid with associated triangular interaction regions. Right: Whole cell edge, E, covered by two neighbouring triangular
interaction regions.
The geometry may be illustrated by Fig. 3.7, and the notation used for this
geometry will be the same as in [3], [4] and in Paper A.
The interaction regions of the polygonal control volumes discussed in Paper
A, will be triangles. Such an interaction region was visualised in Fig. 3.3. For
this case, fluxes across sub-interfaces will also be given by the general formula
(3.1). Now 3 grid cells will interact, so that n = 3 in Eq. (3.1). Further, 3 flux
continuity equations of the form (3.5) must hold. Similar coefficients as (3.16)
were introduced in [3], but the notation is slightly different. More specifically, the
scalar coefficients for the case of polygonal control volumes are given by
ik
nTi K k
k
2Fk
(3.20)
The quantities used in the above coefficients are explained by Fig. 3.8.
Note that parts of the triangle edges are used in the definition of the scalar
coefficients (3.20). In Paper A, the continuity points/dividing points of the triangle edges are midpoints of the triangular edges, such that the outward normal
vectors +
i and p(i) are equal. However, as the method was derived for arbitrary
continuity points along the triangle edges, we have kept the original notation.
The transmissibilities for the sub-interfaces of this triangular interaction region are derived using exactly the same principles as for quadrilateral control
volumes. Flux continuity is posed across the sub-interfaces, and potential continuity is posed at dividing points. As for the quadrilateral case, explicit expressions
26
n2
n3 n1
+
1
+
2
Figure 3.8: Triangular interaction region with quantities used in scalar coefficients.
are obtained for the gradients of the potentials for each sub-cell in the interaction
region. For each sub-cell, the potentials at the node and the dividing points are
used as a basis for expressing the gradient. This is illustrated by Fig. 3.9, which
shows the corresponding picture to Fig. 3.6, where inward normal vectors of the
interaction region were used for expressing the gradients of the potentials.
m(k)
xm(k)
xk
k
xk
Using these points and vectors, one obtains the general expression for the
gradient of the potential of sub-cell k, k = 1, .., 3 in a triangular interaction region:
1 +
( (u m(k) uk ) +
k (u k uk )),
2F k
where m(k) is a backward integer function defined by
(
k 1, for k > 1,
m(k) =
3,
for k = 1.
Uk =
(3.21)
(3.22)
fi,i = fi,p(i) ,
i = 1, .., 3.
27
(3.23)
(3.24)
When inserting the scalar coefficients in Eq. (3.23) and the flux expression
fi = nTi K j Uj for sub-interface i, one obtains a similar system of equations as
Eq. (3.17). In the original paper [3], the system of flux continuity equations was
written as
Av + Bu = Cv + Du.
(3.25)
As in the discussion of the transmissibility calculations for the case of quadrilateral grids, v denotes pressure values at the continuity points, and u denotes the
pressures at the nodes of the cells that interact.
The above system of equations is written differently from the system (3.17)
by the fact that the information there was split, so that matrices acting on v and
u respectively were defined. This is purely an issue of definition. The matrix
difference (A C) of Eq. (3.25) serves as the matrix A of system (3.17), and the
matrix difference (D B) of (3.25) serves as the matrix B of system (3.17).
The matrices A, B, C and D of the system of equations (3.25) are defined,
and can be found on p.6 of Paper A. Their elements consist of scalar coefficients
(3.20). As in the discussion of the transmissibility calculations for the quadrilateral case, the potentials at the continuity points may be eliminated. From Eq.
(3.17) one obtains
v = (A C)1 (D B)u.
(3.26)
Together with, for example, the left hand side expression for the flux of (3.17),
the transmissibilities are found:
f = A(A C)1 (D B)u + Bu.
(3.27)
(3.28)
Having found the transmissibilities, the coefficient matrix for the total system
of discrete pressure equations may be found by an assembly procedure. This is
also discussed in Paper A.
28
29
4.
.3
1.
.
.2
5.
Figure 3.11: Interaction region associated with 2D faulted corners. Five grid cells
interact
among grid cells. The suggested interaction region will contain information from
5 grid cells instead of 3. Hence, the fluxes across each of the sub-interfaces i are
expressed as
fi =
5
X
tij uj .
