WRC RESEARCH REPORT NO.

77

ANALYSIS OF LIQUID-WASTE INJECTION WELLS

I N ILLINOIS BY MATHEMATICAL MODELS

Manoutchehr H e i d a r i and Keros C a r t w r i g h t ILLINOIS STATE GEOLOGICAL SURVEY and P a u l E. S a y l o r DEPARTMENT OF COMPUTER SCIENCE UNIVERSITY OF ILLINOIS A T URBANA-CHAIIPAIGN Urbana, I l l i n o i s

F I N A L R E P O R T P r o j e c t A-058-ILL

The work upon which t h i s p u b l i c a t i o n i s based was s u p p o r t e d by f u n d s provided by t h e U. S. Department of t h e I n t e r i o r a s a u t h o r i z e d under t h e Water Resources Research Act of 1964, P.L. 880379 Agreement No. 14-31-0001-3813

UNIVERSITY OF ILLINOIS W A T E R RESOURCES CENTER 2535 Hydrosystems L a b o r a t o r y Urbana, I l l i n o i s 61801

February 1974

ABSTRACT

ANALYSIS OF LIQUID-WASTE INJECTION WELLS I N ILLINOIS BY MATHEMATICAL MODELS

T h i s r e p o r t c o n t a i n s t h e r e s u l t s of a p r e l i m i n a r y t h e o r e t i c a l s t u d y of t h e f a t e of l i q u i d i n d u s t r i a l wastes i n j e c t e d i n t o deep g e o l o g i c f o r m a t i o n s . The J o n e s and L a u g h l i n C o r p o r a t i o n w e l l was used as a model and t h e geology of t h e a r e a w a s i d e a l i z e d i n t o a 1 5 - l a y e r e d homogeneous and a n i s o t r o p i c m a t h e m a t i c a l model. The f i n i t e element method w a s t e s t e d and proved t o b e an e f f e c t i v e m a t h e m a t i c a l t o o l i n t h e s o l u t i o n of t h e e q u a t i o n of flow. The f l o w and p r e s s u r e build-up show t h a t t h e r o c k s are c a p a b l e of r e c e i v i n g g r e a t e r volumes of waste t h a n are now b e i n g i n j e c t e d w i t h o u t e n d a n g e r i n g t h e i n t e g r i t y of t h e a q u i f e r o r t h e c o n f i n i n g l a y e r . The m a s s - t r a n s p o r t e q u a t i o n f o r l a r g e and complex ground-water r e s e r v o i r systems w a s i n v e s t i g a t e d , and i t w a s concluded t h a t t h e d i s p e r s i o n and d i f f u s i o n p a r t s of t h e e q u a t i o n are r e l a t i v e l y i n s i g n i f i c a n t , and under extreme c o n d i t i o n s t h e d i s p e r s e d zone w i l l n o t b e more t h a n a few f e e t wide. T h e r e f o r e , i t w a s concluded t h a t a more p r a c t i c a l approach t o t h e problem would b e t h e s o l u t i o n of a s y s t e m w i t h a moving i n t e r f a c e boundary i n which m a s s t r a n s p o r t r e s u l t s mainly from convection. To overcome d i f f i c u l t i e s e n c o u n t e r e d w i t h computer t i m e and memory i n t h e s o l u t i o n of t h e m a s s - t r a n s p o r t e q u a t i o n f o r l a r g e complex s y s t e m s , a n i t e r a t i v e method i s proposed f o r t h e s o l u t i o n of t h e e q u a t i o n s , which s u b s t a n t i a l l y r e d u c e s t h e s e difficulties.

H e i d a r i , M . , S a y l o r , P . , and C a r t w r i g h t , K. ANALYSIS OF LIQUID-WASTE INJECTION WELLS I N ILLINOIS BY MATHEMATICAL MODELS U n i v e r s i t y of I l l i n o i s Water Resources C e n t e r Report No. 77 KEYWORDS - m a s s - t r a n s p o r t e q u a t i o n / f l o w e q u a t i o n / m a t h e m a t i c a l modeling/ f i n i t e e l e m e n t method/ m u l t i - l a y e r e d s y s t e m s / s o l u t i o n of l a r g e s e t of l i n e a r e q u a t i o n s / adaptive-Chebyshev-factorization method

.....................

srna3sds 3 r d o z ~ o s 1pue snoauaSorno~

.E

.............................. ~uauraz3u1 amrL 30 a S u ~ y 3 * 3 ..................................... uor~3nz~suo y3s a ~ * q

x j pue ~

sa3yz~e 30 ~ s a r ~ z a d o z d *e

....................... ---------------- poyJaK

Juamaln aJruyg aq3 30 u o r ~ ~ ~ u a m a 7 : d m a1 suorJrpuo3 Xzepunog

.z
-1
*g

......................................

poq3aK ~ u a m a 7 : a~ Jruyg

s m a ~ s d gp a ~ a d e ~ - ? 3 7 :203 n ~ u o g s n b x MOT^ 30 uoyJnToS

.......................................
.......................

uor3enba ~ z o d s u e zs~s e ~

ayJ u r uorsn33ra pue u o r s z a d s r a ay3 30 a a u ~ ~ z o d m .v ~

S N O I L V ~ ~M Z O T ~am L X O ~ S ~ ssw L do

sNoI;Ln?os
-3

'11

..................................................
......................................................

syzo~ snornazd punozS y3eg s a n g 3 a Fqo

......................................................

*v

page ii) Three-Layered System w i t h C o n s t a n t I n j e c t i o n

Rat- Boundary

Condition

........................

39

c.

A p p l i c a t i o n of t h e F i n i t e Element Method t o a F i e l d Problem i) ii) Geology

.......................................

48 48 60

........................................

S o l u t i o n by F i n i t e Element Method

----------------------

AN ADAPTIVE-CHEBYSHEV-FACTORIZATION

METHOD FOR THE SOLUTION OF LINEAR

EQUATIONS ARISING F R O M THE NUMERICAL SOLUTION OF F L O W EQUATION

73

D.

Approximat- F a c t o r i z a t i o n s

......................................

80 82
88

E. F.

The Finite-Difference

Case

......................................

Approximate F a c t o r i z a t i o n o f F i n i t e Element M a t r i c e s

------------

LIST O F FIGURES

page F i g u r e 1. Schematic column s e t u p and t y p i c a l measurements f o r an instantaneous p o i n t source i n je c t i o n F i g u r e 2.

.......................

Schematic r e p r e s e n t a t i o n of t h e zone of mixed f l u i d s o r gradual boundary

........................................

Figure 3.

Concentration d i s t r i b u t i o n o b t a i n e d w i t h t h e above d a t a ( s e e F i g u r e 3) and Hoopes and Harleman's approximate s o l u t i o n w i t h o u t molecular d i f f u s i o n

.......................

I?

F i g u r e 4.

Concentration d i s t r i b u t i o n o b t a i n e d w i t h t h e above d a t a ( s e e F i g u r e 4) and Hoopes and Harleman's approximate s o l u t i o n w i t h molecular d i f f u s i o n

..........................

14

F i g u r e 5.

Concentration d i s t r i b u t i o n o b t a i n e d w i t h t h e above d a t a ( s e e F i g u r e 5) and Hoopes and Harleman's approximate solution

...................................................

17

F i g u r e 6-a.

D i v i s i o n of two-dimensional r e g i o n i n t o t r i a n g u l a r
elements ...................................................

23

F i g u r e 6-b.

An axisymmetric element w i t h c o n s t a n t t r i a n g u l a r

..............................................
F i g u r e 7. Figure 8. Schematic r e p r e s e n t a t i o n of flow through node n

23 28

------------

Schematic r e p r e s e n t a t i o n of t h e nodes which c o n t r i b u t e t o t h e elements a a and dnm, where m = i, i + 1, n -1, n, n + 1, n m k -1, and k ................................................ 31

Figure 9. F i g u r e 10-a.

Schematic r e p r e s e n t a t i o n of i r r e g u l a r elements

-------------

33

R e s u l t s o b t a i n e d by f i n i t e element method a s compared w i t h a n a l y t i c a l s o l u t i o n s f o r impermeable and c o n s t a n t p o t e n t i a l

o u t e r boundary system, w i t h w e l l of z e r o r a d i u s and

Figure lob.

R e s u l t s o b t a i n e d by f i n i t e element method a s compared with a n a l y t i c a l s o l u t i o n s f o r i n f i n i t e r a d i a l system, w i t h w e l l of r a d i u s 0.25 f t . and c o n s t a n t r a t e of i n j e c t i o n

----------

37

F i g u r e 11.

R e s u l t s of t h e f i n i t e element s o l u t i o n f o r a two-layered system a d j a c e n t t o a pond w i t h c o n s t a n t head and r a d i u s r = 80.0 f t . ( r /H = 10.0, r / r = 5 . 0 , H2/H1 w w e w 1 . 0 , and K /K = 2 .O) a s compared w i t h t h e a n a l y t i c a l 2 1
=

F i g u r e 12. F i g u r e 13.

Schematic r e p r e s e n t a t i o n of a t h r e e - l a y e r e d system

---------

41

R e s u l t s o b t a i n e d by f i n i t e element method a s compared with a n a l y t i c a l s o l u t i o n s f o r a three-layered leaky system w i t h

B12 - @32 =

0 . 1 and c o n s t a n t i n j e c t i o n

Figure 14.

R e s u l t s o b t a i n e d by f i n i t e element method a s compared w i t h a n a l y t i c a l s o l u t i o n s f o r a t h r e e - l a y e r e d l e a k y system with

12

632

= 1.0 with constant i n j e c t i o n r a t e

-------

46

F i g u r e 15.

R e s u l t s o b t a i n e d by f i n i t e element method a s compared with a n a l y t i c a l solutions f o r a three-layered leaky system w i t h

8 12 = @ 32

= 1.0 and c o n s t a n t i n j e c t i o n

Figure 16.

R e s u l t s o b t a i n e d by f i n i t e element method f o r a t h r e e l a y e r e d system w i t h

12

@ 32 = 0.01,

constant

i n j e c t i o n r a t e , and decay p e r i o d timed c o n t i n u o u s l y

Figure 17.

Approximate c o n t o u r s of e q u a l Ah f o r t h e t h r e e l a y e r e d l e a k y s y s t e m a t t h e end of b u i l d - u p p e r i o d

---------

F i g u r e 18.

Approximate c o n t o u r s of e q u a l A h f o r t h e t h r e e l a y e r e d l e a k y s y s t e m a t t h e end of decay p e r i o d

------------

Figure 19.

P o s s i b l e d i s p o s a l r e s e r v o i r s of l i q u i d w a s t e s , and w a t e r q u a l i t y of deep s a n d s t o n e s

........................... .......................

F i g u r e 20. F i g u r e 21. F i g u r e 22.

T h i c k n e s s of t h e M t . Simon s a n d s t o n e

S t r u c t u r e on t o p of M t . Simon Formation

....................
------------------

G e o l o g i c c r o s s - s e c t i o n t h r o u g h t h e Hennepin Region, showing t h e s e c t i o n modeled i n t h i s s t u d y

F i g u r e 23.

Geologic s e c t i o n of t h e J o n e s and L a u g h l i n C o r p o r a t i o n ' s w a s t e d i s p o s a l w e l l , Hennepin, I l l i n o i s

.................... -------------------

F i g u r e 24.

D e t a i l s of t h e modeled zone i n t h e J o n e s and L a u g h l i n C o r p o r a t i o n ' s w e l l a t Hennepin, I l l i n o i s

F i g u r e 25.

Schematic r e p r e s e n t a t i o n of t h e i d e a l i z e d l a y e r e d s y s t e m u s e d t o a n a l y z e t h e J o n e s and L a u g h l i n C o r p o r a t i o n ' s i n j e c t i o n w e l l a t Hennepin, I l l i n o i s

.......................

