Civil Engineering Department, University College of Swansea, Singleton Park, Swansea, SA2 8PP. U K
SUMMARY
An iterative method is presented for solving a fully coupled and implicit formulation of fluid flow in a porous
medium. The mathematical model describes a set of fully coupled threephase flow of compressible and
immiscible fluids in a saturated oil reservoir. The finite element method is applied to obtain the simultaneous
solution ( S S ) for the resulting highly nonlinear partial differential equations where fluid pressures are the
primary unknowns. The final discretized equations are solved iteratively by using a fully implicit numerical
scheme. Several examples, illustrating the use of the present model, are described. The increased stability
achieved with this scheme has permitted the use of larger time steps with smaller material balance errors.
1. INTRODUCTION
It is now generally recognized that the solution of multiphase, multidimensional flow in porous
media can be accomplished by approximating the nonlinear partial differential equations using
a numerical method. In the early development stage of reservoir simulation techniques, numerical
methods were only applied for the solution of linear differential systems. However, the equations
of multiphase fluid flow in a porous media are normally highly nonlinear as the mobility and
density terms are strong functions of saturation and pressure, respectively. The nonlinear terms
account for the effects of reservoir heterogeneity, relative permeability contrasts, rock and fluid
compressibility factors, gravity, capillary pressure and viscosity variations. Therefore, the solution of such problems involves the solution of sets of discretized equations in time and space
where the coefficients are both spatially and temporally dependent.
Normally, at least two steps are necessary in order to obtain the final solution; firstly,
a technique to discretize the problem spatially and secondly, a choice of an appropriate time
differencing scheme. The finite difference method has historically been widely used for solving
many reservoir problems. However, in many cases, e.g. flow regimes which give rise to shockfront
developement, or involve convective dispersion, there are inherent difficulties if the finite difference method is used. Recently, the finite element method has become increasingly popular due to
its natural flexibility in being able to handle the boundary conditions for simulating complex
geometric problems.
The second step in the solution process involves the temporal discretization of the already
spatially discretized form of the equations. A suitable method is required in order to define the
changes of the nonlinear terms with time. Although explicit time discretizing techniques are
computationally inexpensive, the maximum stable time step is normally very small. On the other
* Ph.D. Student.
+
Professor.
03639061/93/10067722$16.00
0 1993 by John Wiley & Sons, Ltd.
678
hand, implicit methods allow the use of larger time steps with smaller time truncation errors and
a commensurate increase in the stability of the solutions. Recent research has concentrated on
improving the implementation of implicit solutions in order to reduce the computing costs.'  4
Thomas et aL2 and Forsyth et a1.j have consequently presented adaptive implicit procedures for
their finite difference models. These approaches attempt to minimize the computation time by
using implicit methods for a small number of cells in the flow model, while using an explicit
method for the remaining cells.
The primary objective of this paper is to investigate the applicability of an iterative method for
solving a fully coupled fully implicit formulation of threephase flow using a finite element
solution. The flow formulation, which is strongly coupled with the reservoir compressibility
behaviour, is presented in detail. The nonlinear coeffecients are calculated to each Gauss point of
an element by using the calculated values of the unknowns at the nodes. This type of model is
commonly suited for natural depletion recovery where rock compressibility can act as an effective
energy drive to the reservoir. Finally, the convergence and stability characteristics of the present
scheme were investigated and compared with those obtained by Nolen et aL4 and Chappelear
et a1.'
1 = 0,g, w
where P I is the pressure, pl is the fluid density, Bl is the formation volume factor, k the absolute
permeability matrix, p l is the dynamic fluid viscosity and h is the height above an arbitrary datum.
The subscripts 0,g and w refer to the oil, gas and water phases, respectively.
Lewis and Schreflerg presented several factors which contribute to the rate of fluid accumulation of each flowing phase. Only those related to the reservoir compressibility and the saturation
changes are considered in the present paper. In this case, the total reservoir compressibility Cr, is
defined as the sum of the fluid compressibilities Crfand the effective rock compressibility Crm,as
679
where
and K , is the bulk modulus of rock, 4 the average porosity, fraction, DT the tangential elastic
stiffness matrix and mT = (1, 1, 1, 0, 0, 0)'.
