Computers& FluidsVol. 19, No. 1, pp. 1-19, 1991 0045-7930/91 S3.00+ 0.

00
Printed in GreatBritain.All rightsreserved Copyright© 1991PergamonPressplc

COMPUTATIONAL METHODS IN PETROLEUM

RESERVOIR SIMULATION

M. D. STEVENSON,M. KAGAN and W. V. PINCZEWSKI

Centre for Petroleum Engineering, University of New South Wales, P.O. Box l, Kensington,
NSW 2033, Australia

(Received 24 April 1990)

Abstract--This paper presents an overview of the basic physical phenomena of multi-phase flow in
hydrocarbon reservoirs and discusses some of the more important problems which arise in building
reservoir simulation models. A major area of present concern is the application of high-order numerical
methods to reduce the level of non-physical or numerical dispersion introduced by low-order methods
currently used. Results are presented of computations which demonstrate the increase in the compu-
tational work necessaryto implement these methods. Guidelinesare developedto minimise the simulation
workload for practical simulation studies.

INTRODUCTION
Petroleum fluids (oil and gas) are found in naturally occurring underground geological structures
or reservoirs. The reservoir rock is porous with highly tortuous but continuous paths for fluids to
flow. The pore space is occupied by hydrocarbons and formation water and the production
characteristics of the reservoir are determined by a complex interaction of fluid flow and
mass-transfer processes. Up to three phases may flow simultaneously and mass-transfer may take
place between the phases. Viscous, gravity and capillary forces, phase compressibilities, and
reservoir heterogeneity and geometry influence the fluid flow process. Mass-transfer processes
are affected by phase behaviour, phase compositions, and the nature of injected solvents and
chemicals.
In order to provide realistic predictions of reservoir behaviour for different development schemes
and production strategies, it is necessary to describe the important physical and chemical processes
taking place in the reservoir and to correctly account for the complex interaction between the
processes. This can only be done with mathematical modeling (reservoir simulation). The
construction of a reservoir model requires the following steps: a description of the major physical
and chemical mechanisms in the reservoir; a mathematical formulation of the conservation
equations--resulting in a coupled systems of highly non-linear partial differential equations; a
discretized numerical model to approximate these equations; and finally, a computer code capable
of efficiently solving the systems of algebraic equations generated by the numerical model.
The objective of the present paper is to present an overview of the basic physical phenomena
of multi-phase flow in hydrocarbon reservoirs and to discuss some of the more important problems
which arise in building reservoir simulation models. A major area of present concern is the
application of high-order numerical methods to reduce the level of non-physical or numerical
dispersion introduced by low-order methods currently used. Results are presented of computations
which demonstrate the increase in the computational work necessary to implement these methods.
For the reader interested in further details, excellent comprehensive reviews of reservoir simulation
may be found in Peaceman [1], Aziz and Settari [2], Ewing [3] and Wheeler [4].

MATHEMATICAL FORMULATION
Consider the case of three-phase immiscible flow of oil, gas and water in a porous medium with
no mass-transfer between the phases. Since there are only three phases present,

So-.~.- Sg W Sw= l (1)

where, the subscripts o, g and w refer to the oil, gas and water phases respectively. So, Sg and Sw
are the phase saturations (the fraction of pore space occupied by a particular phase).
2 M.D. STEVENSONet al.

Darcy's Law relates phase velocities to phase pressure,

vi = Kkri ( V P , - p i g V z ) (i = o, w, g) (2)

where v~ is the phase velocity, K is the intrinsic rock permeability, kr~ is the relative permeability
for the phase, /~i is the phase viscosity, P~ is the phase pressure, and p i g V z is the gravity term.
The relative permeabilities kri are assumed to be monotonic functions of phase saturation,
k =kr (Sw)
k~ = k~( S~)
kro = kro(Sw, Sg) (3)
kr~ and k,g are empirical functions and must be determined experimentally for the water-oil and
gas-oil systems respectively. The oil phase relative permeability kro is interpolated from the
two-phase data using the Aziz and Settari [2] modification of the model proposed by Stone [5],
written as,
(l -- S w- Sg)krowkrog (4)
kro(Sw, Sg) = (l - Sw)(1 - Sg)

The individual phase pressure in eqn (2) are related by the capillary pressures which are defined as,
P,,,o(Sg) = Pg -- Po
P, ow(Sw) = t'o - Pw (5)
The capillary pressures Pcgo and P~oware also assumed to be monotonic functions of gas and water
saturations respectively, and must be determined experimentally. Typical two-phase relative
permeability and capillary pressure functions are shown in Figs 1 and 2.
The mass conservation equations for each phase, with eqn (2) written for phase velocity, are
d(c~p,S~) p~Kk~
- - = V. ( V P , - p , g V z ) + q~ (i = o, w, g) (6)
Ot #~
where, q~ are the phase mass injection or production rates (source or sink terms) which are used
to model wells and ~b is the porosity. The system of eqn (6) is coupled by constraints [eqns (1),
(3) and (5)]. The phase densities are also functions of phase pressures and are obtained from an
equation of state. For a slight compressible liquid it is convenient to write,

_ 1 Op, (i = o , w ) (7)
c, Pi OPi T
where c~ is the phase compressibility at constant temperature, T.

E
>,

Sw Sw

Fig. 1. Typical relative permeability. Fig. 2. Typicalcapillary pressure.