(3.29)
j=1
This is visualised in Fig. 3.11. The MPFA method was extended to faulted
corners in 3D in [7]. Similar ideas as for the 2D faults were used to derive transmissibilities for the extended interaction regions, and details may be found in [7].
Five different situations may occur, and the flux molecules will contain information from 8 to 11 grid cells. One possible situation is illustrated in Fig. 3.12, where
7 grid cells meet in a corner. For this case the flux molecules contain information
from 9 grid cells. These types of corners will be termed regular corners, and 5-8
30
with it. How these new corners arise is depicted in Fig. 3.13. For this corner, 4
grid cells will touch upon it, and these 4 grid cells will be the interacting grid cells
in the associated interaction region. The sub-interfaces for which the transmissibilities need to be calculated are visualised in Fig. 3.14. Here, 6 sub-interfaces
will be associated with the interaction region. To understand this, consider Fig.
3.13. The local numbering of the four grid cells is as follows: Local grid cell
1 is the front cell, grid cell 2 is the back cell. Above cell 1 there will be a grid
cell (not drawn), and this cell has local number 3. Above cell 2, grid cell 4 will
be located (also not drawn). A cell interface is a a sharing of a common surface
between two neighbouring grid cells. From Fig. 3.13 it is seen that there will be
6 cell interfaces touching upon the irregular corner. Denoting these sharings by
a tuple (a1, a2) (where a1 and a2 correspond to the local numbering of the grid
cells), the 6 sharings are given by (1, 3), (2, 4), (1, 2), (1, 4), (3, 2) and (3, 4). The
6 sub-interfaces will be parts of these 6 cell interfaces, and this is discussed below.
For each of the 6 sub-interfaces we want to find fluxes that are linear combinations of these 4 interacting grid cells:
fi =
4
X
tij uj ,
i = 1, ..., 6.
(3.30)
j=1
4
2
3
1
As for the 2D case, U is needed in order to derive discrete fluxes and transmissibilities for the sub-interfaces belonging to this new type of interaction region.
This is done by using the same methodology as in [8]. For three-dimensional
cases (ie. both this situation and the situation with ordinary faulted corners), U
for each sub-cell of an interaction region, can be defined implicitly by the values
of the potentials at three corresponding potential continuity points:
31
5
1
u 1 u0
XU = u 2 u0 .
u 3 u0
(3.31)
The derivation of the inverse of X follows exactly the same ideas as for the
2 dimensional case. We introduce variational tetrahedra spanned by the cell
centre x0 (node) and three local continuity points x 1 , x 2 , x 3 that are located on
the three sub-interfaces seen from the sub-cell in question. These points are locally numbered cyclically. A variational tetrahedron used for the faulted corners in
3D discussed in [7] is visualised in the left hand side of Fig. 3.15. The continuity
points are three of the corners of the tetrahedron, and are located on 3 separate
surfaces of the cell in question. Due to the special geometry when lateral grid
lines are allowed to intersect, the variational tetrahedra will be somewhat different from the regular case. This is depicted in the right hand side of Fig. 3.15. Two
of the tetrahedron corners will be located on the same cell interface (clarified by
Fig. 3.17).
4 of the 6 sub-interfaces are parts of side surfaces of the grid cells that interact,
whereas the two remaining sub-interfaces are parts of the top/bottom surfaces of
the cells of the interaction region. This is visualised in Fig. 3.14. The 4 subinterfaces that lie in the surface generated by the side surfaces of the grid cells
that interact are numbered 3-6 in the figure. In Paper C it was assumed that the
side surfaces of the cells are planar, and the surfaces 3-6 will hence also be planar.
To better see how these four sub-interfaces arise, it may be useful to visualise
the situation orthogonally on the intersection, as in Fig. 3.16.
Different situations may occur, and the whole cell interfaces that touch upon
the corner may have from 3 to 6 corners. Each of these corners will correspond
to an interaction region. For a complete discretisation of the fluxes across the
whole cell interfaces, the cell interface will be shared among the 3-6 interaction
regions which the corners of the whole flux interfaces correspond to. The sharing
of flux-interfaces among the interaction regions may easily be defined by dividing
a whole cell interface with n corners into n segments/sub-interfaces. This is done
32
x3
x2
x1
x1
x2
Figure 3.15: Variational tetrahedra for a) regular case b) crossing grid lines.