F i g u r e 26.

R e s u l t s of f i n i t e e l e m e n t method f o r t h e g r i d s p a c i n g u s e d i n t h e J o n e s and L a u g h l i n C o r p o r a t i o n ' s i n j e c t i o n w e l l w i t h homogeneous and i s o t r o p i c p r o p e r t i e s , as compared w i t h a n a l y t i c a l s o l u t i o n

..........................

F i g u r e 27.

Change of p r e s s u r e v s . t i m e c a l c u l a t e d a t t h e i n t e r f a c e between I r o n t o n - G a l e s v i l l e and Eau Claire f o r d i f f e r e n t d i s t a n c e s from t h e c e n t e r of model

.........................

F i g u r e 28.

Change of p r e s s u r e v s . t i m e c a l c u l a t e d a t t h e i n t e r f a c e between Eau C l a i r e and M t . Simon f o r d i f f e r e n t d i s t a n c e s from t h e c e n t e r of model

...................................

viii

Figure29.

Changeofpressurevs.time calculatedat themiddle of M t . Simon f o r d i f f e r e n t d i s t a n c e s from t h e c e n t e r of model

....................................................

67

F i g u r e 30.

Approximate c o n t o u r s of e q u a l Ap ( p s i ) f o r t h e model of Jones and Laughlin C o r p o r a t i o n ' s i n j e c t i o n w e l l a t t h e end of t h e buildeup period

..............................
Ap ( p s i ) f o r t h e model

71

F i g u r e 31.

Approximate c o n t o u r s of e q u a l

of Jones and Laughlin C o r p o r a t i o n ' s i n j e c t i o n w e l l a t t h e end of t h e decay period F i g u r e 32. F i g u r e 33. F i g u r e 34. " f r i a n g u l a r i z a t i o n of domain

.................................
.................................

72 105 106

Non-zero elements of s p a r s e m a t r i x

..........................

Magnitude of e r r o r v s . number of i t e r a t i o n s f o r 570, 1600, 8732, and 10660

..............................

10 7

ix

LIST OF TABLES

page Table 1. Table 2. Table 3 . Analysis of d a t a of Figure 3 A n a l y s i s of d a t a of F i g u r e 4

...................................

16 16

...................................

P h y s i c a l and g e o m e t r i c a l p r o p e r t i e s of t h e model of J o n e s and Laughlin C o r p o r a t i o n ' s i n j e c t i o n w e l l

----------------

62

Acknowledgments

The a u t h o r s would l i k e t o e x p r e s s t h e i r g r a t i t u d e t o D r . Robert Bergstrom, M r . P e t e r Sarapuka, D r . Edward H o l l e y , and D r . P a u l Heigold f o r t h e i r review of t h e o r i g i n a l manuscript and t h e i r comments. t h i s project as a consultant.
D r . Holley p a r t i c i p a t e d i n

H i s s t i m u l a t i n g suggestions helped t h e authors i n

t h e s t u d y of t h e t o p i c s s t u d i e d i n t h e c o u r s e of t h i s i n v e s t i g a t i o n . The a u t h o r s would a l s o l i k e t o acknowledge w i t h thanks t h e r e s e a r c h funds provided by t h e Water Resources Center a t t h e U n i v e r s i t y of I l l i n o i s under Agreement #14-31-0001-3813. W e a r e g r a t e f u l t o M r s . Edna Yeargin and M r s . Margaret G i d e l f o r t h e i r p a i n s t a k i n g c a r e i n t y p i n g t h e manuscript.

I.

INTRODUCTION

A.

3e c t i v e s
This i s t h e completion r e p o r t on Phase I of a p r o j e c t which had

o r i g i n a l l y been planned f o r two y e a r s .

The b a s i c o b j e c t i v e of t h e two-year

p r o j e c t was t o i n v e s t i g a t e n u m e r i c a l and f i e l d methods t o p r e d i c t t h e f a t e of l i q u i d w a s t e i n j e c t e d i n t o underground rock f o r m a t i o n s i n I l l i n o i s . From t h e s e

.

s t u d i e s , i t was hoped t o develop e n g i n e e r i n g and h y d r o g e o l o g i c a l c r i t e r i a t h a t would h e l p t h e I l l i n o i s S t a t e G e o l o g i c a l Survey a s s i s t t h e S t a t e Environmental P r o t e c t i o n Agency i n t h e e v a l u a t i o n of permit a p p l i c a t i o n s by i n d u s t r i e s throughout t h e S t a t e t o i n j e c t l i q u i d w a s t e underground. From t h e beginning of t h e p r o j e c t , two c r i t e r i a were c o n s i d e r e d v i t a l t o t h i s study: p r a c t i c a l i t y and economy. One cannot d e f i n i t e l y p r e d i c t t h e

problems which may b e encountered i n a model based on a c t u a l f i e l d d a t a by s t u d y i n g o n l y a s m a l l and h y p o t h e t i c a l model. T h e r e f o r e , i t had been planned t o In

b a s e t h e b u l k of t h e c o n c l u s i o n s i n t h i s s t u d y on test runs w i t h f i e l d d a t a .

t h i s r e g a r d , w e f a c e d a budgetary l i m i t a t i o n ; i . e . , t h e a n a l y s i s of f i e l d problems by n u m e r i c a l methods r e q u i r e s s u b s t a n t i a l amounts of computer t i m e and computer memory. Thus, c o n s i d e r a b l e e f f o r t was expended on t h e development of t h e new

t e c h n i q u e s t h a t would reduce t h e c o s t of a n a l y s i s . Because t h e p r o j e c t was n o t funded f o r t h e second y e a r , many of t h e s e o b j e c t i v e s w e r e n o t achieved. What f o l l o w s i s a r e p o r t on t h e h i g h l i g h t s and

i m p l i c a t i o n s of t h e d i f f e r e n t s u b j e c t s s t u d i e d i n one y e a r and t h e i r e v a l u a t i o n .
B.

Background -The p r o c e s s of i n j e c t i o n of l i q u i d w a s t e i n t o a s u b s u r f a c e f o r m a t i o n is

u s u a l l y accomplished by t h e displacement of t h e n a t i v e f l u i d s by some l i q u i d waste.

I n t i m e , t h e l i q u i d w a s t e moves i n accordance w i t h t h e g r a d i e n t developed i n the receiving reservoir. The p r o c e s s of l i q u i d w a s t e i n j e c t i o n h a s been used

i n t h e o i l i n d u s t r y f o r many y e a r s (20,000 b r i n e i n j e c t i o n w e l l s i n Texas a l o n e by 1966) where b r i n e s s e p a r a t e d from pumped o i l a r e r e - i n j e c t e d i n t o t h e o i l producing r e s e r v o i r s . A n advantage t h a t t h e o i l i n d u s t r i e s have over o t h e r

i n d u s t r i e s i n t h e d e s i g n of d i s p o s a l w e l l s i s t h a t s u b s t a n t i a l p h y s i c a l and chemical d a t a a r e g e n e r a l l y a v a i l a b l e f o r o i l r e s e r v o i r s . By t h e u s e of t h e s e

d a t a , t h e d e s i g n and o p e r a t i o n of a b r i n e i n j e c t i o n w e l l may b e s t u d i e d , and many i m p o r t a n t f a c t o r s such a s p r e s s u r e head, r a t e of i n j e c t i o n , d u r a t i o n of continuous i n j e c t i o n , e t c . , may b e decided i n advance. Other i n d u s t r i e s which

s e e k t o i n j e c t l i q u i d wastes commonly have l e s s d a t a a v a i l a b l e . The proper s t o r a g e of w a s t e l i q u i d s i n t h e underground pore s p a c e s r e q u i r e s h y d r o l o g i c , g e o l o g i c , mathematical, and e n g i n e e r i n g s t u d i e s . s t u d i e s must b e undertaken i n c o n j u n c t i o n w i t h one a n o t h e r . These

The review of t h e

l i t e r a t u r e r e v e a l s t h a t i n many i n s t a n c e s t h e development of a h i g h l y s o p h i s t i c a t e d mathematical model was based on t h e s m a l l h y p o t h e t i c a l models. There a r e

g e o l o g i c r e p o r t s which e f f i c i e n t l y d e s c r i b e only t h e g e o l o g i c parameters needed f o r t h e s t o r a g e of l i q u i d w a s t e i n t h e s u b s u r f a c e formations. Attempts t o

i n t e g r a t e t h e g e o l o g i c a l , h y d r o l o g i c a l and e n g i n e e r i n g s t u d i e s done i n w a s t e d i s p o s a l management have been made i n t h e r e c e n t y e a r s , and w i t h t h e growing awareness of environmental problems one would e x p e c t t h a t t h e s e e f f o r t s w i l l b e expanded.

C.

Previous Works The l i t e r a t u r e d e a l i n g w i t h t h e movement of f l u i d s i n porous media i s

very extensive.

Many of t h e s e p u b l i c a t i o n s a r e r e l e v a n t t o s u b s u r f a c e w a s t e The U. S. Environmental P r o t e c t i o n Agency (1972)

injection directly or indirectly.

has compiled an a n n o t a t e d b i b l i o g r a p h y of 106 p u b l i c a t i o n s d e a l i n g d i r e c t l y w i t h s u b s u r f a c e waste i n j e c t i o n . The purpose of t h i s s e c t i o n i s n o t t o review a l l

t h e s e papers b u t t o focus on s p e c i f i c s t u d i e s which c o n t r i b u t e d t o t h i s investigation. Van Everdingen and Freeze (1971) have compiled a l i s t of 188 r e f e r e n c e s d e a l i n g w i t h s u b s u r f a c e l i q u i d w a s t e s t o r a g e a s w e l l a s underground gas s t o r a g e and hydrodynamic d i s p e r s i o n . They have c a t e g o r i z e d t h e problems p r e s e n t e d by t h e

s u b s u r f a c e i n j e c t i o n of " n a t u r a l " l i q u i d s such a s s a l i n e w a t e r , w a s t e b r i n e , e t c . into: (1) hydrodynamics, (2) s t r e s s mechanics, and (3) f l u i d c o m p r e s s i b i l i t y .