In practice, the effective rock compressibility is normally a constant value which is equal to the
value of the matrix compressibility c, or bulk compressibility cb of the reservoir rock. In this
paper, C,, is assumed to vary with different rock properties such as, Young modulus E and
Poisson's ratio v, which determine the value of the matrix DT.Therefore, the present model is
suitable for solving any multiphase flow problem in porous media where a significant influence of
the reservoir compressibility is expected.
It is also assumed that the pore volume is completely filled by a combination of the fluids
present, i.e.
so s, s, = 1.0
(3)
+ +
The oil saturation S,, can be replaced with (1  So  S,). On differentiating equation (3) we
obtain
dS,  dS,
dS,
(4)
dt
dt
dt
Some other fundamental concepts must now be introduced. First, the fluid pressures at any
point in the reservoir are related by their capillary relationships. Therefore, for water wet oil
reservoirs, the following expressions are used:
For oilwater system
P,,
= Po
P,,
= P,  Po
P,
where P,, is the oilwater capillary pressure, P,, the gasoil capillary pressure and Po,,,, the oil,
gas and water pressure, respectively.
In the present paper, the effect of the gravity term is neglected and therefore the fluid pressure is
equal to the flow potential of each flowing phase. In simultaneous solution procedures, the
saturation changes must be expressed in terms of the capillary pressure and finally in terms of the
fluid pressures. On differentiating equations (5) w.r.t time, then multiplying and dividing the LHS
by dS, and dS,, respectively, we obtain
680
as,
as,
ap,
ap,
at =&i z)
where S ; and S;! are the slopes obtained from plots of S, vs. P,, and S, vs. Pcg,respectively.
On incorporating equations (2)(6) into equation (l), the final mass balance equation for each
of the flowing phases can be written as follows:
+
[B",
 S L +  C B,
SW
,la:
rm S"
S W
ap
+CrmSCJ+Qw=O
BW
at
+C,.CrmS;]%+[Q,R
S ()'S;!+
a 1
so
' P o B,
B,
,)la:
 Q,S;!+Q,RR:,+C
B,
S O
go C rm S"
B
O
(9)
where
s; = s, + 6PcwS&
s; = so 6 P c w s ;  dP,,s;
s; = s, + GP,,S;!
The parameters Q,, Q , and Q , are the source/sink terms of the oil, water and gas phases,
respectively. In this context a positive flux implies a production well and vice versa. Note that the
effective rock compressibility term C,, in equations (7)(9) is strongly dependent on the average
68 1
Y. S U K I R M A N A N D R.W. LEWIS
P = SOP0+ S,P,
+ S,P,
(1 la)
In fact, the terms S;, Sb' and S: were derived from equation (1 la) which indicate the fraction of
each fluid that 'wets' the rock surface. and therefore
If it is assumed that the sand grains are water 'wet' then, equations (1 la) and (1 1b) become
The mobility terms in equations (7)(9) are strongly dependent on the unknowns, e.g. the
relative permeabilities depend on the fluid saturations. As initial conditions, it was assumed that
the reservoir was in capillary pressure equilibrium with both the initial water and gas saturations
above their critical values, i.e. all phases were mobile. In the present paper, the threephase oil
relative permeability calculations were based on a statistical probability model by Stone," viz;
where kro, is the oil relative permeability for oilwater system, krogthe oil relative permeability for
oilgas system, k,, the water relative permeability for oilwater system and k,, the gas relative
permeability for oilgas system.
The above method uses both imbibition and drainage oil relative permeabilities and is valid only
if the value of k,,, at residual water saturation S,,, is unity.
Equations (7)(9) are subject to the following boundary conditions.
(a) Closed boundary: There is no flow of any phase across the impervious section of the
boundary system. In this case, the continuity of flow across the boundary is given by
71 =
0, g, w
where n is the unit normal vector and q n is the flow of nphase per unit area of the boundary
surface. In the case of impervious rock, zero permeability was assumed and therefore no flow
across the boundary.
(b) Open boundary: There is flow across the boundary which can either be in or out of the system.
The flow q n of the 71phase must satisfy the following condition:
The flow boundary can be defined in two ways; firstly be prescribing the flow rate, i.e.
682
where the values of qb and Pb are the prescribed flow rate and pressure at the flow boundary,
respectively.