 Computational methods in petroleum reservoir simulation 3

Separating the variables in eqn (7) and denoting P,b as the density of phase i at pressure Pib,
we obtain,
pi = p,.. exp[ctP~ - P~)] (i = o, w) (8)
If the compressibility, c. is small (as it usually is for the oil and water phases), a further simplifi-
cation is possible. A truncated Taylor series expansion for the exponential term in eqn (8) yields,
pi=pib{1 +ci(Pi-Pib)} (i = o , w ) (9)
It is important to recognise the nature of the system of conservation equations [eqn (6)]. Consider
the case of single-phase flow (k, = 1, S = 1) of a slightly compressible liquid [p given by eqn (9)]
with no gravitational effects and constant ~b, K and #. It is easily shown that eqn (6), with the phase
subscript suppressed for clarity, may be written as,

~¢~
aP = K
~ (V2p + c(VP)2 ) + _q
p (10)

Since c is usually very small, c(VY)2< V2p and eqn (10) reduces to

dP KWp + q (11)

Eqn (11) is clearly parabolic. For steady-state incompressible flow the equation is elliptic.
It may be supposed that eqn (6) is also parabolic with diffusion-like properties. Unfortunately,
this is usually not the case. To demonstrate this consider the classical Buckley-Leverett problem
of one-dimensional, two-phase, incompressible flow of oil and water with no gravity effects, no
source or sink terms, and constant K, ¢ and #. The system [eqn (6)] becomes,

¢ OSo = 9 _ / 2 o aP°'~ (12)

dt ~x \ dx ]
C~Sw
¢ at =a-~
a ( 2w
ax )
(13)

where the phase mobility, 2. is defined as,

Kkri
2i = (i = O, W) (14)

For this case, we have auxiliary relations,

So+S,~= 1 05)
and
P,.ow = Po - Pw (16)
Adding eqns (12) and (13), with dSo/~3t = -dSw/C~t from eqn (15), gives,

Ox_+~- ~w =0 (17)

Substituting eqn (16) gives,

(18)

where the total mobility is defined as, 2T=).o+2w. Equation (18) is usually referred to as
the Pressure equation. Following Spillette, Hillestad and Stone [6] we define the water fractional
flow, fw, as
~w A (19)
fw(Sw)=2o + )~w=)~-~r
4 M . D . STEVENSON et al.

Utilising eqn (14), Darcy's law may now be written as,

- ~ o 3P° and V w = - 2 w c3Pw (20)

Vo = " 0x ~x
which together with eqn (16), may be used to expand the RHS in eqn (13) as,

c~ 2w
~-~ ~x ) = - ~ (fwVo) -
~
(fwVw)-
~
20
~x )
(21)

Defining VT, the total velocity as, VT----Vo+ Vw, we may write for eqn (21),

tS.o
Substitution of eqn (22) into eqn (13), with the observation that for incompressible flow VT is a
constant, yields
/ ~S,v",
VT(Ofw']+ (s. o,.,ow
20 =0 (23)

eqn (23) is known as the total velocity form of the Saturation equation. We note that eqn (18)--the
Pressure equation, and eqn (23)--the Saturation equation, are an alternative form for the system
conservations eqns (12) and (13). Although the pressure eqn (18) is elliptic, the saturation eqn (23)
is a non-linear convection-diffusion equation. For cases where capillary effects are small, i.e.
physical dispersion is low, or when the convective term dominates, e.g. flow near wells, the equation
assumes many of the properties of a first-order hyperbolic equation.
For the classical Buckley-Leverett problem, with zero capillary pressure, eqn (23) reduces to,
~Sw aL,
~t + ~ = 0 (24)

where we have set vx/c~ -- 1 without loss of generality.

Equation (24) is known to have multiple weak solutions displaying shocks or discontinuities [7].
Oleinik [8] has shown that the physically relevant solution may be identified as a limit of solutions
to the equation
c~Sw #f,, 02Sw
(25)
~t + ~-x = E ~x 2
as ~--dissipation--approaches zero. The discontinuities of such solutions satisfy the entropy
condition [9, 10],
f(S,~) -f(mw. L) >/S >~"f(mw) -f(mw, R) (26)
S w - Sw,L Sw-- Sw.R
for all Sw between Sw. e and Sw, R, where Sw, L and Sw. R are the states on the left and on the right
of the discontinuity, respectively. The speed of propagation of the discontinuity, s, is given by the
Rankin-Hugoniot relation,
f(Sw. R) --f(Sw.e) = s(Sw, R - - Sw.L) (27)
It is easy tO show by a geometric construction of eqns (26) and (27) that all initial state pairs,
Sw. L and Sw. R, satisfy the entropy condition if the flux function, fw, is purely convex or concave.
Unfortunately, this is not the case for the type of flow considered here. For two-phase flows in
a porous media the relative permeabilities are typically quadratic in each of the phase saturations.
This leads to the following expressions for water fractional flow and its first derivative as functions
of water saturation [11-13].

fw=S~ s,~ m (28)

and

dSw= m&(l-Sw) S~w+m(lm-Sw) (29)

 Computational methods in petroleum reservoir simulation
I I I I I I [ I I
2D 1.0

1.5 0.75

at
ds 1.0 0.50 f(s)

0.5 0.25

0.0 0.O

I I I I I I I I I
0.0 0.2 0.4 0.6 0.8 1.0

Saturation, S
Fig. 3. Fractional flow functions for two-phase problem.

The form of these functions for the case #o//Zw = 1 is shown in Fig. 3. The flux function is clearly
not purely convex or concave for all Sw, but has a point of inflection. The non-convexity of the
flux function implies that in the close vicinity of the inflection point it is not possible to satisfy the
entropy conditon. This means that all numerical schemes which have order of accuracy greater than
one--all higher-order schemes--will produce solutions which contain entropy violating shocks and
which are, therefore, not physically relevant. There is, as yet, no satisfactory solution for this
problem and all practical numerical schemes which have accuracy greater than one require some
sort of flux correction--addition of artificial dissipation--in the vicinity of inflection points to
ensure convergence to a physical relevant solution. The numerical treatment of systems of
nonconvex conservation laws is an area of active current research [14-18].
As will be shown later, the hyperbolic form of the saturation equation is a source of major
difficulty in reservoir simulation. Moreover, Bell et al. [19], have shown that the corresponding
problem for three-phase, incompressible flow in porous media in the absence of diffusive fluxes may
be ill-posed. The system of conservation equations for this case may be written as
as aI
~- + ~ = 0 (30)

where S and f are now the vector quantities:

S = [Sw, Sg] r and f = [fw,fg] r (31)

The quasi-linear form of eqn (30) is written as

N + L~J ~ = 0 (32)
where the term in square brackets is a 2 x 2 matrix,

= -,~(,~ww + ,~;w) (,~w + ,lo),~'~ - ~;.;~J

where 2~.j denotes the derivative of 2, with respect to S i i.e.,

t~Zi (34)
;''J = asj
Bell et al. [19] have shown that if 8f/8S has real and distinct eigenvalues for all allowable
saturations then the system [eqn (32)] is hyperbolic and can be analysed by standard techniques
for hyperbolic equations. However, the form of the empirical relative permeability curves usually
used in reservoir simulation does not guarantee that 8f/8S always has real eigenvalues. In regions
of the saturation space where the eigenvalues are complex the system is elliptic and unstable i.e.
the problem is ill-posed when diffusive forces are ignored. When capillary or diffusive pressure is
included the instability is removed and the system is linearly well-posed.
6 M.D. STEVENSONet al.