Front
Back
Figure 3.16: Intersection of lateral grid lines seen orthogonally on the intersection
P
by finding the geometric centre of the cell interface (x0 = 1/n xi ), and drawing
straight lines to the midpoint of all edges. All sub-interfaces will then have 4
edges, and the approach is easy to implement.
4
6
3
5
33
why two of the corners of the variational tetrahedra used here are located on the
same side surface (of the cell in question).
For all 6 sub-interfaces, flux continuity will be posed, and (together with potential continuity at 6 points) this leads to a local system of equations to determine
the transmissibilities of the interfaces. This system is written out in Paper C, and
the redundancy of the system is discussed. The redundancy implies that more
conditions are needed in order to determine the transmissibilities. The determination of transmissibilities for the sub-interfaces was partially answered by using a
criterium for no-flow and a criterium for uniform flow in Paper C. Details may be
found in the paper.
Linear flow assumes a homogeneous medium, and it is not clear whether the
transmissibility calculations can be generalised to arbitrary heterogeneous media
without additional information.
34
Figure 3.18: Gridding of region of interest; inner grid cells are sketched by continuous lines. Grid cells surrounding the area of interest are indicated by dotted
lines.
x4a
35
x3a
x4d f1d
x
f2d
x2d
x2
x1
x1D
x1
x2D
xF
x2
(3.32)
36
triangle i. The potentials u ik are the potentials at the points x ik (ie. either potential
at boundary or at continuity point x F ).
Having expressed the gradients, the flux continuity equation (3.33) now reads
1
K 1 ( 11 (u1D u1 ) + 12 (u F u1 ))n =
T1
1
K 2 ( 21 (u F u2 ) + 22 (u2D u2 ))n.
T2
(3.34)
(3.35)
1
1
K 1 12 n + K 2 21 n
T1
T2
1
1
K 1 ( 11 + 12 )n, K 2 ( 21 + 22 )n]
T1
T2
1
1
K 1 11 n, K 2 22 n]
(3.36)
T1
T2
To express the transmissibilities for the sub-interface, we may write the left hand
side of (3.34) as
k1 = [
f = cv du + k2 u1D ,
(3.37)
where c (scalar), d (1x2 vector) and k2 (scalar) depend on geometry and permeability. These can also be given explicitly:
c=
d = [
1
K 1 11 n
T1
1
K 1 ( 11 + 12 )n, 0]
T1
1
K 1 11 n
T1
The unknown u F may now be eliminated from Eq. (3.35):
k2 =
(3.38)
x1D e1D
e2D
e1
x1
37
x2D
x2
xF
Figure 3.21: Boundary interaction region, used to include Dirichlet boundary conditions.
v = a1 (bu + k 1 u0 ),
(3.39)
(3.40)
(3.41)
The transmissibilities from T will enter the system matrix A for the discrete
set of (pressure) equations MU = R, and the transmissibilities from T 0 will enter
the right hand side R of the system. To construct the full system matrix, a looping
over all interaction regions will be done, and for inner interaction regions we
calculate transmissibilities in the standard way, discussed in Sec. 3.1.
The above method to take Dirichlet boundary conditions into account seem
to be a reasonable way to handle the problem. However, for K-orthogonal grids,
some information seems to be lost from the boundary because of the orthogonality
of the grid. Moreover, the elements of T 0 of Eq. 3.41 will be zero for the case
depicted in Fig. 3.22. It is possible to move the continuity point and the boundary
points x1D and x2D in such a way that the same points as in Edwards [17] MPFA
method are obtained. When this is done, the elements of T 0 in (3.41) will in
general be nonzero.
The third way to deal with Dirichlet boundary conditions for the MPFA
method is to somehow include fluxes on the boundary as well.