3. THE FINITE ELEMENT DISCRETIZATION METHOD
The finite element discretization of the flow equations may now be expressed in terms of the nodal
fluid pressures, i.e. Po,P, and Pg by using the Galerkin Weighted Residual method. The
unknowns are related to their nodal values by the following expressions:
WPPW
dP,
dP,
dP
dP,
dP
dP
, dtB
+ w w  dt + wodt + W,J dt + qw = 0
For oil

o,p,
+ 0, dt + 0 , dtL + O
+ qo = 0
G,P,+G,
aP,
dt
dP,
dP
+Go+ G , A +qg=O
dt
dt
A detailed explanation of the above coefficients is given in the appendix. Equations (15)(17)
represents a set of ordinary differential equations in time. For convenience, the equations are
written in the following form:
wp
0
0,
0
G,
G,
Go
G,
The time discretization method used here is based on a Kantorovich ype approach" which
has been described in detail by Lewis et aL9 When applied to equation (18), this method requires
the solution of the equations
+ Afn
I"
f,
gFdt
=0
683
where At, is the length for nth time step, F is a function representing equation (18) and 3 is an
arbitrary function of time.
By assuming a linear variation of P within each time step, as given by
where
N1 = ( I  a )
;in)
and N  t  
w,
w,
HP,
O,]k;]
[Zw
Ow
Go
=[
P,
Gbg
+ At
 WPW
wo
w,
4w
0,
G,
Hpo
Go
0,
q0 ]At
Gbg
.%
tm
where
+ WpaAt)
Wbw = (Ww + Wp(l  ~ t ) A t )
Hpo = (0,+ 0 , a A t )
Hbo = (0,+ 0,(1  a)At)
Gps = (G, + G,uAt)
Wpw = (W,
Equations (21) represent a fully coupled and highly nonlinear system which require simultaneous
solution. Since all the coefficients are dependent on the unknowns, iterative procedures are
performed within each time step to obtain the final solutions. For this purpose, a fully implicit
formulation was applied in programming the simulation code.
4. I. Fully implicit formulation
Before detailing the method for solving the fluid pressures simultaneously, some of the
derivative terms in equations (7)(9) require definition. In fully implicit schemes where fluid
pressures are the unknowns, all the derivatives must be expressed in terms of pressures. The
derivative of the fluid saturations in equations (6) can therefore be defined as
684
and
and
dR,,
  Rso(P",f"k+l1  RSO(P3
p g + l , k + l  pg
(224
ap,
where i
= w, 0,g.
The terms in equations (10) can be evaluated within each iteration level as
s;
s; + s;dP:,+'
s; = s:
s;
 s;dP;;,+1
 s',dP:,+'
(224
s; + S',dP:,i'
where
The superscripts n 1 and k 1 are the new time and iteration levels, respectively. Consequently, these quantities in equations (22) represent implicit coefficients.
Equations (21) can be expressed, for a fully implicit scheme, in a convenient matrix form as
~ ~ + l , k + l p n + l , k + l
+A
n+l.k+l
(Pn + l , k + l  P " ) + Q = O
w,
P W
T = 0, At,
[Gp]
'=[ill
w,
wo wg
0,
0,
Go
G,
(234
0.1,
G,
Q=E]At
(234
where T is the flow coefficient matrix which is composed of the mobility terms of the flowing
phase, A is the accumulation matrix composed of terms in equations (2) and (22), P is the vector of
fluid pressures and Q is the source/sink vector which also accounts for the flow across the
685
boundaries. Equations (23) represent a nonlinear, fully implicit formulation, for a fully coupled
threephase fluid flow system in porous media. The numerical solution of these equations is the
main concern of this paper.
4.2. ClasslJication of nonlinear terms
The nonlinear coefficients in equations (23), which appear in matrices T and A, can be further
specified as follows:
where T, is the constant part of the flow coefficient, fl = I / p B and f 2 = krl. These functions
represent two type of nonlinear terms which determine the mobility of an Iphase at a Gauss
point 'g'. It is interesting to note the simplicity of the finite element method in approximating the
average nonlinear coefficients between elements, i.e. by calculating the coefficients at each Gauss
point as illustrated in Figure 1. In this study, the pressure and saturation of the fluids are the
unknowns at 'i', which implicitly determine the nonlinear parameters. On the other hand, the
finite difference method approximates the nonlinear terms based on 'weighted' values obtained
at different time levels and by alternative means between grid points.* In this respect, finite
element approximations can result in higherstability solutions even if applied on a complex
geometric reservoir model. A similar treatment may be applied in approximating the matrix A.