Since compositional simulators include the effects of mass-transfer between phases, mass is
no-longer conserved within each phase as it is for the immiscible flow problems discussed above.
Here, the conservation equations are written for individual components which may be distributed
in all three phases. If the phases are denoted o, g, w for the oil, gas and water phases respectively,
and if C~o, Cig and C~ware the mass fractions of component i in the respective phases, then the total
mass flux for the ith component may be written as,
C,gpgVg + CioPoVo + C,wPwVw (i = 1, No) (35)
The mass component i per unit reservoir volume is,
ck(C~gpgSg + C~oPoSo + C~wpwSw) (i = 1, Nc)

and the conservation equation for the ith component is,

Ot [49(C,gpgSg + C,oPoSo + C~wPwSw)] + V " [CigpgSg + C,oPoVo + C,wPwVw] = q, (i = 1, No) (36)

where, Arc is the total number of components in the system.

The distribution of components between phases in a multi-phase system is a complex function
of phase pressure, temperature and composition and must be obtained from thermodynamic
models such as the Peng-Robinson equation of state [20]. Although this makes compositional
simulators considerably more complex in their detail than immiscible simulators, the mathematical
structure of the problem is similar.

FINITE-DIFFERENCE DISCRETIZATION
Finite-difference discretization techniques, because of their relative simplicity and computational
efficiency, are the preferred method for approximating the system of conservation laws for
multiphase, multi-dimensional flow in reservoir simulation. We demonstrate this technique by
considering immiscible two-dimensional, two-phase (oil and water), slightly compressible flow with
no mass-transfer between the phases. The system of conservation equations describing this flow, is

c~(dpp, ) _ V . piKk,i ( V P , - p~gVz) + q~ (i = o, w) (37)

Qt I~
As shown previously, the above equation contains only two independent unknowns--it is
conventional to choose the water phase saturation, Sw, and the oil phase pressures, Po, as the
independent variables.

Time-stepping schemes
From the viewpoint of the reservoir engineer time discretization schemes must be stable, robust
and computationally efficient. Since forward-differencing (explicit) methods are only stable for time
steps constrained by
At ~ k ( A x ) 2
where, At and Ax are the temporal and spatial mesh sizes respectively and k is some constant [2],
we use only backward-differencing (implicit) methods.

Spatial discretization
The application of implicit time-stepping schemes to the system eqn (37) requires the simul-
taneous solution of very large systems for non-linear algebraic equations at each time step. The
computational workload is very high since the solution involves the application of some form of
linearization method which usually involves an iterative linear solution technique at each
linearization step.
An alternative approach which greatly reduces computational time and storage is to de-couple
the system of conservation laws [eqns (37)] or the equivalent set of pressure [eqn (18)] and saturation
[eqn (23)] equations and solve sequentially [1]. The pressure equation is solved implicitly for
pressure, lagging all saturation dependencies to the old time level. Having obtained the pressure
 Computational methods in petroleum reservoir simulation 7

solution at the new time level, the saturation equation is solved explicitly for saturation. This
procedure is referred to as the IMPES method (IMplicit Pressure, Explicit Saturation). Although
the method is fast because it solves for only one unknown per grid block, it is subject to a severe
time step restriction for problems having difficult nonlinearities. Its use in reservoir simulation is
therefore limited to problems of moderate degree of difficulty. For more difficult problems it is
necessary to carry out a fully implicit simultaneous solution.
It is possible to write finite-difference approximations for the system eqn (37) by expanding the
unknown functions in a Taylor series and developing finite-differences quotients from a truncation
of the resulting series. An alternative approach, the preferred method in reservoir simulation, is
to write the difference equations in a manner analogous to that used to develop the differential
equations themselves, i.e. an Eulerian control-volume formulation. For a discretized element of
reservoir volume--or block--eqn (37) may be approximated by

Ami. x _ ~ f . K.e + q,. K (i = o, w) (38)

At e
where, mi, r is the mass of phase i in block K which may be expressed as
m~,x= Vb, r/PxSi, xp~,K (i =O,W) (39)
where, Vb, K is the block volume, ~br is the block average porosity, St.x is the block average
saturation, pi, r is the block average density evaluated at the block average pressure P~.K and f . r. e
is the total mass rate of phase i across face F of the block K. For a rectangular block (cartesian
grid) the faces are designated N, S, E and W for the north, south, east and west directions
respectively (see Fig. 4). The convective flux term is defined as
fi, K. F = A F ( p l ? ) i , F (40)
where AF is the area of block face F, and the mass flux (pv)~,r is defined at the centre of the block
face F. The density in eqn (40) is evaluated at some interpolated block face pressure.
In eqns (37) and (38) wells are modelled as point sources and sinks. This is sufficient if we specify
only phase injection or production rates. Peaceman [21] has demonstrated that the block pressure,
for a block containing a well, is approximately equal to the actual well radial flowing pressure at
a small distance from the wellbore. If it is necessary to specify well bottom hole pressures rather
than mass injection or production rates it is necessary to introduce a well model which relates the
specified bottom hole pressure to the block pressure. This is usually done by simply assuming steady
state-radial flow, for which,
qil.Zi , /r~'~
Pi--Pwell= 2rcKkr, ihp i In \- - /[rwl (41)