For f o r e i g n l i q u i d wastes t h e problems a r e n o t confined t o t h e s e t h r e e a r e a s ; r a t h e r i t i s r e a l i z e d t h a t very l i t t l e i s known about t h e b e h a v i o r of t h e s e l i q u i d s when they come i n c o n t a c t w i t h n a t i v e f l u i d s under r e s e r v o i r c o n d i t i o n s g e n e r a t e d by l o n g p e r i o d s of i n j e c t i o n . The s u b j e c t of e a r t h tremors g e n e r a t e d by i n j e c t i o n of l i q u i d s i n t o d i s p o s a l w e l l s has been brought t o t h e a t t e n t i o n of t h e i n v e s t i g a t o r s i n r e c e n t years. The Rocky Mountain Arsenal d i s p o s a l w e l l i s perhaps t h e f i r s t c a s e f o r

which enough geophysical d a t a i s a v a i l a b l e t o c o r r e l a t e i n j e c t i o n w i t h e a r t h tremors. Van P o o l l e n and Hoover (1970) have reviewed some of t h e mechanisms proAmong t h e s e mechanisms t h e i n t e r s t i t i a l - p r e s s u r e

posed t o e x p l a i n t h e s e tremors.

mechanisms p o s t u l a t e d by Hubbert and Rubey (1959), h y d r a u l i c f r a c t u r i n g , r e d u c t i o n of c o e f f i c i e n t of f r i c t i o n , thermal e f f e c t s , and chemical e f f e c t s a r e discussed b r i e f l y . The movement of contaminants through porous media was i n v e s t i g a t e d a s f a r back a s 1905 by S l i c h t e r . I n t h i s s t u d y a s l u g of s a l t s o l u t i o n was i n j e c t e d

i n t o a w e l l and i t was n o t i c e d t h a t i t s a r r i v a l a t a nearby w e l l was g r a d u a l and nonuniform. Perhaps S l i c h t e r ' s o b s e r v a t i o n s formed t h e b a s i s f o r t h e development

of t h e t h e o r e t i c a l models t o d e s c r i b e t h e movement of f o r e i g n l i q u i d s through porous media. I n g e n e r a l , t h r e e f a c t o r s c o n t r i b u t e t o t h e movement of any Hoopes

s u b s t a n c e through porous media; d i s p e r s i o n , d i f f u s i o n , and convection.

and Harleman (1965) have s e t up a s c h e m a t i c r e p r e s e n t a t i o n of d i s p e r s i o n and d i f f u s i o n , a s shown i n Fig. 1-a. I n a s a t u r a t e d v e r t i c a l column w i t h s t e a d y f l o w ,

It i s observed t h a t a s t h e s l u g

a s l u g of dye i s i n j e c t e d a t a p o i n t s o u r c e .

t r a v e l s down t h e column, i t s s i z e i n c r e a s e s and mixing w i t h t h e n a t i v e f l u i d takes place. This mixing produces a c o n c e n t r a t i o n p r o f i l e a s shown i n F i g s . 1-b

and 1-c a t time t , a s a f u n c t i o n of d i s t a n c e , s o u r c e , and d i s t a n c e from t h e column a x i s . a s s o c i a t e d w i t h d i s p e r s i o n and d i f f u s i o n .

z1'

down t h e column from t h e p o i n t

These c o n c e n t r a t i o n p r o f i l e s a r e D i s p e r s i o n i s caused by t h e mechanical The

mixing of t h e i n d i v i d u a l f o r e i g n f l u i d p a r t i c l e s w i t h t h e n a t i v e f l u i d s .

mixing i s a r e s u l t of v a r i a b l e v e l o c i t i e s through t h e p o r e s p a c e s of t h e medium. D i f f u s i o n , on t h e o t h e r hand, i s t h e r e s u l t of t h e r m a l o r m o l e c u l a r motion of i n d i v i d u a l f l u i d molecules. The c o n t r i b u t i o n of t h e d i s p e r s i o n p r o c e s s t o a

c o n c e n t r a t i o n p r o f i l e such a s F i g s . 1-b and 1-c i n some p a r t s of t h e flow f i e l d where v e l o c i t i e s a r e h i g h , i s many times g r e a t e r than t h a t of t h e d i f f u s i o n process. I n a porous medium b e i n g i n j e c t e d w i t h a tracer, t h e s e two p r o c e s s e s

c a u s e t h e boundary between t h e t r a c e r and t h e n a t i v e f l u i d s n o t t o b e a s h a r p and well-defined boundary. R a t h e r , t h e r a t i o of t h e c o n c e n t r a t i o n of t h e t r a c e r i n t h e

zone of mixed f l u i d s t o t h e c o n c e n t r a t i o n of t h e t r a c e r a t t h e f l u i d d e c r e a s e s from 100% t o 0 a s one moves a c r o s s t h i s zone of mixed f l u i d s o r g r a d u a l boundary a s shown i n Fig. 2 .

(5961 ' u e m a l ~ epus ~ s a d o o ~~ a 2 3 y ) . u o r ~ 3 a F u r a 3 ~ n o s~ u ~ o snoaue2uEasuy d UE ( 3 ) PUF ( q ) s2uamaJnsaam l e ~ r d f i r i pue ( e ) d n ~ a sumnlor, 3 r r i m a q 3 ~ rl: a ~ n 8 ; c d

- tZone of mixed f l u i d s w i t h r a c e r concentration

C

Injected fluid with c o n c e n t r a t i o n Co

Native f l u i d

C -

Co
0

F i g u r e 2:

Schematic r e p r e s e n t a t i o n of t h e zone of mixed f l u i d s o r g r a d u a l boundary.

The e x t e n t of t h e zone of mixed f l u i d s ,

6, depends on t h e l o c a l v e l o c i t y of I f no d i s p e r s i o n and

t h e f l u i d s and p h y s i c a l p r o p e r t i e s of t h e porous media.

d i f f u s i o n t a k e p l a c e i n t h e medium, t h e f o r e i g n f l u i d moves under t h e i n f l u e n c e of convection o n l y , and t h e boundary between t h e f o r e i g n f l u i d and t h e n a t i v e f l u i d s w i l l b e a s h a r p one, i.e .

6 = 0.

Many s t u d i e s have been made on t h e s o l u t i o n of t h e mass-transport e q u a t i o n c o n t a i n i n g d i s p e r s i o n and d i f f u s i o n . Hoopes and Harleman (1965) d e r i v e d

t h e t r a n s p o r t e q u a t i o n and, assuming a s t e a d y flow, a n a l y t i c a l s o l u t i o n s were found f o r l o n g i t u d i n a l a s w e l l a s l a t e r a l d i s p e r s i o n . I n c y l i n d r i c a l coordinates

t h e i r c o n v e c t i v e - d i s p e r s i o n e q u a t i o n f o r s t e a d y flow from a l i n e s o u r c e perpendicular t o the r

6 plane

is:

where:

c = c o n c e n t r a t i o n of t h e t r a c e r ; i . e . ,
t = time

foreign liquid

A=Q/2 n b $

Q = t o t a l flow

b = t h i c k n e s s of t h e g e o l o g i c formation i n t o which i n j e c t i o n i s taking place

)I

= porosity = a n g u l a r c o o r d i n a t e w i t h l i m i t s of 0 t o 2m

r = r a d i a l distance
I

a = D

/q = c o n s t a n t , a f u n c t i o n of media s t r u c t u r e

Dl = c o e f f i c i e n t of l o n g i t u d i n a l d i s p e r s i o n i n nonuniform flow

q = seepage v e l o c i t y
a t = D;

/q = c o n s t a n t , a f u n c t i o n of media s t r u c t u r e

D2 = c o e f f i c i e n t of l a t e r a l d i s p e r s i o n i n nonuniform flow

Then, assuming a symmetrical c o n c e n t r a t i o n d i s t r i b u t i o n w i t h r e s p e c t t o a n g u l a r coordinate, i . e . , no l a t e r a l d i s p e r s i o n t a k e s p l a c e , e q u a t i o n (1) becomes:

T h i s would b e t h e e q u a t i o n f o r t h e c o n c e n t r a t i o n d i s t r i b u t i o n r e s u l t i n g from flow

,

from a r e c h a r g e w e l l which f u l l y p e n e t r a t e s a homogeneous and i s o t r o p i c a q u i f e r . The s o l u t i o n of (2) may b e somewhat s i m p l i f i e d by assuming t h a t t h e e f f e c t of t h e l o n g i t u d i n a l d i s p e r s i o n term, i . e . , t h e right-hand s i d e , i n (2) i s s m a l l i n cornThen (2) becomes:

i I
,

p a r i s o n w i t h t h e convective term i n ( 2 ) .

Using (3) t o c a l c u l a t e

'-c ar2
2 'rat

on t h e right-hand s i d e of (2),

one o b t a i n s :

ac+ - A -a =c a-

a t

rar

The development of t h e s e e q u a t i o n s i s more f u l l y d i s c u s s e d by Hoopes and Harleman (1965). Replacing t h e approximately e q u a l s i g n w i t h t h e e q u a l s i g n ,

t h e s o l u t i o n of (4) f o r t h e c a s e where a t r a c e r w i t h c o n c e n t r a i o n c o n t i n u o u s l y a t t h e i n j e c t i o n s o u r c e , r = 0, i s :

c0

is injected

where:

= c o n c e n t r a t i o n of t h e t r a c e r a t t h e o r i g i n = c o n c e n t r a t i o n of t h e t r a c e r a t a d i s t a n c e r from t h e

i n j e c t i o n source

r
erf
C

= d i s t a n c e from t h e i n j e c t i o n s o u r c e = complementary e r r o r f u n c t i o n of t h e q u a n t i t y i n b r a c k e t

Equation (5) g i v e s an approximate s o l u t i o n f o r t h e c o n c e n t r a t i o n of t h e t r a c e r a s a f f e c t e d by convection and l o n g i t u d i n a l d i s p e r s i o n a t any d i s t a n c e r from t h e origin. I n o r d e r t o i n c l u d e t h e e f f e c t of molecular d i f f u s i o n which becomes of some n q

s i g n i f i c a n c e a t v e r y l a r g e d i s t a n c e s from t h e i n j e c t i o n s o u r c e , t h e term may b e added t o t h e right-hand s i d e of ( 4 ) . becomes :

"m r 2 2

fi

at2

Then t h e s o l u t i o n of t h i s e q u a t i o n

where:

= c o e f f i c i e n t of molecular d i f f u s i o n , and r e s t of t h e terms have

a l r e a d y been d e f i n e d . I n t h e subsequent s e c t i o n s , t h e s e two approximate s o l u t i o n s of e q u a t i o n ( I ) , i.e., e q u a t i o n s (5) and ( 6 ) , w i l l b e used t o e v a l u a t e t h e e f f e c t s of d i s p e r s i o n

and d i f f u s i o n on mass t r a n s p o r t . The s o l u t i o n of mass t r a n s p o r t e q u a t i o n by numerical methods h a s encountered some c r i t i c a l problems. Reddell and Sunada (1970) used t h e f i n i t e

d i f f e r e n c e t e c h n i q u e t o s o l v e t h e flow e q u a t i o n f o r p r e s s u r e i n an unsteady, nonuniform flow f i e l d w i t h d e n s i t y and v i s c o s i t y v a r i a t i o n s between t h e i n j e c t e d and n a t i v e f l u i d s , and used t h i s p r e s s u r e d i s t r i b u t i o n i n c o n j u n c t i o n w i t h t h e e t a l . (1964) t o s o l v e t h e massmethod of c h a r a c t e r i s t i c s proposed by Garder, -t r a n s p o r t equation. The method of c h a r a c t e r i s t i c s i s employed t o a v o i d t h e

s o - c a l l e d numerical d i s p e r s i o n which i s u s u a l l y encountered when t h e f i n i t e d i f f e r e n c e t e c h n i q u e i s used t o s o l v e t h e mass-transport equation.

Nalluswami (1971) used t h e f i n i t e element method t o s o l v e t h e masst r a n s p o r t e q u a t i o n i n a two-dimensional c o o r d i n a t e system. The second o r d e r

l i n e a r p a r t i a l d i f f e r e n t i a l e q u a t i o n f o r t h e mass-transport a s used i n t h a t s t u d y h a s mixed p a r t i a l d e r i v a t i v e s w h i c h r e s u l t from t r e a t i n g t h e d i s p e r s i o n c o e f f i c i e n t s

as second o r d e r symmetric t e n s o r s .
t h e mixed p a r t i a l d e r i v a t i v e s .

Thus, a f u n c t i o n a l had t o b e o b t a i n e d t o handle

The r e s u l t s of t h e minimization of t h i s f u n c t i o n a l

seem t o compare f a v o r a b l y w i t h t h e a n a l y t i c s o l u t i o n s , and v a r i o u s boundary cond i t i o n s may b e i n c o r p o r a t e d i n t o t h e model.

11.