The information about the pressure on the boundary will as before be included
for the transmissibility calculations, as illustrated in figure 3.21. The potential
values at the boundary are used in the expressions for the gradient of potentials
38
Ky
Kx
(3.42)
(3.43)
(3.44)
(3.45)
The gradient, U i , i = 1, 2 will use the potential values at the points xi , xDi and
xF . The flux from cell 1 into the flux interface e1 , calculated by the information
from cell 1, is denoted f11 , and equals the flux calculated for interface e1 into cell
2, (information from cell 2), f12 . The potential at the dividing point xF may hence
be eliminated, from Eq. (3.42) and Eq. (3.43). If we next use the potential at the
dividing point xF in (3.43)-(3.45), we are left with the flux f = (f12 , f1D , f2D )T as
a function of the potentials of the active cells 1 and 2, u = (u1 , u2 )T , and potentials
at the boundary, u0 = (u(xD1 ), u(xD2 ))T .
The fluxes can now be expressed as:
f = T u + T u0
The transmissibilities of T will be incorporated in the the discrete version of
(2.1), while T u0 incorporates the boundary conditions on the right hand side of
the corresponding discrete system.
Chapter 4
Time dependent problems
Reservoir simulation models are used to predict future performance of reservoirs.
For multiphase problems the flow is hardly ever stationary, so in order to make
forward simulations (in time), the time dependent terms of the governing PDEs
must also be discretised.
Several options are possible, but it is common to use backward Euler time
discretisation to obtain fully implicit discrete equations. This means that all unknowns are coupled at a given time level, and the equations for the unknowns need
to be solved simultaneously. A semi discrete version of the mass balance equation
for phase then reads
mn mn1 + tn
n
fj
= qn .
(4.1)
The entities above are: m accumulated mass of phase , n and n 1 time levels,
fj phase fluxes through surface number j of a control volume, and q a possible
source term. Nonlinearities and how these affect the numerical solution strategy
are discussed next.
4.1
Nonlinearities
40
Here x denotes the vector of the (primary) solution variables in all grid cells.
For three-phase flow these may be the three quantities po , Sw and Sg , and the
remaining 3 solution variables (So , pw , pg ) are found by the previously discussed
closure relations.
The solution by the Newton discretisation procedure is defined by
r 1 ()
) [x x(1) ] = r (1) ,
(4.3)
x
where the superscripts and 1 denote iteration levels. Eq. (4.3) is solved
until x() x(1) has reached some desired limit (ie. specified convergence criteria). The data structure of the research simulator allows for general geometry,
r
). Moreover, there will be more
and this will be reflected in the Jacobi matrix ( x
couplings in the Jacobi matrix when a control volume interacts with more control
volumes than when two point flux schemes are used for flux discretisation. This
generalisation is accounted for in, for example, the handling of simulation grids
with crossing lateral grid lines in Paper D. Details of the Newton strategy may be
found in [39].
(
Chapter 5
Numerical results
Paper D investigates convergence numerically for the MPFA O-method. In the literature, there are numerous reference examples to be found for the purely elliptic
problem (1.7) with suitable boundary conditions. Linear pressure solutions (in
space) are perhaps the easiest reference solutions to investigate. Although such
a reference solution is very simple, it is a good first test to examine the discrete
solution obtained by a discretisation method when the grid is challenging.
The discrete flux operator is examined for various non-orthogonal grids in
both 2D and 3D in Paper D. It is shown that the discrete fluxes (from the MPFA
O-method) across sub-interfaces of interaction regions are exact when applied to
linear potentials. Intuitively we should expect that the discrete pressure solution
obtained from the corresponding system Au = b also should be exact since the
discrete set of pressure equations is constructed by assembly of transmissibilities.
The pressure solution on a randomly perturbated grid is investigated for the
Support Operator Method (SOM) for a homogeneous medium in [44], where the
analytical flow is uniform in a given direction. Their discrete pressure solution is
exact for that case.
Fig 5.1 shows a random 8 8 grid, and the underlying medium is homogeneous. The discrete pressure solution is calculated by the MPFA O-method, where
the analytical pressure solution is linear (driven by specified (Dirichlet) pressures
on the left and right hand side of the medium). The right hand plot of Fig. 5.1
reveals that the pointwise pressures are linear and exact for this case.