CN

N ifF'~N

fKW fKE
A ¢
CW E
w E
W T CK
I A

fKS
l
• Cs
Fig.4.Low-order(5-point)
scheme.
8 M.D. STEVENSONet al.

where Pi is the block pressure, PweHis the specified well pressure, h is the block thickness, r e is the
effective well block radius and rw is the wellbore radius• Equation (41) is used to eliminate the
source/sink term qi from eqn (38) when it is not specified directly• In practice it is common to
specifiy only one individual phase injection or production rate, or a total rate for all phases• In
such cases capillary pressure is neglected and eqn (41) is written for each of the phases present•
These equations are then be used to evaluate the required individual phase rates.
Equation (38) is written for each block in the reservoir model. For a reservoir model discretized
into N blocks, there will be a total of 2N such equations• The large number of blocks normally
used in reservoir simulation leads to very large sets of equations--tens of thousands or more• These
systems of non-linear algebraic equations are solved using Newton's method and for this, it is
convenient to write eqn (38) in residual form as

Am~,k ~,f, K, F -- q~., (K = 1, N and i = o, w) (42)

Ri'K-- At r

The functional form of the mass flux f , K.F has not yet been specified. However, it must be a function
of the two unknowns, Sw and Po, at block K and its neighbours.

Newton's method
We may write eqn (42) in vector form as

AmK ~,fK, r - - q K (43)

Rx- At F

where, RK, m,, fK. r and qK are vectors given by

..=[Ro..] mK =
rmo., ] ,.J K.F_[So,.,,.]
[r[" | -- qx =
Fqo,] (44)
LRw, KJ Lmw, K J IJ w,K, FJ Lqw, KJ
It is convenient to group the residuals and independent unknowns for each block into vectors, R
and X respectively,

Rl ' . I

R(X) = RK X = X K = [ P°K] (45)

Law, KA

L
R and X are partitioned vectors with subvectors as components. Each subvector contains NEQ
elements where NEQ is the number of independent unknowns or equations per block (two for the
present case)• We note that we seek the solution vector, X, such that the residual vector is zero, i.e.
R (X) = 0 (46)
Newton's method solves eqn (46) for X iteratively with the iteration update for iteration, n,
written as
X~+ ~= X. - J-~(X.)R(X.) (47)
J(X.) is the Jacobian matrix evaluated at iteration n. The Jacobian matrix is a square N x N matrix
whose coefficients are square NEQ x NEQ sub-matrices• The elements of the Jacobian are given by

~Rx (48)
JK.M -- ~XM

where, R~¢ and XM are given by eqn (45). To evaluate the elements of the Jacobian we must specify
the functional form of the convective fluxf. K.V' The actual form depends on the difference scheme
used. For the standard low-order, five-point schemes normally used in reservoir simulation [1,2],

f.K.F= AFpi•t:T~.K.F(dPi.K--dPj. F) (F = N , S , E , W) (49)

 Computational methods in petroleum reservoir simulation 9

Ti. K. F is the transmissibility for flow across face F of block K and is simply the Darcy law flow
coefficient evaluated at the face conditions,

1",.K~ - 2i' F (50)

'' Ax
q~i,K and q~, F are the block phase potentials defined in Fig, 4, where,
VCA~i, r = VPi,r - - Pi. rg VZ (51)
Equations (48) and (49) are used to evaluate the elements of the Jacobian. If the blocks are
ordered, i.e. numbered in a systematic manner, then the Jacobian will have a particular structure.
A natural ordering of the equations (numbering from left to right, line by line) for the
two-dimensional problem considered results in a Jacobian which is a sparse N x N partitioned
matrix having elements 2 x 2 sub-matrices. The structure of the Jacobian for a 5 x 5, 2-D uniform
grid is shown in Fig. 5. The structure of the Jacobian for a 3-D 5 x 5 x 5 regular grid is shown
in Fig. 6. It is clear that the Jacobian has a block tridiagonal form. The gaps in the diagonals arise
from the application of Neumann boundary conditions at the edges of the grid. Although the
structure of the Jacobian is symmetric, the matrix itself is usually asymmetric.
The structure of the Jacobian may also be modified by the introduction of wells. To see how
this comes about consider a well opened to flow from two non-neighbouring blocks (say blocks
7 and 17 shown on a naturally ordered 5 × 5 grid) with a well constrained to a specified total oil
rate, qo, r. The well model, eqn (41), is written for each block as

#o
Po,7-- Pwell:qo,7127~K~rohpoln(re~l
\rw,]]7
(52)

Po• 17- Pwe, = qo, 17 27tKkrohpo

In -- (53)
rw 17

qo. r = qo, 7 + qo, 17 (54)

From these equations we easily obtain,

qo, 17
=
{ P ° ' 1 7 - P ° ' v + q ° ' r [ 2rcKkrohpo
#o in(re)]
--
rw 7
}/{[ 2rcKk,ohpo
Po (r.)]
rw 7
[ 2zCKkrohpo
/~o ,n(r~l ~t
\rw)Ai7)
In -- + --

(55)
A similar expression can be obtained for qo, 7. Clearly, substitution for the source/sink terms, used
to model wells, can result in additional coupling between equations for blocks intersected by a well.

O0
OO0
OO0
OO0
• •

QQO
OQO
OeO
eil
gO •

DO 0 •
DOg •
O0 •
• OO
• gob
• • O0
• OO0
• • •
OO
gig
o o-~10'
o

ol

Fig. 5. Two-dimensional low-order Jacobian matrix.

10 M.D. STEVENSON et al.

, ..._. • .•
"~'1, m
i ". ' •._.;..
" "o°

.... _2, _..~..

°, ";;•
. . . . le-..a

ZI "'•"
°l

"-"!F. ~ --' •0

•'o, •, •1;. •
• o•.
el~-_
e•
°,

:i~: "..
"', "• ; i ; . •

I~°"l . . . .

"" ~7--. . . . "'.,:~!: "'. J

~0
||..
0
Q
-

•o • Ioo • 0
• • .:._ .o
|
• -:.
.:; •', 0O

"o•
i "~ r - j
7-
r

__1

• ":;. "..