SOLUTION O F THE F L O W AND MASS-TRANSPORT EQUATIONS

The p r e d i c t i o n of t h e f a t e of l i q u i d w a s t e s i n j e c t e d i n t o deep subs u r f a c e formations may b e accomplished by t h e f o l l o w i n g s t e p s . First, the

s u b s u r f a c e f o r m a t i o n must b e i d e a l i z e d by a model w i t h nonhomogeneous and a n i s o t r o p i c p r o p e r t i e s and well-defined b o u n d a r i e s . Then, t h e flow e q u a t i o n

s h o u l d b e s o l v e d f o r t h i s model, w i t h d e n s i t y and v i s c o s i t y v a r i a t i o n s between t h e i n j e c t e d w a s t e and n a t i v e f l u i d s , t o o b t a i n p o t e n t i a l d i s t r i b u t i o n throughout t h e system. This p o t e n t i a l d i s t r i b u t i o n may b e used i n t h e mass-transport

e q u a t i o n t o p r e d i c t t h e d i s t a n c e t h a t a p a r t i c l e of l i q u i d w a s t e would t r a v e l i n t h e d i r e c t i o n of d e c r e a s i n g p o t e n t i a l i n a given increment of time. Based on t h i s

approach, f i r s t a system of e q u a t i o n s c o n s i s t i n g of t h e flow e q u a t i o n s and t h e mass-transport e q u a t i o n was formulated i n which t h e s o l u t i o n of one e q u a t i o n was

s u b s t i t u t e d i n o t h e r e q u a t i o n s t o o b t a i n t h e s o l u t i o n of t h e second which was t h e n s u b s t i t u t e d i n t h e f i r s t e q u a t i o n t o g e t a n o t h e r s o l u t i o n , and e t c . r a t h e r s i m i l a r t o Reddell and Sunada's (1970) approach. This was

However, i n o r d e r t o avoid

t h e problems a s s o c i a t e d w i t h f i n i t e d i f f e r e n c e t e c h n i q u e and t h e method of c h a r a c t e r i s t i c s , t h e f i n i t e element method was proposed a s t h e main t o o l f o r t h e s o l u t i o n of t h e s e e q u a t i o n s . J a v a n d e l and Witherspoon (1968a-b and 1969) and

Neuman and Witherspoon (1971) have demonstrated t h e a p p l i c a b i l i t y of t h e f i n i t e element method t o t h e s o l u t i o n of t h e flow e q u a t i o n i n two- and t h r e e - l a y e r e d systems w i t h h i g h p e r m e a b i l i t y c o n t r a s t s between l a y e r s . Nalluswami (1971) h a s Due t o t h e l a c k of

s o l v e d t h e mass-transport e q u a t i o n by f i n i t e element method.

t h e p h y s i c a l d a t a , s u b s u r f a c e g e o l o g i c formations used f o r l i q u i d i n j e c t i o n may b e s t b e i d e a l i z e d by a s t r a t i f i e d system w i t h each l a y e r b e i n g homogeneous b u t anisotropic. Such an i d e a l i z a t i o n , t o g e t h e r w i t h t h e r e f e r e n c e s c i t e d above

s h o u l d p r o v i d e t h e answers a p p r o p r i a t e t o t h e o b j e c t i v e s of t h i s s t u d y . However, b e f o r e t h e start of t h i s p r o c e s s , t h e f o l l o w i n g p o i n t s had t o b e resolved

A.

Importance of t h e D i s p e r s i o n and D i f f u s i o n i n t h e Mass T r a n s p o r t Equation I n o r d e r t o e v a l u a t e t h e importance of t h e terms r e l a t e d t o t h e

d i s p e r s i o n and d i f f u s i o n , e q u a t i o n (5) developed by Hoopes and Harleman (1965) was a p p l i e d t o a medium w i t h t h e f o l l o w i n g c h a r a c t e r i s t i c s :

a' 1

= d i s p e r s i o n c o e f f i c i e n t = .15 cm = 4 . 9 2 x 1 0 - ~ f t .

c o n c e n t r a t i o n of ~b = a s u n i t mass p e r

l i q u i d i n j e c t e d = 1 . 0 ( a r b i t r a r i l y may b e chosen u n i t volume)

Q = r a t e of i n j e c t i o n of l i q u i d w a s t e = 200 G P M

b = t h i c k n e s s of i n j e c t i o n zone = 1800 f t .

$ = p o r o s i t y of t h e medium = 0.10
These c o n s t a n t s approximate t h e c o n d i t i o n s a t t h e Jones and Laughlin injection well. Corporation's

With t h e s e c o n s t a n t s e q u a t i o n (5) was s o l v e d f o r 128.0 days of The r e s u l t s f o r days 1, 2 , 4 , 8 , 1 6 , 32 and 128, a r e

continuous i n j e c t i o n . p l o t t e d i n F i g . 3. increases with t i m e .

This f i g u r e shows t h a t t h e width of t h e zone of mixed f l u i d s , 6

I n o r d e r t o e v a l u a t e t h e e f f e c t of t h e molecular d i f f u s i o n , e q u a t i o n (6) was s o l v e d f o r t h e same p e r i o d of t i m e and t h e same c o n s t a n t s a s i n F i g . 3 b u t with : dm2 D = molecular d i f f u s i o n c o e f f i c i e n t = 1 . 0 ~ 1 -5 0 m se c The r e s u l t s a r e p l o t t e d i n Fig. 4. t o t h e same c o n c l u s i o n a s i n Fig. 3. -4 2 9.3~10 ft day

V i s u a l examination of t h e s e c u r v e s l e a d s us However, i n o r d e r t o (1) make any s t a t e m e n t

about t h e comparison of t h e curves i n F i g u r e s 3 and 4 , (2) e v a l u a t e t h e e f f e c t of

time on t h e w i d t h of t h e zone of mixed f l u i d s ,

, and

(3) a s s e s s t h e

importance of t h e molecular d i f f u s i o n , a parameter such a s t h e p e r c e n t i l e c o e f f i c i e n t of t h e k u r t o s i s given by S p i e g e l (1961) may be used:

where :

K = p e r c e n t i l e c o e f f i c i e n t of k u r t o s i s

(Q3

Ql) and 4 which would g i v e 0.25 and 0.75 of t h e a r e a s of t h e r e s p e c t i v e frequency curves) where frequency curves a r e e q u i v a l e n t t o t h e d e r i v a t i v e s of t h e d i s t r i b u t i o n curves i n Figures 3 and 4

Q1 and Q

= t h e f i r s t and t h i r d q u a r t i l e s ( v a l u e s of r i n Figures 3

= 90% and 10% p e r c e n t i l e s ( v a l u e s of r i n F i g u r e s 3 and 4 Pgo and P lo which would g i v e 0.90 and 0.10 of t h e a r e a s of t h e r e s p e c t i v e frequency curves)

Using e q u a t i o n ( 7 ) , K was c a l c u l a t e d f o r every curve i n Figures 3 and 4.

These

c a l c u l a t i o n s a r e t a b u l a t e d i n Tables 1 and 2 t o g e t h e r w i t h t h e s i z e of t h e zone of mixed f l u i d s ,

6 , and t h e r a t i o of one h a l f of 6 t o Q

2'

where Q2 i s t h e v a l u e I n Tables 1 and

0

of r which would d i v i d e t h e a r e a under frequency curve i n t o h a l f . 2,

6 i s measured from a p o i n t where

C/C

= 99.0

' 10

t o a p o i n t where C / C

= 1.0

These t a b l e s show t h a t t h e v a l u e s of K d e c r e a s e f l a t t e r t h e curve t h e lower t h e K.

a s time i n c r e a s e s , i.e .

, the
1

The v a l u e of K f o r s t a n d a r d normal c u r v e Thus, i n Tables 1 and 2 curves of up

(u=

0,

= 1) a s given by S p i e g e l i s 0.263.

t o about 32 days a r e l e p t o k u r t i c ( a d i s t r i b u t i o n having a r e l a t i v e l y high p e a k ) , and t h e curves a f t e r t h i s time a r e p l a t y k u r t i c ( a d i s t r i b u t i o n which i s f l a t - t o p p e d ) . Furthermore, one observes t h a t t h e e f f e c t of t h e molecular d i f f u s i o n i s shown i n t h e s m a l l e r v a l u e s of K f o r t h e same p e r i o d of time. However, t h i s e f f e c t i s

0
.'-I 00

0
h )

0
I

C rl ID

7.8.: 8.2. 8.7

0
I

C1

La I

t = 1 . 0 day

* I

0
I

VI

m
I

4
I

Co

O- 1

f -

.
lu 0 '0 0
P

t = 2 . 0 days

f: II,
R I7

1 0 ' i 0 KI x 1

t = 4 . 0 days

/'

KI r.
CJI

0 r

0 2

2. u. gs
R

1 r. 5

r- R
r(

cn

P .

a .

r0
0
I7

I7

32.0 33.1 34.1

4-

o w ro n c
r(

5
r5
EU

t = 1 6 . 0 days

KI

a .
s

G
r

rnn rn7
U]

r-

CL Z r

I7

45.7n

0 5 3 0
(D

+. L J -

t = 3 2 . 0 days

47.9

91.8

k-

= 6 4 . 0 days

-L

0 0

rn n

..

10.9. 11.7. 12.3y

q w

t = 2.0 days

J'

r r rD

3 fl

15.716.517.3 fl

t = 4.0 days

gs

P' P.

23.4 24.3

t = 8.0 days

r t = 16.0 days

33.1

34.1 c-

46.7 48.1

t = 32.0 days

t = 128.0 days - -

Q -G

u' a

i n s i g n i f i c a n t (around 3% of t h e v a l u e of K a f t e r 128 days of continuous injection). The e f f e c t of molecular d i f f u s i o n a t t h e e a r l y s t a g e s of i n j e c t i o n This i s due t o t h e h i g h v e l o c i t i e s which e x i s t

i s even l e s s s i g n i f i c a n t .

around t h e i n j e c t i o n w e l l , c a u s i n g t h e d i s p e r s i o n t o b e many times more s i g n i f i c a n t t h a n t h e molecular d i f f u s i o n . The width of t h e zone of mixed f l u i d s ,

, in

Tables 1 and 2 i s For t h e s e curves

a n o t h e r measure of t h e importance of d i s p e r s i o n and d i f f u s i o n .

6 i n c r e a s e s from a minimum of 0.95 f e e t

( a f t e r 1 day of i n j e c t i o n w i t h o u t

molecular d i f f u s i o n ) t o a maximum of 3.90 f e e t ( a f t e r 128 days of i n j e c t i o n w i t h molecular d i f f u s i o n ) . Columns (10) and (11) of Tables 1 and 2 show t h e v a l u e s of
0

Q2 (median) o r t h e second q u a r t i l e which r e l a t e s t o C/C

= 0 . 5 , and t h e measure

of t h e w i d t h of t h e d i s p e r s e d zone r e l a t i v e t o t h e d i s t a n c e from t h e i n j e c t i o n s o u r c e , E.
It was n o t i c e d t h a t E decreased w i t h time, and may b e considered

insignificant f o r practical studies. F i g u r e 5 shows t h e r e s u l t s of t h e computations performed on a s e t of d a t a which may b e considered an extreme case. A f t e r 512 days of continuous

i n j e c t i o n t h e width of t h e zone of mixed f l u i d s ,

, is

expanded t o 1 5 f e e t w i t h
E = 2.54%.

t h e c e n t e r of t h i s zone 295.5 f e e t from t h e i n j e c t i o n zone, i . e . ,

T a b l e 1:

A n a l y s i s of Data of F i g u r e 3

(1)
t

(2)

(3)

(4)

(5)

(6) pg0 (ft)

(7)

(8)

(9)

(10 Q2 (ft)

(11) 6 E = %(Q2 x100)

Q1
(ft)

Q3
(ft)

Q = % (q3-ql 1

P1O
(ft)

P = K = P g ~ - P 1 ~ Q /P

6
(0

(days)

T a b l e 2:

A n a l y s i s of Data of F i g u r e 4

0
h )

0
Cn

0
g\

0
4

I-'

r0

I-'

cn

t]

0 0
I-'

C 0

3
R

R (D

r .3
0

r 3

n
I-'

a
QI

Cn

B.