A similar test can be carried out for a discontinuous coefficient problem, where
the analytical pressure solution is piecewise linear. The medium is divided into
two parts, and the permeability ratio is 1/10 across the medium discontinuity. The
discontinuity line is here given by rx + sy = 0, where r = tan(/3)/(1 + tan(/3))
and s = 1/(1 + tan(/3)). This is visualised in Fig. 5.2. The permeabilities are
kx = ky = 10 for rx + sy < 0 and kx = ky = 1 for rx + sy > 0. The true solution is
given by
42
Numerical results
0.8
1.2
0.6
1
0.4
0.8
0.2
Pressure
0.6
0.4
0.2
0.2
0.4
0
0.6
0.2
0.2
0.2
0.4
0.6
0.8
1.2
xcoordinate
0.8
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
a. Random grid;.
4
0.5
0.4
0.3
2
0.2
1
0.1
0.1
1
0.5
0.2
0.3
0
0.4
0.5
0.5
0.5
0.4
0.3
0.2
0.1
0.1
0.2
0.3
0.4
0.5
a. Random grid.
0.5
0.4
0.3
0.2
0.1
0.1
0.2
0.3
0.4
0.5
(
u(x, y) =
rx + sy,
10(rx + sy),
for rx + sy < 0,
for rx + sy > 0.
(5.1)
The numerical results are shown in Fig. 5.2, where the pressures at the grid nodes
are employed. The discrete pressure solution on our 16 16 grid is piecewise
linear and exact also for this case.
More sophisticated cases are tested in Paper D. Especially interesting test
cases are cases where the permeability of the medium has sharp jumps, and the
analytical solution exhibits singularities in the velocity field. Such reference solutions are discussed in [46].
43
10
10
0.5
0.5
0
0
0.5
0.5
Figure 5.3: Plot of analytical solution on [0.5, 0.5] [0.5, 0.5]. Solution exhibits singularity at the origin.
5.1
Analytical solutions
The problems dealt with in Paper D are special cases where analytical solutions
of the elliptic equation (1.7) are known. The cases are discussed because they
regard important physics which discretisation methods should handle. In reservoir
simulation, non-orthogonal grids are used extensively, and the permeabilities vary
from grid cell to grid cell. Four grid cells will meet at each corner for a conforming
grid. If the grid cells have different permeability, the pressure may be less regular
near these corners than in areas where the medium is homogeneous.
In particular, cases where the analytical solutions exhibit singularities, should
be discussed. Such a solution is depicted in Fig. 5.3 on a square domain. Using
polar coordinates, this is a solution of the form
ui (r, ) = r (acos() + bsin()),
(5.2)
where the index i denotes regions with different permeability. The parameter
defines the regularity of the solution, and will depend on heterogeneity and the
angles of the grid cells that meet at a corner. These functions are known to not
belong to the function space H 2 (), but rather the fractional space H 1+ (),
where < , see [46]. The solutions are derived based on separation of variables,
and details may be found in Strang and Fix [46].
Chapter 6
Properties of discrete system
There has recently been work done to investigate the relationships between MFEtypes of methods and MPFA methods, [30] and [32]. Furthermore, these relations
are used to analyse convergence of the MPFA O-method on a general quadrilateral
grid (with continuously varying heterogeneity) theoretically [32].
As the MPFA method does not directly build on a variational formulation of
the governing (elliptic) equation, the approach in Paper A was not to investigate convergence but rather to investigate the coefficient matrix that arises when
discretising Eq. 2.1. This matrix is also frequently referred to as the Discrete
operator (corresponding to the continuous operator).
Various works in the literature, [41], [42] etc., indicate that convergence of a
discretisation method is related to three important issues; conservation of mass,
consistency of fluxes (see discussion in [4]) and stability. MPFA-methods are
locally mass conservative, so this is not an issue to be discussed. The concept of
consistent flux means that the discrete fluxes are reasonably approximated. We
claim that this is the case for fluxes obtained by the MPFA approach, since these
allow for general geometry, and general tensor representation of permeabilities.
Exceptions are cases where the solutions are far from H 2 -regular, as indicated by
the last numerical example of Paper D.
Stability issues are among the reasons for studying the discrete operator. Certain important properties of the continuous elliptic operator should be inherited for
the discrete operator. The operator (K ) is a self adjoint operator, and the
discrete operator should then ideally be symmetric [43]. This was one of the issues
discussed in Paper A (see discussion of Paper A below). Stability of a method is
assured if the discrete system satisfies the coercivity condition [8], [51]:
uT Au uT Du,
(6.1)
where A denotes the coefficient matrix of the system, and u denotes the discrete
solution vector. For the coercivity condition to be satisfied, A should be positive
46
definite [49].