"'• "'. :~!.::.:'•

• -" ~----°L __J

"".I "'• "'~:'

Fig. 6. Three-dimensional low-order Jacob,an matrix.

Limitations of low-order methods

A number of important reservoir engineering problems have solutions characterized by low levels
of physical dispersion [11-13]. Examples are high velocity immiscible flows in the vicinity of wells,
improved oil recovery process where small slugs of fluid are injected into the reservoir, thermal
recovery processes, and miscible displacements where compositional effects are important. For
these conditions convective terms dominate the conservation equations [eqn (32)] which assume a
wave-like or hyperbolic nature.
Central differencing of the first derivative transport term, Of/Ox has O[(Ax)2] accuracy, i f f is
sufficiently smooth, but causes stability problems [11]. The stability problem is overcome by the
use of low-order, single-point upward differencing. This amounts to using an tP[(Ax)2] accurate
approximation to the term,
Of vxAx Ozf
Ox 2 Ax z (56)

in place of Of/Ox, and results in the introduction of numerical dispersion or non-physical diffusion
of size vx Ax/2. This stabilizes the finite-difference scheme making the resulting matrix more
diagonally dominant by moving one of the off-diagonals of the centered scheme onto the diagonal.
The result of applying singe-point, upwind differencing to the standard problem of pure convective
transport of a square wave on a periodic grid [13] is shown in Fig. 7. The computed solution is
clearly excessively diffused and is therefore unacceptable.
Extending the application of low-order differencing to multiple dimensions introduces further
problems. For two-phase flow in two-dimensions in the absence of physical dispersion the
 Computationalmethods in petroleumreservoirsimulation I1

1"0 I I I i

0-8
0 0

0 0

0 0

8 0-6 o I
.4-'*
m
QO
0 ) ...o°°°°°°..
• %°

0 O" ~ "• "¢ °o

•" 0 °°
o°
°o
o°° 0 o °%
o.°'*° 0 o "",.,.o...

I I I
0"2 0"~ 0.6 0-8 1"0

Distance
Fig.7. Pulseconvectionfor low-orderand high-ordermethods.
application of upwind differencing to the transport terms in the x and y directions, results in an
artificial dispersion term of the form,
v~Ax a2f vyAy a2f
2 Ox2 2 Oy2 (57)

This term has obvious directional properties and results in solutions which are sensitive to the
orientation of the computational grid relative to the principal flow direction. The grid-orientation
effect is illustrated by computing solutions for a repeated five-spot pattern flood [13]. Figure 8
shows that considerations of symmetry allow the use of either a parallel (main flow direction
parallel to the grid) or a diagonal (main flow direction along the diagonal) grid to solve this

REPEATED 5-SPOT PATTERN

~e
I Ill I
I I I i I Diagonal grid
lllll
Ill lltl
Pllllll

~aLLet grid

Fig. 8. Diagonal and parallel grids.

CAF 19/I--B
12 M.D. STEVENSOr~et al.

problem. The results shown in Fig. 9, for oil recovery at water breakthrough, demonstrate that
the difference between the predicted recovery for the two grids are different and that the difference
increases with increasing mobility ratio.
A number of alternative solution techniques have been proposed to overcome the shortcomings
of low-order differencing. These include the method of characteristics, modified random choice
methods [22], and various flux-updating schemes. Although the method of characteristics is capable
of producing exact solutions for certain simple problems, its use as a general simulation tool is
limited by the complexity of the computer codes required to apply the method to general 3-D
multi-phase flow problems. Complexity also eliminates the random choice and flux-updating
methods, all of which are based on the method of characteristics. Although variational methods
(finite elements e.g. Mercer and Faust [23]), spectral methods, and related weighted residual
schemes, such as collection [24]) have been shown to produce solutions that are more accurate and
less prone to grid orientation sensitivity than those obtained with simple finite-difference schemes,
the practical implementation of these methods to reservoir engineering problems is again limited
by the complexity and computational expense. The inherent simplicity and generality of finite-
difference techniques make them attractive and the majority of commercial simulators use this form
of approximation [1,2].

HIGH-ORDER METHODS
Nine-point finite-difference schemes [25], based on linear combinations of the conventionally
difference flow equations for parallel and diagonal grids have been shown to reduce grid orientation
sensitivity considerably without incurring the computational expense of variational methods.
However, these methods are known to produce physically unrealistic bullet-like displacement
fronts [26] and offer no significant improvements in trunction error over the simpler five-point
schemes.
Taggart and Pinczewski [11-13] have demonstrated that third-order finite difference approxi-
mations greatly reduce grid-orientation sensitivity in multi-dimensional displacements. Because of
the greater accuracy of the higher-order approximations and the resulting smaller truncation error,
they allow the introduction of only a small (by comparison with singlepoint, upwind differencing)
amount of rotationally invariant dispersion which dominates the rotationally variant trunction
errors. Figures 7 and 10 show the results of applying third-order accurate differencing for the
previously discussed 1-D convection and the 2-D, five spot test problems. The level of non-physical
dispersion for the I-D convection problem and the sensitivity of the solution to grid-orientation
for the 2-D problem are both greatly reduced.
The practical implementation of high-order difference schemes is relatively straightforward. The
block convection rates in eqn (42), f,K,r, are simply evaluated more accurately. This requires
higher-order estimates for saturation dependent transmissibilities and phase potential gradients at
block faces and these introduce additional diagonals in the Jacobian matrix. The Jacobians
resulting from high-order approximation techniques are considerably less sparse than those
obtained with low-order approximation methods and are generally ill-conditioned [27]. The result
is a considerable increase in the computational time and storage requirements both to evaluate the
elements of the Jacobian and to obtain the inverse.
To compare the computer workload for high-order and low-order finite-difference methods we
have conducted numerical experiments using the previously discussed five-point scheme and a
high-order scheme similar to that described by Taggart and Pinczewski [12] for their uniformly
third-order accurate scheme. Here, we employ their 13-point spatial template to evaluate
the saturation dependent mobilities and a nine-point template [25] for pressure (see Fig. 11).
Inter-block mass fluxes are evaluated with
f.K.e = AFp,.FTPx. FVq~K.F (i = O,W) (58)
where T Hi.K,F and Vq~K.F are the high-order approximations for transmissibility and potential
gradient respectively. As before,
-rH _ ,~i.r (59)
ai'K'F-- mx
 Computational methods in petroleum reservoir simulation 13