S o l u t i o n of Flow Equation f o r Multi-Layered

Systems

As was i n d i c a t e d e a r l i e r , an a n i s o t r o p i c and nonhomogeneous system may

b e i d e a l i z e d by a l a y e r e d system w i t h each l a y e r b e i n g homogeneous b u t anisotropic. This i d e a l i z a t i o n may l e a d t o a system w i t h h i g h p e r m e a b i l i t y c o n t r a s t

between t h e l a y e r s , and t h u s make t h e computation of t h e p e r m e a b i l i t y d e r i v a t i v e terms i n t h e e q u a t i o n of flow by t h e t r a d i t i o n a l f i n i t e d i f f e r e n c e t e c h n i q u e subject t o significant error. The f i n i t e element method i n t h i s r e g a r d seems t o Neuman and

have a d e f i n i t e advantage over t h e f i n i t e d i f f e r e n c e technique.

Witherspoon (1971), i n e x t e n d i n g t h e work of J a v a n d e l and Witherspoon (1969) t o l e a k y a q u i f e r s , concluded t h a t t h e s o l u t i o n of t h e e q u a t i o n of flow f p r a t h r e e l a y e r e d l e a k y system w i t h p e r m e a b i l i t y c o n t r a s t s of 5000 by t h e f i n i t e element method was i n e x c e l l e n t agreement w i t h t h e a n a l y t i c a l s o l u t i o n . was focused on understanding t h e f i n i t e element method. Thus, a t t e n t i o n

1.

F i n i t e Element Method:

The development of t h e f i n i t e element method

It h a s been adapted

s t a r t e d i n t h e a i r c r a f t i n d u s t r y and s t r u c t u r a l e n g i n e e r i n g . t o t h e s o l u t i o n of s e v e r a l t y p e s of d i f f e r e n t i a l e q u a t i o n s .

Zienkiewicz and

Cheung (1970) were among t h e f i r s t t o apply t h i s method t o t h e flow e q u a t i o n . The t h e o r y and f o r m u l a t i o n of t h e f i n i t e element method i s w e l l documented (Zienkiewicz and Cheung, 1970, Wilson and N i c k e l l , 1966, J a v a n d e l and Witherspoon, 1969).
It s u f f i c e s h e r e t o mention t h a t i n t h e f i n i t e element method, t h e

d i f f e r e n t i a l e q u a t i o n w i t h t h e i n i t i a l c o n d i t i o n is f i r s t r e p l a c e d by an e q u i v a l e n t f u n c t i o n a l which when minimized w i l l provide a s o l u t i o n which i s a v e r y c l o s e approximation t o t h e s o l u t i o n of t h e i n i t i a l boundary v a l u e problem. In the

f o l l o w i n g paragraphs we s h a l l f o l l o w t h e f o r m u l a t i o n of J a v a n d e l and Witherspoon (1969). The i n i t i a l boundary v a l u e problem t o b e s o l v e d i s t h e e q u a t i o n of flow of a s l i g h t l y compressible f l u i d i n a nonhomogeneous and a n i s o t r o p i c porous

medium which i s :

with i n i t i a l condition:

and boundary c o n d i t i o n s :

@ (B1,

t ) = El

(B,)

on boundary B1

and

where

@ = f o r c e p o t e n t i a l = gh = g [ Z

h]

h = h y d r a u l i c head g = a c c e l e r a t i o n of g r a v i t y
z = e l e v a t i o n of t h e p o i n t where t h e f o r c e p o t e n t i a l

i s b e i n g measured
P = pressure a t the point i n question
p = d e n s i t y of t h e f l u i d a t t h e p o i n t i n q u e s t i o n

xk &
Ki j

X.

( i , j = 1 , 2 , 3 ) = t h e axes of t h e s p a c e c o o r d i n a t e s

= P e r m e a b i l i t y , a symmetric 3 x 3 m a t r i x which u s u a l l y

i s a f u n c t i o n of space c o o r d i n a t e s ,

kij

i i -

Pg

ki

= s p e c i f i c permeability

p = v i s c o s i t y of t h e f l u i d a t t h e p o i n t i n q u e s t i o n
s
= specific storage, i . e . ,

s t o r a g e p e r u n i t t h i c k n e s s of

t h e formation,

+cpg

+
c

= p o r o s i t y of t h e formation

= e f f e c t i v e c o m p r e s s i b i l i t y of t h e formation

t = time

n = o u t e r normal t o boundary B

(I, El,

and E2 = f u n c t i o n s o r c o n s t a n t s depending on t h e boundary and i n i t i a l c o n d i t i o n s

and B2 = boundaries on which E

and E

must b e s a t i s f i e d

B y o b t a i n i n g t h e Laplace t r a n s f o r m of t h e l e f t hand s i d e of (8) and s u b s t i t u t i n g for @

0

from (9) i n t o t h i s t r a n s f o r m , a f t e r i n v e r s i o n one a r r i v e s a t :

E 1 ( K i j ax
where

*-)=sS am
J

(m-m)
0

s t a n d s f o r convolution a s d e f i n e d by G u r t i n (1964):

H =

I"

G (t

T )

( T ) dT

Equation (11) i s e q u i v a l e n t t o e q u a t i o n s (8) and (9) combined.

This s t e p

e l i m i n a t e s one e q u a t i o n , namely t h e one f o r t h e i n i t i a l c o n d i t i o n e q u a t i o n ( 9 ) . T h e r e f o r e , t h e problem i s reduced t o t h e s o l u t i o n of (11) s u b j e c t t o t h e boundary c o n d i t i o n s (10a) and ( l o b ) .

The f u n c t i o n a l r e p r e s e n t i n g t h i s problem i s :

where:

V r e p r e s e n t s t h e volume of t h e medium, and i , j = 1 , 2 , 3 .

The c o n d i t i o n s t h a t (13) has t o s a t i s f y i n o r d e r t o be t h e f u n c t i o n a l of (11) s u b j e c t t o (10a) and ( l o b ) a r e given by Zienkiewicz and Cheung (1970). Equation (13), which i s t h e v a r i a t i o n a l problem of (11) s u b j e c t t o (10a) and ( l o b ) , when minimized w i l l provide a s o l u t i o n which i s t h e s o l u t i o n of (11) too.
It r e p r e s e n t s a homogeneous b u t a n i s o t r o p i c medium.

I n o r d e r t o apply e q u a t i o n

(13) t o a heterogeneous and a n i s o t r o p i c system, t h e medium may f i r s t be d i v i d e d i n t o s m a l l a n i s o t r o p i c and homogeneous elements and e q u a t i o n (13) may b e discretized, i.e., element. r e p l a c e d by t h e summation of t h e f u n c t i o n a l s of each i n d i v i d u a l

I n t h i s f a s h i o n f u n c t i o n a l (13) f o r a s p e c i f i c element e i s :

Using e q u a t i o n (14) f o r every element, e q u a t i o n (13) may be r e p l a c e d by

To minimize ( 1 5 ) , @ f o r each element must b e approximated by a f u n c t i o n .

If

t h e elements a r e s u f f i c i e n t l y s m a l l , @ o v e r each element f o r a two-dimensional system, may b e approximated by a l i n e a r f u n c t i o n such a s

where a , b , c = c o e f f i c i e n t s which a r e f u n c t i o n s of t i m e , and r and z = c o o r d i n a t e s of a s p e c i f i c p o i n t w i t h i n element e . The c o e f f i c i e n t s a , b , and c f o r each

@

element must b e chosen i n such a way t h a t

s a t i s f y t h e boundary c o n d i t i o n s of

element e , and be continuous w i t h r e s p e c t t o t h e two-dimensional system over element e. The s i m p l e s t element i s one w i t h a t r i a n g u l a r c r o s s s e c t i o n . For

axisymmetric s y s t e m s , r i n g s w i t h a t r i a n g u l a r c r o s s s e c t i o n ( c o n c e n t r i c w i t h t h e z - a x i s ) may b e c o n s i d e r e d . F i g u r e s 6-a and 6-b r e p r e s e n t a two-dimensional An element e and

t r i a n g u l a r i z a t i o n and a r i n g w i t h t r i a n g u l a r c r o s s s e c t i o n .

p o t e n t i a l w i t h i n i t may b e t o t a l l y d e f i n e d by t h e t h r e e nodes 1 , 2 , and 3 and t h e i r respective potentials

@

l,

@ 3.

T h i s means t h a t one may w r i t e e q u a t i o n (16)

@ , s , r,s

f o r t h e t h r e e nodes 1 , 2 , and 3 and s o l v e f o r a , b , and c i n terms of t h e and

2,s.

Upon s u b s t i t u t i o n of t h e s e v a l u e s of a , b y and c i n t o e q u a t i o n (16) we

obtain:

where :

Figure 6-a: Division of two-dimensional region into triangular elements. (After Zienkiewicz and Cheung, 1970)

Figure 6-b: An axisymmetric element with constant triangular cross-section. (After Neuman and Witherspoon, 1971)

(9~) OJU? (8T) % u ? J n J ? J s q n ~

* E pue

'z

'T sapou ~e

xyx~m E x T e uy JuauaTa oxaz-uou X ~ u oayJ sy

se uaJJyxm a q Xem ( L T ) r m o j xyxJem

uI

*XTUO

amyJ 30 suoyJsun3 axe pue u o y ~ y s o duy p a x y j axe E @ pue "d@ c T a

@

* a s e d s 30 s u o r ~ z ~ u axe nj

pue

'

'T

JdazIxa s a T q e p e n aqJ TTE ( L T )

UI

('z

- 'z)
=

' J

('Z

- 'Z)

.A '

(lZ - 'z)

zJ

E'Z'T

a~8ueyx 30 ~ e a x e ayJ a3yMJ =

vz

Now, t h e v a l u e s of minimize t h e f u n c t i o n a l (15). v a r i a t i o n of

i n (19) a r e t o b e c a l c u l a t e d s o t h a t they

This cannot b e achieved by t a k i n g t h e f i r s t

Q~

Qt ( 8 )

with respect t o

, because

i s a f u n c t i o n of
integration with Following t h e

both s p a c e and time, and

Qt ( Q )

contains a convolution, i . e . ,

r e s p e c t t o t i m e , and i n t e g r a t i o n w i t h r e s p e c t t o s p a c e c o o r d i n a t e s .

method used i n c a l c u l u s of v a r i a t i o n and p r e s e n t e d by Neuman and Witherspoon (1971),

( t ) may b e r e p l a c e d by

(t)

Eq

(t)

, where

E i s an a r b i t r a r y c o n s t a n t

and q ( t ) i s a time dependent c o n t i n u o u s l y d i f f e r e n t i a b l e f u n c t i o n which v a n i s h e s a t t = o and t = t . Then (19) becomes:

2s

ENn]

Em, (TI + ETI (dl Imo,ll

d~dv

which may b e minimized now w i t h r e s p e c t t o

by

By assuming t h a t

i s an a r b i t r a r y f u n c t i o n , one may w r i t e :

E q u a t i o n (21) may b e w r i t t e n f o r n = 1, 2 ,

..., N ,

where N i s t h e t o t a l number of
Qm

nodes i n t h e s y s t e m , t h u s c r e a t i n g N e q u a t i o n s w i t h t h e unknowns, N).

(m = 1 , 2 ,

...,

It must b e n o t i c e d t h a t when w r i t i n g (21) f o r node n , o n l y e l e m e n t s which

1 I
i
>

have node n i n common w i l l c o n t r i b u t e t o t h i s e q u a t i o n .

T h i s w i l l produce a

symmetric s p a r s e m a t r i x whose band w i d t h i s d e t e r m i n e d by t h e numbering s y s t e m o f nodes.