Aziz and Settari' defined the nonlinearities in equation (23) into two categories, namely, weak
and strong nonlinearities. The authors have classified parameters which are functions of pressure
of a single phase as weak nonlinearities, whilst all saturationdependent terms are considered as
strong nonlinearities. The weak nonlinear terms include By+', (l/BJ', C;" and R: which
depend on the degree of pressure changes. The effects of these parameters are normally neglected
when pressure remains constant, e.g. in steadystate problems. The strong nonlinearities depend
on the saturation or capillary changes, which approximates the values of krl and S ; . In practice,
these approximations for any iteration level ( k 1) are normally obtained from the curves, or
tables, of PVT and rock properties data versus pressure and saturation, respectively.
Upstream mobility:
Ta
Ta
Ti
Average mobility:
Ta = (Ti + T7+1)iZ
a) Finite difference approximation
2
element 1
ekmnl2
j
4'+
4
= 1.2. ..NP
686
I
time step
input data
Pi,Si.Kr,Pc...etc
calculate coefficient
I
solve unknowns
Po,PW and Pg
using direct solver
687
A stable solution implies that the effect of an error made at one stage of the computation will
not be propagated at later stages. The final solution of equation(23a) involves a nonlinear
approximation of the vector P" into another vector P"" which is applied at each node of the
mesh. If this approximation is expressed in terms of a transformation vector T,, then equation (23a) can be written as
P " + l = T,P"
(26)
In this case the vector T, includes all the nonlinear terms as already defined in equation (24). By
introducing &"+land E" as the error vectors at new and old time levels, respectively, we can write
equation (26) as
(P"+1 + & " + I ) = TJP" + E")
(27)
This condition guarantees that an error, E" introduced at time level t", will not be propagated in
the later stages of the computation. Equation (28a) can be generally written for the case of an
iterative method as follows:
In this study, the error vector is analysed at every iteration by introducing a residual term in
equation (23a). Therefore, a residual Rk,, corresponding to a vector Pk, may be defined as
Rk, = T"Pk
+ A"(P"+'  P") + Q
(29)
where the subscript m indicates that the elements of the matrices T and A are evaluated as
functions of a vector P". For the case of implicit schemes, the vector P" are the values obtained
from the recent calculations which may be generally different from Pk.Using the same definition
for R;+ 1, we can write equations (23) in the final form as
In practice, equation (31) is the same as the material balance calculation for each of the flowing
phases which occur within two different time levels. This balance check requires that the rate of
fluid accumulation minus the divergence of velocity must be equal to the net flow of the reservoir
system, i.e. total flow from any external source minus the total outflow from the reservoir.
A general material balance equation MBE, for each of the flowing phases can be given as
688
(33)
where E, is material balance limit. This check is performed after ech iteration within a time step
after the unknowns have been calculated. In this case, the most recent values of fluid saturation
are used.
The conditions given in equation (28) were used for investigating the stability of the solution as
obtained from equation (31). For a numerical stability analysis, an example involving free
response was considered, i.e. when the source/sink terms are all ~ e r o . ~ ,For
' * ~simplicity,
~
it was
assumed that the nonlinear coefficients were 'locally' constant and therefore equation (30)
becomes
Ty+l,k+lpn+l,k+l
+ An+l,k+l(pn+l.k+l pn)
=0
(34)
The stability analysis of this form has been investigated by many a ~ t h o r s '  ~ ,where
'~
in
general the Fourier error analysis was used. Applying the same conditions to equations (34) will
result in
En+lTn+l,k+l+ E n + l A n + l , k + l  E
n ~ + l , k + l
=o
(35)
+1
 En
An+l,k+l
~ + l , k + l+
Tn+l,k+l
Note that the RHS term in equation (36b) is always less than unity for any value of the matrices
and A n + l , k + l and therefore the equation may be abbreviated to
Tn+l,k+l
which again shows that the fully implicit formulation is unconditionally stable.