100 I 100 I i i

90 • 90

• 5%
i~ i
80 ~•

\,
80 %:~
o

oe"
\ "=... n~
o

'° \ 70

\0°r
~° \ 60

2
50 I I I 50 I I I
0.1 '1.0 10.0 100.0 0.1 1.o "1o.o 400.0
MobiLity MobiLity
Fig. 9. Recovery at breakthrough for five-spot flood for Fig. 10. Recovery at breakthrough for five-spot flood for
parallel and diagonal grids with low-order differencing. parallel and diagonal grids with high-order differencing.

NN

W
I NE

~'ww
i: .......t It........-
i! "K
i ¢
[E

I
w
5W
i t
w
$E

55
1
Fig. 11. High-order (13-point) scheme.
14 M.D. STEVENSONet al.

where,
l lvxI
2 ~ = 1 [_ 2 w 4- 72K 4- 72E - 2EE] 4- ]-~ --~- [ - 2 w 4- 52r - 52E 4- ~.Ee- 2N -- kS 4- 2NE4- 2Se] (60)

Equation (60) is written for the E-face. The subscript i has been omitted for clarity. Similar
expressions may also be written for the other three faces. The nine-point template for pressure, is
written as

A~en = ~2 [~uE - ~u + 10(~e -- ~ r ) + ~se -- q~s] (61)

Similar expressions may also be written for the other block faces.
The solution procedure is similar to that already described for the low-order methods. However,
the Jacobian resulting from the high-order scheme is considerably less sparse. Whereas, the
lower-order Jacobian for the two-dimensional, two-phase problem has 5 diagonals with each
element being a 2 x 2 submatrix, the high-order Jacobian has 13 diagonals with each element being
a 2 x 2 submatrix. For three-dimensions the low-order Jacobian has 7 diagonals, whilst the
high-order Jacobian has 33 diagonals. Figures 12 and 13 show the Jacobian matrices which result
from applying the high-order method of 2-D and 3-D problems respectively.

Workload for high-order and low-order schemes

The system of nonlinear algebraic equations resulting from the discretization technique employed
is solved at each time-step using Newton's method. Each Newton's iteration requires the calculation
of a Jacobian and the solution of the resulting sparse linear system of equations,
Ax = b (62)
Because practical reservoir simulation problems are large--involving many tens of thousands of
blocks--the solution of the linear system is usually carried out using an iterative procedure. Storage
and computational time are primary considerations in selecting the actual procedure. The matrix
A is usually sparse, banded, asymmetric and may have some complex eigenvalues. The asymmetry
grows with the increasing dominance of convective over diffusive terms.
The most successful solvers--for low-order methods--all utilize some form of matrix pre-
conditioning accelerated by a conjugate gradient like method. Without preconditioning conver-
gence rates are very slow. We have tested a number of such methods. The preconditioners tested
are Nested Factorization (NF) developed by Appleyard and Cheshire [28, 29]--a highly recursive
factorization which exploits the nested block tridiagonal structure of A, Column Sum Factorization

i O0 !O0 •
oOO Ooo •
-ooo ego •
000 • go
O0 O0
• OOo_~ O0
• • ~i~ - • • •
OOO o o o o • oo
OO0 • g r-oo'0 00 • •
Oql,
OO OOiO O0 •
gO0 ~ i ~ e ooo •
0 0 0 _OOO00 OO0 •
O00 IOOO~ ooo •
gO O0 • go
go OO!O go
• • • O.O.O.O._ • • •
OOO 0 0 0 0 0 OOO
O0 • • O0 Q • •
O0 OO0 •
• go 0 0 0
• OO0 O00O
• OO0 OOO0
• OOO OOo
• O0 O0
Fig. 12. Two-dimensional high-order Jacobian matrix.
 Computational methods in petroleum reservoir simulation 15

"*:°"~" ~"*~'~-- 7- --' '~-"'~-"~' "" --I . . . .

"-., "::.,':::'~ ":.., . '. . . . . . . . :.1.. ".

"°

";:. ;;-'. I':'. I'::. I ".

• ...:..;;;. , .::, .:-
.:. ,:: . . . . . . :~: . . . . . . . . .
l':*J "1:.I ";:-'-" .:, ". . . . . . . . . *'.
i.-r-~' .,~' - - . • ,-r~."~ , r - - " ,~ "'.-~--~'~; '
: ' : - " ".!:~ ".'.I ":i'.."--~:l ::.'.. " , ' "".' "'!:' " ! : '
. . . . . r--- - - I . - - -
• ***. .*. .** ...
::. *. '1.':: ":; • .............
i ~.. ~** .o. n t
"*. J •..u *.*~ ...m I
. . . . . . . i le.i **. R **
. -:, .:- >, .**~. . ; : , . . . . .
........ ::. '>:. ;- . D
'. ........ : : : = ".:. "'. 4
I
- - i ~,,,--ll I il- ~ II i i . . . . . i1• I i7.1.'-I l--I - - . - -
,,..
"'. *:* "*:. ":*.. 1~'..'***:: :i*.. "" "" "'" "'" '

.. , *::.i "::. ":;., " "-':, :::: ":;, "

..i , i:i! ::....
*. .*. *°•, i
-~'.,~-,,~,.~--.__* -.----,,~-,.*,,..[: - - . - - _ _H, ] ] _ - - ,° ,~ ":; | n
",.

"::. ":! ",, . : , .::, . :'!',":!:,. ,.. I".