To simp1 i f y t h e _computations o f (21 ) , l e t

Thus (20) f o r node n becomes :

The v a l u e s of i n t e g r a l (22) and (23) a s formulated by Wilson and N i c k e l 1 (1966) and proved by Neuman and Witherspoon (1971) f o r elements w i t h t r i a n g u l a r c r o s s section are:

f o r planar t r i a n g l e

f o r concentric r i n g w i t h z-axis

where :

r =

r 1 + r2 + r3 3
r r i a n ~ u l a rc r o s s s e c t i o n

1
= JA,

2 ( K r r 'n (Krr Bn Bm

Bm
+

K r z 'n Yrn

K z r Yn

KZz Yn yro)drdz

-4A 1

K Bn ym + K Y B + KZz yn y m ) f o r p l a n a r t r i a n g l e rz zr n m

f o r concentric ring.

The l a s t i n t e g r a l i n (23) i s a measure of t h e n e t flow through t h e e n t i r e boundary

B

'.

This i n t e g r a l v a n i s h e s f o r i n t e r n a l boundaries between elements, s i n c e f o r

t h e s e boundaries t h e outflow from one element w i l l b e t h e i n f l o w t o a n o t h e r element, and t h u s t h e n e t e f f e c t i s z e r o . T h e r e f o r e , t h i s i n t e g r a l needs t o b e Assuming t h e flow

e v a l u a t e d o n l y f o r t h e e x t e r n a l boundaries w i t h t h e flow.

through boundary Be of F i g u r e 7 i s Qe ( t ) , t h e flow a t t r i b u t e d t o node n from 2 B2 element e i s :

and t h e t o t a l flow through node n i s :

F i g u r e 7: Let:

Schematic r e p r e s e n t a t i o n of flow through node n.

Then ( 2 4 ) becomes:

I n o r d e r t o e v a l u a t e t h e convolutions i n ( 2 5 ) , l e t t h e t i m e i n t e g r a l , be s m a l l enough s o t h a t l i n e a r l y w i t h time:

A t , t h e time i n t e r v a l i n

@ and Q may be assumed t o v a r y

I * @ =
rfl

mm

(T)

dr

At

[mm

( t ) + , ,@ ,

(t

At)]

t-At

and

where

Qn ( t ) + Qn ( t Qn = 2

At)

S u b s t i t u t i n g ( 2 6 ) and ( 2 7 ) i n t o ( 2 5 ) one g e t s :

- At 0 + D 0 (t 2 n n m m
which by d e f i n i n g :

- at)

= D

nm

At +-AA 2

nm'

Brim = 7[ Q n l
( 2 7 ) becomes:

At

Dnm @

(t

a t ) and Xm

[mm(t)

+ @ (t-at)],
m

The set of e q u a t i o n s r e p r e s e n t e d by (30) a r e N simultaneous l i n e a r a l g e b r a i c where N r e p r e s e n t s t h e t o t a l number of n o d a l e q u a t i o n s w i t h N unknowns, X m' p o i n t s i n t h e system.

2.

Boundary Conditions:

Two t y p e s of boundary c o n d i t i o n s a r e of i ) c o n s t a n t flow boundary, i i )

p a r t i c u l a r i n t e r e s t i n ground-water hydrology: constant potentialboundary.

The t r e a t m e n t of both of t h e s e b o u n d a r i e s w i t h In the

e q u a t i o n (30) h a s been demonstrated by J a v a n d e l and Witherspoon (1969).

s o l u t i o n of t h e models t o b e p r e s e n t e d a c o n s t a n t flow boundary was c o n s i d e r e d most o f t e n . However, a few r u n s were made w i t h a c o n s t a n t p o t e n t i a l boundary. Implementation of t h e F i n i t e Element Method: Based on t h e f o r -

3.

m u l a t i o n of t h e f i n i t e element method and assumptions p r e s e n t e d i n t h e p r e v i o u s s e c t i o n s , a computer program capable of h a n d l i n g any a n i s o t r o p i c and nonhomogeneous c o n f i n e d system, was w r i t t e n and t e s t e d f o r v a r i o u s h y p o t h e t i c a l models w i t h c o n s t a n t p o t e n t i a l boundary c o n d i t i o n and c o n s t a n t flow r a t e boundary condition. Then a f i e l d problem w i t h c o n s t a n t flow boundary c o n d i t i o n was s o l v e d
It must b e mentioned t h a t most of t h e r e s u l t s p r e s e n t e d i n t h e

w i t h t h i s program.

f o l l o w i n g s e c t i o n s a r e n o t unique t o t h i s s t u d y ( s e e J a v a n d e l and Witherspoon, 1968-a,b and 1969, and Neuman and Witherspoon, 1971). What h a s been accomplished

i n t h i s incomplete s t u d y i s t h e understanding of t h e f i n i t e element method, i t s advantages, and i t s d i s a d v a n t a g e s . a

P r o p e r t i e s of Matrices D and AA:

The p r o p e r t i e s of D and AA p l a y a

v e r y i m p o r t a n t r o l e i n t h e f e a s i b i l i t y of t h e s o l u t i o n of e q u a t i o n (30) f o r l a r g e systems. I n t h e s e m a t r i c e s n , m = 1,

..., N.

Thus, were t h e s e m a t r i c e s dense, a

s t o r a g e of 2 (N x N) would have been r e q u i r e d t o s t o r e elements of AA and D (because

A t i n (29) h a s t o b e v e r y s m a l l i n t h e e a r l y time s t e p s and i n c r e a s e g r a d u a l l y ,

b o t h D and AA must b e a c c e s s i b l e throughout t h e time s t e p s ) . But, as was

mentioned e a r l i e r , t h e nonzero elements i n AA and D a r e o n l y due t o t h e nm nm and Dnm a r e b e i n g c a l c u l a t e d , nodes which s h a r e an element w i t h t h e node whose a a n m where lower c a s e l e t t e r s r e f e r t o elements of t h e corresponding m a t r i c e s , i . e . , (see Figure 8 ) . Therefore, these matrices a r e sparse. n

Figure 8 :

Schematic r e p r e s e n t a t i o n of t h e nodes which c o n t r i b u t e t o t h e elements a a and d nm nm ' where m = i, i+l,n-1, n , n + l , k-1, and k.

Another p r o p e r t y of and a a = aa nm m n

AA,, and

D i s t h a t they a r e symmetric, i . e . , n m

d = d m n nm

This i s because in. e q u a t i o n s ( 2 l ) a n d (22) t h e terms and c o n s t a n t s

used f o r node n a r e t h e same a s f o r node m. These p r o p e r t i e s f a c i l i t a t e t h e computer s t o r a g e and r e t r i e v a l of a a n m and dnm g r e a t l y . The s t o r a g e r e q u i r e d f o r t h e s e m a t r i c e s depends on t h e number I n F i g u r e 8 , when compu-

of nodes immediately surrounding t h e node i n q u e s t i o n .

t a t i o n s a r e b e i n g performed f o r node n , s t o r a g e must b e provided a t most f o r seven

c o e f f i c i e n t s i n t h e m a t r i x e q u a t i o n s 24-a and b and, because of symmetry, a storage f o r four coefficients w i l l be sufficient. The r e t r i e v a l of t h e s e co-

e f f i c i e n t s may b e achieved by p r o v i d i n g a p o i n t e r v e c t o r , w , which i n d i c a t e s t h e node number, m , whose c o n t r i b u t i o n t o t h e node n i s b e i n g s t o r e d i n l o c a t i o n

j , j = 1, 2 , 3 , 4 , of t h e f o u r l o c a t i o n s .

T h i s method of s t o r a g e and r e t r i e v a l

i s somewhat c l o s e t o t h e George's (1971) Method 1 f o r t h e compact s t o r a g e scheme f o r sparse matrices. The d i f f e r e n c e between t h e method used h e r e and t h a t of

George i s t h a t i n t h i s s t u d y t h e p o i n t e r v e c t o r , w , c o n t a i n s t h e node whose c o n t r i b u t i o n t o n i s c a l c u l a t e d , w h i l e i n George's method t h i s p o i n t e r c o n t a i n s t h e d i f f e r e n c e s between t h e node numbers whose c o n t r i b u t i o n s t o n i s b e i n g c a l c u l a t e d and node n . Thus, f o l l o w i n g t h e numbering system of F i g u r e 8 , t h e p o i n t e r

v e c t o r , w , i n t h i s s t u d y f o r node n c o n t a i n s :
w (n, 1 ) = n w ( n , 2) = n w ( n , 3) = k w ( n , 4) = k

+1
1

Any t i m e i t i s r e q u i r e d t o r e t r i e v e t h e c o n t r i b u t i o n o f , s a y , m t o n , i . e . , a a n m and dnm, a s e a r c h may b e conducted i n v e c t o r w ( n , j ) , j = 1, which member of w c o n t a i n s m. l o c a t i o n s of a a and d nm nm b

--- , 4 ,

t o find

The element denoted by j w i l l d i r e c t u s t o t h e

.
The mesh c o n s t r u c t i o n i n t h i s s t u d y s t a r t e d by Then

Mesh C o n s t r u c t i o n :

d i v i d i n g t h e system i n t o elements w i t h s q u a r e o r t r i a n g u l a r c r o s s - s e c t i o n s . each element w i t h s q u a r e c r o s s - s e c t i o n s was t e m p o r a r i l y s u b d i v i d e d i n t o two elements w i t h t r i a n g u l a r c r o s s - s e c t i o n s , the coefficients required.

such a s shown i n F i g u r e 8 t o c a l c u l a t e

T h i s t y p e of decomposition g e n e r a t e s e q u a t i o n s which

a r e i d e n t i c a l w i t h t h o s e d e r i v e d by t h e w e l l known f i n i t e d i f f e r e n c e method ( A l l e n , 1955). S e v e r a l o t h e r decompositions were t r i e d , b u t t h i s scheme was For example,

found t o b e e a s i e r t o h a n d l e and r e q u i r e d l e s s s t o r a g e t h a n o t h e r s .

had t h e decomposition of F i g u r e 9 been used, t h e c o e f f i c i e n t s of node n would have and d where m = n , o , p, q , and i. r e q u i r e d a s t o r a g e of 2 x 5 = 10 t o s t o r e a a nm nm '

F i g u r e 9:

Schematic r e p r e s e n t a t i o n of i r r e g u l a r elements ( A f t e r : Zienkiewicz and Cheung, 1970) f o r node p i s 2 x 3 = 6. The r e g u l a r

A t t h e same time t h e s t o r a g e requirement

mesh system a s d e f i n e d by Zienkiewicz and Cheung (1970) and a s p r e s e n t e d i n F i g u r e 8 r e q u i r e s a s t o r a g e of 2 x 4 f o r e v e r y node i n t h e system. Whereas t h e

sums of t h e computer s t o r a g e f o r a l l nodes a r e t h e same f o r t h e two decompositions, i n p r a c t i c e t h e decomposition of F i g u r e 9 r e q u i r e s more s t o r a g e because of t h e i r r e g u l a r i t y i n t h e meshes.

Change of Time Increment:

I n t h e f o r m u l a t i o n of t h e method, i t
@ and Q

was mentioned t h a t because some of t h e time dependent v a r i a b l e s such a s

a r e approximated over an increment of time by a l i n e a r f u n c t i o n , t h e time increment, economy,

A t , must be v e r y s m a l l a t t h e e a r l y time s t e p s . A t must b e changed a s f a s t a s p o s s i b l e .

However, because of

Therefore, i n t h i s study a

s p e c i f i c p o i n t , p , i n t h e system whose p o t e n t i a l i s expected t o change r a t h e r f a s t w i t h t i m e was chosen and a s soon a s t h e r e l a t i o n s h i p (31) was s a t i s f i e d , A t was m u l t i p l i e d by a c o n s t a n t g r e a t e r t h a n 1. s e t e q u a l t o 1.5. I n t h i s s t u d y t h i s c o n s t a n t was a r b i t r a r i l y

During t h e e a r l y time s t e p s E was s e t a t 0.04 t o 0 . 1 depending on t h e problem.