5. NUMERICAL EXAMPLES
The fully coupled finite element model described in the previous sections was employed to
simulate two and threephase flow in a saturated oil reservoir. For this purpose, three numerical
examples were solved in the present paper. The first example is the water injection problem
presented by Nolen and Berry5 which is similar to the BuckleyLeverett linear analysis for
a twophase incompressible fluid flow problem. This example illustrates the stability of the fully
implicit formulation described in the present paper where the finite element method was used to
obtain the final solution.
689
The other two examples indicate the capability of the developed code for solving a complex
reservoir simulation problem as discussed in Reference 6. For the second example, two simulations were performed for validating the threephase flow model which involve the phenomenon of
water and gas coning in a saturated oil reservoir. This example also investigates the problem of
gasphase appearance and disappearance as reported by Chappelear et ~ 1 and
. Forsyth
~
et
The last application employs the same reservoir data as in the second example but was used to
indicate the utility of the developed code in simulating the effects of reservoir compressibility on
the ultimate recovery.
5.1. Example 1: water injection problem
This is the second SPE comparative solution project as reported by Chappelear et ul.I3 The
actual reservoir model has been modified in order to provide a challenging test problem. It is
a singlewell model which involves gas and water coning as shown in Figure 5. In the present
paper, the results obtained using the fully implicit, fully coupled finite element model are
0.15
0.25
0.30
0.45
0.55
0.65
0.75
0.90
O~OOOO
0.0040
0.0102
0.0305
0.0497
0.0797
0.1244
0.2215
610
20
93
0.20
500
0.5
0.5
0.15
K ro
1~0000
0.5880
0.4460
0.1770
0.0724
0.0163
oQ020
00
Well data
Oil production rate, Bbl/d
Water injection rate, Bbl/d
70
70
pc (Psi)
0.001 5
0.0013
0.0012
0.0009
0.0007
0.0005
0.0003
00
690
+
Prod.
61Om
P
600
1200
lrrplidt FEM
compared with those obtained from two companies namely; D & S Research and Development
Ltd. and J. S . Nolen and Assocs. Tabe I1 summarizes the basic reservoir descriptions which
include the initial reservoir conditions and the properties of the reservoir rock data.
A threedimensional geometrical representation of the reservoir was used in all examples as
shown in Figure 5. Two fully sealing faults were placed at the top and at the base of the reservoir
model in order to simulate noflow boundary conditions. It was assumed that no water was
produced at the well and the produced gas oil ratio at the surface was calculated by using
69 1
Y. S U K I R M A N A N D R.W. LEWIS
52 m
X
767.0
4000
53.0
0.147
020
004
5600.0
3600.0
Well data
Times (ds)
110
1050
50275
275720
720900
Other data:
Layer
1
2
3
4
Production (STB/D)
lo00
100
lo00
decline
100
Permeability (md)
100
300
450
215
Injection (STB/D)
0
150
150
150
150
Swi
Sgi
25.3
27.8
28.7
32.0
0.001
OW05
0.0o05
O~ooO5
692
In practice, the GOR and WOR produced at the surface were used as a criterion to close down
a producing well, i.e. at the time that production was no longer economic. Several simulations
were performed under two different reservoir conditions: (i) a closed system without an injection
well (case 1)and (ii) dead oil (case 2) (i.e. no dissolved gas) was injected into well Y at the rate given
in Table 11.
For case 1, the results obtained are shown in Table111 and Figures 6 and 7. Table 111 shows the
computational performance of the present model as compared to the results published by
Chappelear et aL6 The answers depicted in Figures 6 and 7, show that the results obtained using
the developed finite element code agree well with those obtained by D & S Research and
Development Ltd. and J. S. Nolen and Assocs.