OIOj
::" '::" ~:~'.r::.u'. I ........ I
I .~-:, ,~-- . . . . ..-'-:-' ....'"'- ~ . _ . . . . . ,, ~ _ . . ,=-- . . . .
• * i ..* i *.. i *** i ..~,. ,.* °-_:. * i *•* i ••. a .,* i
' "17' ";" ':: . . . . . . .. .".* i . ~ J . . . . . .

** i *.*. • ° . . * . i " "*: " . . . . °" " I *.°s * . . . * . .

- - .- ,i--~ .,,_-. : ~ ' , __~. :i._.,~*'i ~ " ' , r - ~ . r ~ ' ; . -
.**
_. ~... ~_.o _~,...* ,,.~, - - - - ~",
., ...:,.: '-':,.:: ", ,. . . . . . . . . . . . . . . -:"
.. -'7. ,._" . . . . . . :-. ..

"*. :~'i "-:.l .".l ":~: ::::. :i'. ".

-. ,':::.,.:._.._.:::.,..... •
-- " ' m ~ blm~';J - h ; - - - - m i n i~ ' ;ir-

•.
...:i.~r..... . . . . . . . . . . . " . I'-':. I:;;;
, .1°, .¢:. -;- .;

Fig. 13. Three-dimensional high-order Jacobian matrix.

(CSF)--a simplified variant of N F which is easily extended to systems resulting from the
application of high-order discretization methods, and a modified block incomplete decomposition
(MBID) proposed by Efrat and Tismenetsky [30]. MBID is easily vectorized and was developed
for implementation on parallel processor machines: The other preconditioners are inherently
recursive and therefore more difficult to perform in parallel. The preconditioners were used with
ORTHOMIN [31] and the Bi-conjugate Gradient (BI_CG) [32] accelerators.
All the tests were carried out on a single processor machine running in scalar mode. The test
problem was a 2-D, two-phase displacement on a five-spot using diagonal 10 x 10 to 30 x 30 grids
(200-1800 unknowns). Problem 1 was initialized with a severe permeability variation which results
in a highly ill-conditioned Jacobian matrix and makes the problem very difficult to solve [33].
Problem 2 was for a uniform permeability distribution which results in a symmetric matrix and
is therefore easier to solve.

Linear solver convergence r a t e s

The Jacobian was generated at a time approaching breakthrough and a time-step of 0.1 days.
Figures 14 and 15 show the norm of the linear residual vector, ILr LL,plotted against the number
of iterations for the combinations of preconditioners and accelerators investigated for Problem 1.
Figure 14 shows that for the low-order Jacobian all the methods are successful in reducing the
norm of the residual. As expected the better the preconditioner, the faster the rate of convergence.
The best of the preconditioners tested was MBID. This preconditioner produced similar rates of
convergence both with the ORTHOMIN accelerator and the BI_CG method. The best method
was BI_CG-MBID. Although this method required the lowest number of iterations, the work load
per iteration is highest.
16 M.D. STEVENSONet al.

o[
A: Bi_CG, MBID
B : ORTHOMIN, MBID
C : ORTHOMIN, NF
-5 ~. D : Bi_CG. CSF

Z•~) ",4
E: ORTHOMIN, CSF

,.~ -lO E

~"-B
-20 I i

20 40 60 8~0 100

NUMBER OF ITERATIONS
Fig. 14. Low-order residual n o r m vs number o f iterations.

The computational workload for high-order methods may be reduced considerably by approxi-
mating the high-order Jacobian, which must be inverted at each linear solver cycle, with the
Jacobian generated using a low-order method [24]. This is a particularly convenient way of
extending existing low-order codes to higher-order. Figure 15 shows the convergence rates achieved

10

A
E B
n.,
O
Z
/ /
n-
O
I--
O
Ill
A : Bi_CG, MBID
-5 B : ORTHOMIN, MBID
"--I ",,.. C : ORTHOMIN, NF
D : Bi_CG, CSF
lit
\ %",%.
E : ORTHOMIN. CSF
\
n- \ D
v -10.
(..9 \.
=.
O \
._1
A

-15 -
\
"\ %
,t.
,{
=.

-20 i i ' i

0 2'0 40 6O 80 100

NUMBER OF ITERATIONS
Fig. 15. High-order residual norm vs number of iterations.
 C o m p u t a t i o n a l m e t h o d s in p e t r o l e u m r e s e r v o i r s i m u l a t i o n 17

Table 1. Problem 1, low-order methods

Fraction of CPU time
No. of cycles Spent computing (%)
Solution Grid CPU time
method size (s) Inner Outer Jacobian Precon. Linear solv.
10 x 10 85 106 30 57.8 8.0 30.1
15 × 15 206 119 31 56.4 7.8 32.9
ORTHOMIN-NF 20 × 20 392 140 31 53.3 7.4 37.0
25 x 25 624 144 31 52.8 7.4 37.7
30 x 30 957 162 31 50.5 7.0 40.6
10 x 10 84 32 30 57.8 22.6 15.5
15 x 15 186 33 31 58.6 22.9 15.6
BI_CG-MBID 20 × 20 368 44 31 56.1 21.9 19.5
25 × 25 593 50 31 54.8 21.4 21.5
30 x 30 870 52 31 54.6 21.3 22.0

using this idea for the high-order solution for Problem 1. The fastest convergence rates were
achieved with the BI_CG accelerator and MBID and CSF preconditioners. ORTHOMIN failed
to converge with all the preconditioners tested. This indicates that BI_CG is superior to
ORTHOMIN for difficult highly asymmetric ]aroblems.