But

a s time s t e p s c o n t i n u e d t h i s c o n s t a n t was g r a d u a l l y i n c r e a s e d t o a maximum of 0.2. With t h i s scheme i t was p o s s i b l e t o i n c r e a s e A t from a f r a c t i o n of a second t o 10 t o 1 5 hours i n about 40 t o 60 time s t e p s . d

S o l u t i o n of t h e L i n e a r Equations:

This s t e p of t h e computations

was accomplished by t h e Gauss E l i m i n a t i o n Method a s p r e s e n t e d by C r a n d a l l (1956), and Crout (1941). s a y , N = 100. This t e c h n i q u e seemed t o b e e f f i c i e n t f o r a s m a l l system of e q u a t i o n s , However, f o r a l a r g e system of e q u a t i o n s , s a y , N = 1000, i t s
A system of 1000 e q u a t i o n s took a p r o h i b i t i v e t i m e

d e f i c i e n c i e s were e v i d e n t .

of about 40 seconds p e r time s t e p on t h e IBM 360175.

This e x c e s s i v e time The

encouraged a more e f f i c i e n t s o l u t i o n of l a r g e systems of l i n e a r e q u a t i o n s . r e s u l t s of this s t u d y a r e p r e s e n t e d i n s e c t i o n I11 of t h i s r e p o r t . 4. a T e s t of t h e Computer Program:

Homogeneous and I s o t r o p i c Systems:

Two t e s t s were made on t h e homo-

geneous and i s o t r o p i c models.

The r e s u l t s a r e p l o t t e d i n F i g u r e s 10-a and 10-b

i n t h e form o f : dimensionless p o t e n t i a l =

dimensionless time =

where:

K = permeability H = t h i c k n e s s of t h e formation

Q = t o t a l r a t e of i n j e c t i o n

g = c o n s t a n t of g r a v i t y

A@ = change of p o t e n t i a l w i t h r e s p e c t t o t h e s t a r t of i n j e c t i o n , i . e . , Bt
where
t = time
@

Qo

and

a r e t h e p o t e n t i a l s a t times t and o r e s p e c t i v e l y

S = specific storage s

r = d i s t a n c e of t h e p o i n t from t h e c e n t e r of t h e w e l l r
e
= o u t e r r a d i u s of t h e system

The s o l i d l i n e s i n t h e s e f i g u r e s which a r e copied from J a v a n d e l and Witherspoon (1968-b) a r e t h e a n a l y t i c a l s o l u t i o n s t o t h e r e s p e c t i v e problems given by Muskat (1946) and Muller and Witherspoon (1965). F i g u r e 10-a i s t h e s o l u t i o n of a f i n i t e r a d i a l system w i t h a n impermeable o u t e r boundary and c o n s t a n t p o t e n t i a l o u t e r boundary, c o n s t a n t flow r a t e , and w e l l of z e r o r a d i u s . The f i n i t e element s o l u t i o n matches t h a t of t h e

a n a l y t i c a l s o l u t i o n . For a p o i n t w i t h r =

re
8.9

, where

is the outer radius, the

a n a l y t i c a l s o l u t i o n was n o t r e a d i l y a v a i l a b l e , and time was n o t s p e n t t o c a l c u l a t e t h i s curve.

System with impermeable outer boundary

102

101

100

System with constanr potential outer

10-1

10-2 10-1

101

1 1 1 1 1

103

1 1 1 1

10"

Dimensionless time = K t Ss r2 Figure 10-at Results obtained by finite element method (symbols) as compared with analytical solutions (solid lines after Muskat, 1946) for impermeable and constant potential ' outer boundary system, with well of zero radius and constant rate of injection.

Dimensionless potential =

2TK H

-Er

*@

I-'

1 r n F

u r . '4 J ID m
r

g v g.
r.P,R C mn, rn R

ID (D O M r

ka!
m
R ID
P, P,

r 3 r rt

flE
n

legor P . g 5snrn
RID3 @flu
R'u
UI

3'4

3 rn 0 r 0 rn

G''

:CI

0 ;on

m m o vl3

j. m 1 L. IDOID
P,

n e e
R

F r . C o 3 r . 3 m~ r.3

?. R 3
ID

P, P,

F i g u r e 10-b i s t h e s o l u t i o n of an i n f i n i t e r a d i a l system, r a w e l l of f i n i t e r a d i u s and c o n s t a n t flow. was overcome by assuming a f i n i t e r e

= oo

, with
e
=a

The d i f f i c u l t y w i t h r e s p e c t t o r

which could b e handled w i t h t h e computer

memory a v a i l a b l e , and temporal s o l u t i o n was continued u n t i l t h e time where d e v i a t i o n s from t h e Theis Curve, such a s i n F i g u r e 10-a, w e r e n o t i c e d i n t h e s o l u t i o n . Whereas t h e a n a l y t i c a l s o l u t i o n s f o r p o i n t s c l o s e t o t h e w e l l match t h o s e of t h e f i n i t e element method, t h e r e a r e n o t i c e a b l e amounts of v a r i a t i o n between t h e r e s u l t s of t h e a n a l y t i c a l method and t h e f i n i t e element method f o r p o i n t s w i t h

r = 2.0 r

o r l a r g e r , where r

= r a d i u s of t h e w e l l .

T h i s may b e a t t r i b u t e d t o The l e n g t h of t h e time

t h e mesh s i z e and t h e l e n g t h of t h e time increment.

i n c r e m e n t , A t , may a f f e c t t h e accuracy because of t h e l i n e a r i t y assumed i n t h e e v a l u a t i o n of t h e c o n v o l u t i o n s of e q u a t i o n s (26) and ( 2 7 ) . Apparently t h i s i s n o t

t h e c a u s e of t h e v a r i a t i o n s mentioned above, o t h e r w i s e t h e r e s u l t s f o r nodes w i t h

r = 2.0 r

would show such v a r i a t i o n s t o o .

The mesh s i z e s , f o r t h e a r e a s i n t h e

system, such a s a r e a s a d j a c e n t t o t h e w e l l , w i t h h i g h and n o n - l i n e a r v a r i a t i o n s of

@,

can a f f e c t t h e accuracy c o n s i d e r a b l y .
@ i n these a r e a s is very high.

During t h e e a r l y time s t e p s , t h e Because @ i s approximated over an

g r a d i e n t of

element by a l i n e a r f u n c t i o n , i . e . ,

e q u a t i o n ( 1 6 ) , c a r e must b e e x e r c i s e d t o One way t h a t t h i s may b e achieved A n examination of t h e mesh s i z e s of

a s s u r e t h a t s u c h an approximation i s v a l i d . i s t o u s e s m a l l mesh s i z e s i n t h e s e a r e a s .

the model used t o o b t a i n d a t a i n Figure 10-b r e v e a l e d t h a t t h e mesh s i z e f o r nodes

with r

= r/rw = 2.0, i n F i g u r e 10-b

, where

D D

i s a dimensionless q u a n t i t y , i n c r e a s e s
= r/rw = 1 . 0 w i t h i n a d i s t a n c e

by a f a c t o r of 5 over t h a t of t h e node w i t h r less t h a n a f o o t . b

Layered Systems:

I n t h i s s e c t i o n two models of c o n f i n e d leaky

systems a r e t e s t e d .

i)

Two-Layered System With Constant P o t e n t i a l Boundary a t t h e Well:

The f i r s t model t e s t e d was a two-layered c o n f i n e d , l e a k y a x i s y m e t r i c system w i t h a pond of r a d i u s r

W

= 80.0 f e e t l o c a t e d i n t h e c e n t e r of t h e model and

o t h e r g e o m e t r i c a l and p h y s i c a l p r o p e r t i e s given i n F i g u r e 1 1 . Katz (1960, p. 86) has d e r i v e d an e x p r e s s i o n f o r two-layered systems and J a v a n d e l and Witherspoon (1968a) have c a l c u l a t e d and e v a l u a t e d t h i s e x p r e s s i o n f o r f o u r p o i n t s with

r/rw = 2.0, 3.0, 4.0, and 5.0 and p r e s e n t e d them t o g e t h e r w i t h t h e f i n i t e

In Figure 1 1 t h e s e f o u r curves a r e p r e s e n t e d t o g e t h e r w i t h

element s o l u t i o n s .

t h e f i n i t e element s o l u t i o n s obtained i n t h i s s t u d y f o r t h e same p o i n t s and a d d i t i o n a l p o i n t s with r

= 1.25 and 1.01.

The numerical s o l u t i o n s f o r t h e f i r s t

f o u r p o i n t s match very c l o s e l y t h o s e of t h e a n a l y t i c a l s o l u t i o n s , and t h e p o i n t with r for r

= 1.25 seems t o follow t h e t r e n d of t h e s e curves.

However, t h e s o l u t i o n This

= 1 . 0 1 encounters o s c i l l a t i o n s a s shown by t h e dashed l i n e s .

o s c i l l a t i o n may b e a s s o c i a t e d w i t h t h e mesh s i z e s on t h e v e r t i c a l s u r f a c e of t h e system a d j a c e n t t o t h e pond. A n a t t e m p t t o r e s o l v e t h i s p o i n t by u s i n g f i n e r

mesh s i z e s on t h e v e r t i c a l s u r f a c e d i d n o t change t h e r e s u l t s s u b s t a n t i a l l y . Other t e s t s w i t h a w e l l of r a d i u s r

W

= 0.25 f e e t r e p l a c i n g t h e pond produced no

o s c i l l a t i o n s and r e s u l t s matched t h e a n a l y t i c a l s o l u t i o n s . ii) Three-Layered System w i t h Constant I n j e c t i o n Rate Boundary Condition: confined system w i t h c o n s t a n t i n j e c t i o n r a t e a t a t the

The n e x t model was a t h r e e - l a y e r e d , the well.

Consider a system such a s shown i n F i g u r e 12, w i t h t h e

t o p of t h e i n j e c t i o n l a y e r ( l a y e r 1 ) and t h e w e l l bore.

Dimensionless potential =
0 0
I-'

-a,,
0
0
I-'

$0
I-'

0
I-'

I'

IIIII

CC

P,R
"ID

0".
V)

r. 7 0
N l d

OiiD

r-'. ID
mrt 1 m

"B

9 ,

c 1

o
P,

g
m

1
ID

* =r
R

m F m o
0

0 0 . 3 0

5
ID

I'

r t 1 V1
0,

z
I-'

3 r

rn
9 ,

+ ,I& e

*\% X I
I-'n,

p, ?,Y
0 P,
I-'
Y

[-zit
1
I '

-"-

----10 %

op.
( I I

n,

v,

I '

r t

=*

rnll t r . 10

11

mu.

/ / / / / / / / / / / / / / / / / /

fI / / / /

/ / // / / / / I / / / / / / / /

I
I
I

K2

((<

K1

3
Ir

K3
ri

Layer 3

3
I

I
I
I

K3

H2
1I

K2

+!I + rW
t

Layer 2

I I

,
K1
r /
t /

H1
tf

Ss
/ t

Layer 1

1
t / t / / / /

/ t # / t fl

r t / - . .

F i g u r e 12:

Schematic r e p r e s e n t a t i o n of a t h r e e - l a y e r e d system ( A f t e r Neuman and Witherspoon, 1969a)

Assume i n j e c t i o n i s t a k i n g p l a c e through a w e l l of r a d i u s r

i n t o a homogeneous l a y e r 1. This

and i s o t r o p i c l a y e r which is i n f i n i t e i n h o r i z o n t a l e x t e n t , i . e . ,

l a y e r i s bounded by an impermeable l a y e r a t t h e bottom and by l a y e r 2 (K2 on t h e t o p .