100
300
200
productiaslTime (Days)
Computational parameters
158
82
33
Matrix solution
290
85
95
iterD4
iterGauss
D4Gauss
693
For case 2, the results obtained are given in Table IV and Figures 8 and 9 which show the
robustness tests on the developed finite element code. The 'dead oil' injection caused the
occurrence of freegas disappearance and appearance, especially during the period 10 100 d (see
Table IV). Figures 8 and 9 indicate the gas saturation profile (values at a midpoint between
100
200
productian Time Days)
300
50
100
mllctialTime (days)
Figure 8. Gas saturation vs. time for various schemes
150
694
Layer
MidWY
t=Od
1
2
3
4
t=lOd
1
2
3
0.06 10
0.0608
0.0605
06050
Point W
Point X
0.OOOo
o.OOO0
O~OOOO
O.oo00
OOOOO
0.OOOo
0.OOOo
OOOOO
0.0650
0.0640
0.0640
0.0640
0.0740
0.0720
0.0710
0.07 10
0.0020
0.0015
OG015
00015
0.0990
0.0880
0.0860
0.0790
0.06 13
0.06 12
00610
006 10
t=50d
0.OOOo
0.OOOo
0.OOOo
O~OOOO
2
3
4
t=113d
1
2
3
1650.0
+
8cr:


1111
8 1500.0
1350.0
50
100
ProductioolTime (days)
Figure 9.GOR vs time for various schemes
150
695
4000
& E
8691E+10
4E = 8631E+O6
2000
p:
0
0
0
0
100
200
300
Production Time (Days)
Figure 10. Gas oil ratio vs. time for different reservoir rocks
0.0
i
0.8
200
400
ProducdonTime (days)
600
400
696
Y and W) and the produced gas oil ratio at the surface, which correspond to this repressurization
phenomena. The finite element model has handled the problem sucessfully without implementing
any computational constraints as have been reported by Forsyth and Sammon.14 The finite
difference ~ i m u l a t i o nwas
' ~ terminated at 100 d, i.e. when all the free gas had dissolved into the oil
phase, whilst this is not the case for the present solution.
5.3. Problem 3: efsects of reservoir compressibility
This type of problem was used to analyse the effect of reservoir compressibility on ultimate
recovery. Production from a heterogeneous and unconsolidated saturated oil reservoir, as
described in the second example, was simulated for two types of reservoir rocks as shown in
Table 11. Two simulations were performed using a closed reservoir model to investigate the
influence of different degrees of reservoir compressibility on the calculated water cut and gas oil
ratio at the surface. Three values of Young's modulus, i.e. 0.9631E + 09, 0.9631E + 06 and
0.9631E 05 were used in each simulation. The bulk compressibility of each type of rock was
approximately calculated as being equal to 0 1 x E. The production data were indentical as for the
second example.
The results obtained from all runs are shown in Figures 10 and 11. Figure 10 indicates that
reservoir compressibility reduces GOR at the surface which therefore results in a higher oil
recovery. Figure 1 1 shows the average pressure drops versus production time for different values
of Young's modulus, E. The results obtained are in accordance with expected reservoir engineering performance.
6. CONCLUSIONS
A fully coupled fully implicit finite element model has been developed for simulating three
immiscible and compressible fluids flowing in a saturated oil reservoir. The derivation of the
continuity equations considered the effect of rock compressibility in which some rock parameters,
e.g. Young modulus, Poisson's ratio and rock compressibility factor, were included. The mass
balance equations have also taken into account the effect of capillarity and the variation of
relative permeability.
The application of a finite element spatial discreitization resulted in a semidiscrete form of the
equations in time. The developed fully implicit simulation code was unconditionally stable and
therefore large time steps could be used in the present study. From the preliminary results
presented, the first two examples show the stability and accuracy of the present model as
compared to those published by Chapplear.' The robustness of the developed model was tested
by simulating a difficult threephase coning problem and predicting the performance of an
unconsolidated reservoir. The code is under continuous development and will be used in future
for solving singlewell simulations, e.g. hydraulic fracturing simulation around both vertical and
horizontal wells.
APPENDIX
+ Sw4dt
5 ( lBw
)]NdCl
where
s,
697
CG,, =  t R,,?
B,
B
REFERENCES
1. A. Behie and P. K. W. Vinsome, Block iterative methods for fully implicit reservoir simulation, SPE 9303, 1980.
2. G. W. Thomas and D. H. Thurnau, Reservoir simulation using an adaptive implicit method, SOC. Pet. Eny. J . ,
759768 (1983).
3. P.A. Forsyth and P.H. Sammen, Practical considerations for adaptive implicit methods in reservoir simulation, J .
Comput. Phys., 62, 265281 (1986).
698