Total simulation C P U time

The total CPU time required to solve a practical reservoir simulation problem using a particular
discretization and solution method will depend on the spatial grid size selected (the number of
unknowns), the time-step size (the number of complete solution cycles required for the desired
simulation period) and the specified convergence criteria for the Newton or outer-iteration loop
and the linear solver or inner-iteration loop. The criteria normally used require that the norm of
the linear residual be reduced to below a specified tolerance and that changes in the solution
estimate between successive outer-iterations (pressure and saturation) not exceed specified maxi-
mum values. Spatial grid size and time-step size are determined by examining the sensitivity of the
computed solution to the resulting truncation errors. Computational efficiency is maximised by
selecting the maximum grid and time-step size which produce solutions of acceptable accuracy. The
actual CPU time required for the solution then depends on the solution method used and the
specified convergence tolerances for the inner and outer iteration loops.
Table 1 shows the CPU times required to solve Problem 1 using low-order discretization and
two solutions methods ORTHOMIN-NF and BI_CG-MBID, for a number of different spatial grid
sizes. ORTHOMIN-NF has recently been compared with other solution methods by Appelyard
and Cheshire [28, 29]. The time-step size was set to 10 days, the maximum norm of the linear
residual was set to 1 0 - 3 and the maximum allowable changes in pressure and saturation between
successive outer-iterations was 5psi and 0.01 respectively. Since the specified convergence
tolerances are the same for both methods the number of time-steps and Newton iterations are the
same. MBID is a better preconditioner than NF and this, together with the better performance
of BI_CG for this particular problem, results in a considerable reduction in the number of linear
iterations required for the BI_CG-MBID method. However, the overall workload for both
methods is similar. The CPU saving from fewer linear iterations for the BI_CG-MBID method
is used up in the higher preconditioning workload associated with MBID. The overall solution CPU
time for this particular problem is approximately proportional to (Nx × Ny) H.
Neither of the solution methods converged for high-order discretization. The methods were
therefore tested using the less difficult Problem 2. ORTHOMIN-NF also failed to converge for this
problem. BI_CG-MBID did converge and the performance of the method is summarised in Table 2.

Table 2. Problem 2, high-order methods

Fraction of CPU time
No. of cycles Spent computing (%)
Solution Grid CPU time
method size (s) Inner Outer Jacobian Precon. Linear Solv.
10 × 10 259 154 41 56.5 9.9 31.8
15 × 15 676 212 42 51.3 9.0 38.6
BI CG-MBID 20 × 20 1722 357 52 45.5 8.0 45.8
25 × 25 4651 728 72 37.1 6.5 56.0
30 × 30 > 7200
18 M. D. STEVENSON et al.

Table 3. Effect of outer (Newton) tolerance on Problem 1 inner tolerance = l0 -3 kg- s i

No. of cycles Material balance error
Solution Newton tolerance Total CPU
method P: S: (s) Inner Outer Oil (%) Water (%)
0.1 0.0005 1675 334 172 0.011 0.004
1.0 0.005 401 142 32 0.028 0.009
ORTHOMIN-NF 5.0 0.010 392 140 31 0.028 0.010
25.0 0.025 392 140 31 0.028 0.010
100.0 0.100 265 109 19 0.028 0.106
0.1 0.0005 520 44 47 0.002 0.003
1.0 0.005 377 44 32 0.006 0.009
BI_CG-MBID 5.0 0.010 368 44 31 0.007 0.010
25.0 0.025 368 44 31 0.007 0.010
100.0 0.100 249 40 19 0.017 0.106

The CPU time for the high-order method increases with increasing number of grid blocks and is
approximately proportional to (Nx x Ny) ~6. For a 25 x 25 grid the time required for the high-order
solution is approximately 4 times that required for the corresponding low-order problem.
Tables 1 and 2 also show the fraction of the total CPU time spent computing the Jacobian
(including the Newton residual), preconditioning (including computation of the initial solution
estimate) and the linear solution. For all the cases tested, a considerable part of the total CPU time
is spent computing the Jabobian. The fraction of total CPU time for computing the Jacobian
decreases with increasing number of grid blocks and for the problems considered it was always of
the order of 50% of the total CPU time.

Effect of inner- and outer-loop tolerances

Tables 3 shows the effect of different inner- and outer-loop tolerances on the total CPU time
for a low-order solution. Problem 1 was solved on a 20 x 20 grid using a 10 day time-step. The
simulations were terminated after water breakthrough (130 days). Table 3 shows the effect of
progressively relaxing the outer-loop tolerance on total required CPU time. As the tolerance is
relaxed the number of outer iterations decreases with a corresponding decrease in CPU time. The
material balance error for each phase (expressed as a percentage of the original mass present)
increases as the outer-loop tolerance is relaxed. For practical purposes the simulation CPU time
is minimised when the outer-loop tolerance is relaxed to produce the maximum acceptable material
balance error.
The effect of different tolerances for the inner-loop on overall CPU time is shown in Table 4.
The norm of the inner residual was required to be reduced to less than 10 -5, 10 -2 and 10 -~ kg • s -~
respectively. For both O R T H O M I N - N F and B I _ C G - M B I D relaxing the convergence tolerance
usually results in a reduction in the number of inner iterations and hence, CPU time. However,
for some cases ( O R T H O M I N - N F - - 1 0 -~ tolerance), an overly relaxed tolerance may result in the
computation of a solution estimate for the outer-iteration (Newton iteration) which is so poor that
the number of outer-iterations increase or the Newton loop fails to converge. For practical
simulations this results in a dramatic increase in CPU time and an increase in phase material
balance errors.
Further useful overviews of Jacobian matrix structures and sparse matrix solvers currently
used in reservoir simulation have recently been presented by Nghiem and Rozen [34] and Appleyard
and Cheshire [29]. These reviews are restricted to a consideration of only low-order five-point
schemes.

Table 4. Effect of inner (linear) tolerance on Problem 1 Newton Tolerances: P:5.0 psi S:0.01.
No. of cycles Material balance error
Solution Inner tol. Total CPU
method (kg. s t) (s) Inner Outer Oil (%) Water (%)
ORHTOMIN-NF 10 -5 509 244 31 0.000 0.003
10 -2 325 79 31 0.199 0.074
10 t 1535 241 167 0.589 0.225
BI_CG-MBID 10 ~ 454 99 31 0.000 0.003
10 2 327 19 31 0.029 0.046
10 i 312 0 32 0.104 0.170
 Computational methods in petroleum reservoir simulation 19

Acknowledgements--This work was supported in part by grants from the State of New South Wales Department of Energy
and the Commonwealth of Australia Department of Resources and Energy under the National Energy Research
Development and Demonstration Program.

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CAF 19/L--C