A special class of matrices that are positive definite, are symmetric M-matrices:
6.1 M-matrices
The following definition is taken from [51].
Definition: A matrix A is called an M-matrix if the following is satisfied:
a) The diagonal elements aii are positive whereas the off-diagonal terms
aij , i 6= j are non-positive.
b) A is non-singular and A1 0.
Such matrices are appealing when looking at the continuous problem
(Ku) = q. For positive sources q, the solution u should also be positive, and this is assured if the coefficient matrix that arises from the discretisation
of (K ) is an M-matrix. Moreover, the positiveness of the solution is
assured if the coefficient matrix has a non-negative inverse. Such matrices are
called monotone (operators), see also [8] for a discussion.
The M-matrix property is examined in Paper A. However, this property may
be too restrictive for a method in order to say something about the monotonicity.
It is well known that a matrix may have a non-negative inverse without being an
M-matrix. This means that the matrices one really is looking for, are matrices
that are symmetric, positive definite, and have non-negative inverses. As far as we
know, it is not known how such matrices can be classified based on their elements,
but work has been done recently to analyse the monotonicity of the O-method.
47
by [8]
2
9
a = a1 T Ka1 ,
b = a2 T Ka2 ,
c = a1 T Ka2 ,
(6.2)
and
m2 = a +
c2
c c2
c2
c c2
, m3 = , m4 = b + , m5 = ,
d
2 2d
d
2 2d
(6.3)
and
P mi+4 = mi , i = 2, ..., 5. The variable d is given by 2ab/(a + b), and m1 =
i=2 9mi . The permeability K is positive definite such that a > 0, b > 0, and
c2 < ab. It is shown that two criteria are sufficient for the coefficient matrix A to
have a non-negative inverse. These criteria are
(1) m2 m4 m3 m1 0, (2) m2 m4 m5 m1 0,
2
(6.4)
c
) d. Since these criteria only are sufficient, the
which are the same as |c|(2 ab
inverse will be non-negative even if (6.4) is not satisfied. In [15] it is stated that for
grids with approximately unity aspect ratios, grid skewness of about 45 degrees
may be allowed. For stronger aspect ratios and/or anisotropy ratios, the limitations
on grid skewness are more severe. The reader may notice that grid skewness of
45 degrees has been tested in Paper D for various reference solutions.
When the inverse is investigated numerically on an n n grid, it is found that
angles down to /6 yield positive inverses for large n (n approximately 20) for
aspect ratios in the interval (1/2, 2).
This result may be interpreted as an unfortunate way of choosing neighbouring
information for the fluxes across cell edges when the grid cells are very skewed.
When the aspect ratio of the grid is close to 1, it is possible to construct a scheme
where the bandwidth is reduced. This should intuitively lead to a more diagonally
dominant matrix than the 9-point scheme does. Such a scheme can be illustrated
by Fig. 6.2.
48
3
2
4
1
Chapter 7
Summary of the papers
Summaries of the papers which Part II of this thesis consists of, will now be given.
Some issues may also have been left out of the papers themselves, and some of
these are discussed here. Details are also to be found in the previous sections.
7.1
50
properties for the construction of discrete schemes. Secondly, the physics behind
the purely elliptic problem (2.1) implies that positive sources q should lead to
positive pressures (for homogeneous Dirichlet boundary conditions). Translated
to the discrete problem, this means that the coefficient matrix should be monotone,
see Chapter 6 and [8].
The interaction regions are as mentioned above triangular, and three grid cells
interact in such an interaction region. This was visualised in Fig. 3.8. The derivation of the transmissibilities are discussed in Sec. 3.2.
The first case studied in the paper is the case with homogeneous permeability
(for the whole medium). For this case, the coefficient matrix is shown to be symmetric as long as the dividing points (see Sec. 3.2) are midpoints of triangle edges.
Further, the dual triangular grid should satisfy the Delauney condition in order for
the coefficient matrix to be an M-matrix. This means that opposite angles of triangles which share an edge, should satisfy the condition 1 + 2 < .
For general permeabilities, symmetry of the discrete operator is not satisfied directly for the MPFA O-method applied to polygonal control volumes. This was
further examined in the paper, and the question raised was whether it is possible
to obtain a symmetric, discrete operator. To answer this question, symmetry equations were defined locally for the interaction regions. The dividing points were
fixed (midpoints of triangle edges), and the equations were solved with respect
to the location of the triangle points inside the interaction regions. The control
volumes change with this procedure, but the goal of the experiment is to find geometrical situations for which symmetry of the discrete operator is satisfied. Solutions of the symmetry equations may be sought for arbitrary heterogeneity and
anisotropy ratios inside the interaction regions. The algorithm for finding triangle
points that yield symmetric coefficient matrices, may easily be implemented for
numerical purposes. We were not able to obtain solutions for all cases we tested
(anisotropic cases), but we were able to extract important information for layered
media (two cells of an interaction region have the same permeability). For these
cases it is possible to construct grids a priori that honour the media discontinuities,
and at the same time yield coefficient matrices that are symmetric. For isotropic
cases it was found that the triangle point should be located on a straight line which
connects two dividing points, and we refer to Paper A for details. If the anisotropy
ratios are different, but the principal axes of the permeability tensors are aligned
with the discontinuity line, the triangle point should also be located on this straight
line.
This result was found using the symmetry algorithm numerically, and is later
proven analytically in the paper.
The next question raised in the paper is how the dual triangular should be
in order for the local contributions from the interaction regions to the coefficient
matrix to have the correct signs. This is referred to as local M-matrix property
51
in the paper. It is found that this local M-matrix property yields a constraint on
angles of the dual triangular grid, heterogeneity and anisotropy combined.
The local M-matrix property does not fully answer the question whether the
total coefficient matrix is an M-matrix, as a neighbouring interaction region may
compensate for unwanted signs/contributions from one interaction region. The
M-matrix property derived for homogeneous media in Paper A is an example of
this. Such an analysis may be carried out in the same manner as in Paper A to
answer this for specific cases.
Paper B is an overview paper, and the symmetry results found in Paper A are
used in a discussion of practical gridding. Paper B also discusses the fully
heterogeneous case on a right angled triangle. Symmetry may be obtained for
this case when the media are isotropic. Further, faults in 2D are illustrated, and
are seen to be generalisations of the interactions of a triangular interaction region.
Main results of the papers:
The main results of the papers may be summarised:
Operator fully analysed on homogeneous media
A general symmetry algorithm was investigated
Layered, isotropic media can always be gridded to obtain symmetry and
local M-matrix property for the triangle method.
Layered media with varying anisotropy ratios can be handled for special
cases
A 90 degree triangle has been found to have good properties regarding
symmetry for cases where all three grid cells have different permeability
Practical gridding based on symmetry results has been sketched
An overview of gridding issues regarding 2D faults is given
52
53
54
7.4
55
Summary of paper E
cwd
(SSwr ) awd
( (1Swr ) )
(7.1)
The parameters used here are: cwd is the threshold pressure, S is the water
saturation, Swr is the irreducible water saturation. The parameter awd is the inverse of the pore-size distribution index, and is a parameter related to the specific
sandstone. Further details are given in the paper and its references. The expression (7.1) is the foundation for the generation of general capillary pressure curves
for media with varying wettability. The wettability of a sandstone says something
about the preferred glueing/clinging of water to the sandstone compared to the
same effect for oil. Sandstones that are classified as mixed-wet, will contain both
pores that are water-wet and oil-wet. From the discussions in [53] and [56], this
implies capillary pressure curves with both positive and negative capillary pressure. For details we refer to [53] and [56] and references herein.
The capillary pressure curves used in Paper D will be combinations of two
terms of the form (7.1), where one of the terms will be the capillary pressure
description in a completely water-wet system, and the second term will be the
capillary pressure description in a completely oil-wet system. The bounding
secondary imbibition and drainage curves will be on the form
Pc (S) =
cw
wr ) aw
( (SS
(1Swr ) )
co
or ) ao
( (1SS
(1Sor ) )
(7.2)
56
The as and cs are constants, and there is one set each for imbibition curves
and drainage curves respectively. Irreducible water saturation is denoted Sor . The
as are all positive numbers, cw is a positive number, whereas co is a negative
number. The curves will cross Pc = 0 for some saturation value between the irreducible water saturation and the irreducible oil saturation. Furthermore, the
capillary pressure curves will have asymptotes at Swr and Sor .
A hysteresis loop logic is introduced in [53], and this allows for arbitrary
imbibition and drainage capillary pressure curves to be defined. Furthermore,
similar logics will apply for relative permeability, so that our numerical model
will include a complete description of both capillary pressure and relative
permeability. In paper D, all examples initialise the reservoirs by primary
drainage curves given by Eq. (7.1). The initial saturation distribution in the
reservoir is hence a function of height, and the gradual change in saturation
defines the vertical transition zone between oil and water. Water flooding is
modelled by using a water injector at the bottom of the reservoir, and an oil
producer at the bottom of the reservoir. After a specific amount of fluids has been
injected/produced, the wells will be shut off, and the redistribution of the fluids is
modelled. Different rate regimes are investigated, and the redistribution is highly
dependent on the state at the time of well shut off. A comparison was also made
with a hysteresis option available in the commercial simulator Eclipse. The main
results of the paper are summarised below.
Main results of the paper:
Inclusion of consistent capillary pressure and relative permeability models
in forward reservoir simulator
Numerical handling of solution dependent curves with non-smooth derivatives in implicit solver
Investigation of examples where processes change directions throughout
simulations
Comparison of new hysteresis model and hysteresis model available in commercial simulator.
Chapter 8
Further work
The work of Paper A dealt with symmetry and M-matrix issues for the MPFA
O-method on a polygonal grid. This only partially answers the question about the
monotonicity of the method. As mentioned in Chapter 6, analysis has recently
been done for the O-method on 2D structured grids in regards to monotonicity
issues. These ideas can possibly be extended to expand the analysis of the Omethod on polygonal grids. As a starting point one should consider polygonal
grids with set patterns, so that there is a certain structure of the elements of the
coefficient matrix. A natural case to analyse is layered media.
The work with faults in 3D is by no means finished. The paper which deals
with faults for quadrilateral grids with crossing grid lines (Paper C) was initially
started because of specific field needs. However, we had certain problems with
the first version of the code that accounts for these types of faults. At the time of
writing this thesis, we have not been able to successfully simulate flow for real
field cases. This is one of the issues that we will work on at a later stage. We
then hope to be able to do field studies of a field with corresponding reservoir/grid
model depicted in Figure 8.1.
In addition to this, there are unresolved issues with the transmissibility calculations. Because of the special character the local system of continuity equations
to determine transmissibilities has, additional principles had to be used to determine the transmissibilities. As the discussion in the paper reveals, one degree of
freedom was left undetermined even after the principle of exact fluxes for linear
flow was used. The underlying local system is still subject to more analysis, and
more information may be used to bind the last degree of freedom.
The work of Paper D dealt with numerical convergence results. So far, only
matching quadrilateral grids have been tested, and most of the examples deal with
2D examples. Since the MPFA methods have been developed for general faults,
this may certainly be used to perform tests with local grid refinement. Results
should then be compared with those of Discontinuous Galerkin Methods and En-
58
Further work
FloViz 2001A_1
Cells
473
945
1418
1890
2362
2834
3306
3779
4251
4723
5195
5667
6140
6612
7084
Figure 8.1: Extracted part of real field case with exaggerated faults.
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17pp.
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Part II
Published and submitted work
Paper A
Symmetry and M-matrix issues for
the O-method on an Unstructured
Grid
A person who is looking for something is not travelling very fast
In Stuart Little by E. B. White
Paper B
MPFA applied to Irregular Grids and
Faults
One day I shall reach the summit, and see how small the other mountains are
Du Fu, Chinese Philosopher
Paper C
MPFA for Faults with Crossing
Layers and Zig-zag Patterns
I was programmed for etiquette, not destruction
3CPO, in Star Wars Episode II
Paper D
A note on convergence of the MPFA
O-method; numerical experiments
on some 2D and 3D grids
An idea that remains an idea is not a good idea
Unknown
Paper E
Numerical Modeling of Capillary
Transition Zones
Wer reitet so spat durch Nacht und Wind? Es ist der Vater mit seinem
Kind
Goethe