<<< K1)

Layer 3 w i t h p e r m e a b i l i t y and s p e c i f i c s t o r a g e p r o p e r t i e s s i m i l a r t o The system, which i s e l a s t i c , i s

l a y e r 1 i s l o c a t e d on t o p of t h e l a y e r 2.

i n i t i a l l y s a t u r a t e d w i t h a homogeneous f l u i d , and t h e d e n s i t y and v i s c o s i t y of t h e i n j e c t e d f l u i d is t h e same a s t h e n a t i v e f l u i d . Jacob (1946) p r e s e n t e d a s o l u t i o n t o such a problem by assuming t h a t l e a k a g e i s p r o p o r t i o n a l t o t h e p o t e n t i a l change a c r o s s l a y e r 2. assumes t h a t l a y e r 2 h a s achieved a s t e a d y s t a t e , i . e . , This i n e f f e c t

s t o r a g e i n t h i s l a y e r can Hantush (1960a) removed

be ignored and t h a t t h e flow through l a y e r 2 i s v e r t i c a l .

t h e i m p l i c i t assumption about s t o r a g e i n l a y e r 2 and assumed t h a t change of p o t e n t i a l i n l a y e r 3 remains z e r o ; he gave a modified s o l u t i o n f o r nonsteady flow

i n a l e a k y system i n which t h e e f f e c t of t h e s t o r a g e of l a y e r 2 was considered. Neuman and Witherspoon (1969a,b) have dropped both of t h e s e assumptions, i . e . ,

t h e i r model allows f o r t h e change of p o t e n t i a l i n l a y e r 3 and does n o t i g n o r e s t o r a g e i n l a y e r 2. parameters : They e v a l u a t e d t h e i r s o l u t i o n i n terms of t h e dimensionless

and

where i = 1 o r 3 = i n d i c e s

given t o l a y e r s 1 and 3

Ki o r Ss
i

= p e r m e a b i l i t y o r s p e c i f i c s t o r a g e of l a y e r i , r e s p e c t i v e l y

and r = r a d i a l d i s t a n c e of t h e p o i n t whose r / B i2 calculated Hi = t h i c k n e s s of l a y e r i ( s e e F i g u r e 12)

ai2

a r e being

Equation (32) g i v e s a measure of t h e r a t i o of t h e p e r n i e a b i l i t i e s of l a y e r 2 , t h e a q u i t a r d , and t h e o t h e r two l a y e r s . meters and t h e e f f e c t s of s t o r a g e . Equation (33) g i v e s a measure of t h e same paraNeuman and Witherspoon (1969a,b) have

e v a l u a t e d t h e i r s o l u t i o n s f o r s e v e r a l combinations of

Bi2

and r / B i 2

and compared

t h e i r a n a l y t i c a l r e s u l t s w i t h t h o s e of t h e f i n i t e element method. To t e s t t h e c a p a b i l i t i e s of t h e computer program w r i t t e n f o r t h l s s t u d y , a system such a s F i g u r e 12 was s e t up w i t h t h e f o l l o w i n g parameters:

r
H

= 30,000.0 f e e t = 40.0 f e e t

T o t a l number of mesh p o i n t s = 469 T o t a l number of elements = 436

These a r e e s s e n t i a l l y t h e same parameters t h a t Neuman and Witherspoon (1971) used t o e v a l u a t e t h e i r f i n i t e element s o l u t i o n s .

r/Bi2
= 0.01,

With t h e s e parameters, when

Pi2 -

t h e n r = 10.0 f e e t ; when

f3 i2 = r/Bi2

= 0 . 1 , t h e n r = 100 f e e t ; and

when

i2

= r/Bi2

= 1 . 0 , then r = 1000 f e e t .

The i n j e c t i o n p e r i o d was divided I n t h e build-up p e r i o d i n j e c t i o n

A t t h e end of t h i s

i n t o a ) build-up p e r i o d , and b ) decay-period.

3 continued a t a d e s i r e d r a t e of 0 . 1 f t / s e c f o r 31.9 hours.

p e r i o d t h e flow r a t e c a l c u l a t e d a t r = 0. from t h e p o t e n t i a l d i s t r i b u t i o n was 3 .09999 f t / s e c .

A t t h i s time i n j e c t i o n was stopped and t h e c a l c u l a t i o n f o r

44.8 hours of t h e decay-period was s t a r t e d .

4 P KIHl
dimensionless head i n c r e a s e h

F i g u r e s 13, 1 4 , and 1 5 p r e s e n t K1 t A h v s . dimensionless time t = - 2 Ss r 1

o b t a i n e d by t h e f i n i t e element method (symbols) a s compared w i t h t h e a n a l y t i c a l s o l u t i o n s ( s o l i d l i n e s ) of Neuman and Witherspoon (1969a) f o r p o i n t s w i t h r = 10 f e e t ( f i g . 1 3 ) , r = 100 f e e t ( f i g . 14) and r = 1000 f e e t ( f i g . 15) a t elevat i o n s z = -5.0 ( l a y e r 1, i n j e c t i o n zone), 4.0, 10.0, 16.0 ( l a y e r 2 , a q u i t a r d ) and

25.0 f e e t ( l a y e r 3) f o r each r.

These f i g u r e s a l s o r e p r e s e n t t h e d a t a o b t a i n e d

from t h e decay p e r i o d f o r t h e same p o i n t s a s t h e i n j e c t i o n p e r i o d .

Because of t h e

l a c k of time and funds no attempt was made t o compare t h e decay d a t a w i t h t h e analytical solutions. I n F i g u r e 1 3 some d i s c r e p a n c i e s a r e observed between t h e
It i s observed t h a t t h e

a n a l y t i c a l s o l u t i o r l s and t h e f i n i t e element s o l u t i o n s .

f i n i t e element s o l u t i o n s f o r s h o r t times d e v i a t e n o t i c e a b l y from t h e a n a l y t i c a l solution. This may b e due t o t h r e e f a c t o r s . One f a c t o r i s t h a t t h e a n a l y t i c a l

s o l u t i o n s f o r s h o r t times can be considered a s - approximations f o r t h e a c t u a l change of head i n t h e system. Neuman and Witherspoon (1969a) d e f i n e d t h e l i m i t

of t h e s h o r t i n j e c t i o n times a s :

The o t h e r f a c t o r s could be t h e mesh s i z e used i n t h e model and t h e l e n g t h of t h e time increment d u r i n g t h e e a r l y time s t e p s . Neuman and Witherspoon (1969a) a l s o

observed t h a t t h e i r numerical s o l u t i o n was on o r below t h e a n a l y t i c a l s o l u t i o n . This was s p e c i f i c a l l y n o t i c e d f o r

0i 2

= r/Bi2

= 0 . 0 1 i n l a y e r 2 ( a q u i t a r d ) where

t h e numerical s o l u t i o n was found t o be about 5% below t h e a n a l y t i c a l s o l u t i o n . The same t y p e of e r r o r s may be observed i n F i g u r e s 14 and 15. The d a t a f o r t h e decay-period c l e a r l y show t h e e f f e c t of t h e e l a s t i c i t y of t h e l a y e r s . Since l a y e r 2 ( a q u i t a r d ) i s 8 times more e l a s t i c t h a n l a y e r s 1 o r 3, Ah f o r nodes w i t h i n t h i s l a y e r does n o t s t a r t t o d e c r e a s e Rather, a s expected, t h e d a t a show a s m a l l This i s more n o t i c e a b l e f o r p o i n t s

i t is noticed t h a t

immediately a f t e r t h e i n j e c t i o n s t o p s .

i n c r e a s e i n Ah b e f o r e i t starts d e c r e a s i n g .

c l o s e r t o t h e i n j e c t i o n w e l l (Figures 1 3 and 14) than f o r t h e nodes f a r away from t h e w e l l (Figure 15). The time c o o r d i n a t e of t h e decay curves s t a r t s from t

= 1.0

Dimensionless increase in head =

h~

K1 H1
Ah

a r. 0
11

i -

1 O D 3 10

1 u rDCT
P,

r.

0 CT

m a
.
c.d

i-m
'Dl

n
C

u
-

s z m a o r.
n g v.
1

tl

OD3R

r n

s r m

2 v.

b- T

3nCT

R m R

::g

v.

r.3 5 0 0 0 r o a I

tirt c u r n u
CT

m QTJ

"

II

I--"<

-45
r 0
rn *3

II

rn
I -

r(

ru

4T K1 H1

Dimensionless increase in head = hD =

Ah

D n b s m n n r ( D @(DID "813'
r(

7 r.rn a s m (D C o m n m ru n m o
0 1

-w

zk

n c a

2 . a ?. $ 5: n n
r- 3 m
'd
A

% 7 Y D M r. 3 r.

7-(D

om+'
m 3

g z 7
3 m
fi
* W W
b'

(D

XXO NXO

* XO

*W * W * W * W * W * W * W W

NXO *XO NXO lrxe N I D Xrn lrm NPI l r a

.
,,w
,,W

mx mx
N X

u n,

C)

,,wax w a x

'a

, ,

ID
r(

WOXX

It*=

am.
*Q3=

r a
II

,,a= m
pcn
q*

Dimensionlerr increase i n head = hD

4 '1 K1

H2

nh

o r 0 . 0 1 r a t h e r t h a n c o n t i n u a t i o n of t h e t

f o r t h e build-up c u r v e s .

The r e a s o n

i s t h a t when d a t a of t h e decay-period was p l o t t e d w i t h t

a s t h e c o n t i n u a t i o n of

t h e tD of t h e build-up p e r i o d , no t r e n d was v i s i b l e because of t h e c l o s e n e s s of data points. F i g u r e 16 shows such a p l o t f o r r = 10.0 f e e t . Figure 17 r e p r e s e n t s

t h e approximate c o n t o u r s of t h e e q u a l Ah f o r t h i s model a t t h e end of t h e build-up period. A f t e r 44.8 h o u r s of decay-period t h e s e c o n t o u r l i n e s looked a s p r e s e n t e d

i n F i g u r e 18. c

A p p l i c a t i o n of t h e F i n i t e Element Method t o a F i e l d Problem:

Up t o

t h i s p o i n t w e have d e s c r i b e d b r i e f l y t h e t h e o r y of t h e f i n i t e element method, and e v a l u a t e d i t s accuracy and some of t h e problems i n v o l v e d i n i t s implementation. I n t h i s s e c t i o n t h e f i n i t e element method i s a p p l i e d t o t h e M t . Simon s a n d s t o n e c u r r e n t l y used f o r i n j e c t i o n of l i q u i d w a s t e s by Jones and Laughlin C o r p o r a t i o n a t Hennepin , I l l i n o i s .

i)

Geology:

Deep permeable g e o l o g i c f o r m a t i o n s appear t o have conThe deep f o r m a t i o n s c o n t a i n h i g h l y s a l i n e The

s i d e r a b l e p o t e n t i a l f o r waste disposal.

b r i n e s , which i n some a r e a s approaches 10-times t h e s a l i n i t y of s e a w a t e r .

i s o l a t i o n from s u r f a c e environments which have r e s u l t e d i n t h e f o r m a t i o n of t h e b r i n e s i s of p a r t i c u l a r i n t e r e s t i n deep w e l l d i s p o s a l , a s t h i s i s e x a c t l y t h e environment d e s i r e d f o r i n j e c t i o n . Bergstrom (1968) o u t l i n e d t h e p o s s i b l e d i s p o s a l

r e s e r v o i r s ( F i g u r e 1 9 ) , and s u g g e s t e d r e g i o n s where t h e r e were i n d i v i d u a l d i s p o s a l zones and a s s o c i a t e d c o n f i n i n g f o r m a t i o n s which may serve t o i s o l a t e t h e formation f l u i d s and i n j e c t e d w a s t e s . E x i s t i n g hydrogeologic and s t r u c t u r a l - g e o l o g i c d a t a a r e a v a i l a b l e s o t h a t t h e m a t h e m a t i c a l model developed i n t h i s r e s e a r c h w i l l r e p r e s e n t a r e a l i s t i c p i c t u r e of p o t e n t i a l deep w e l l d i s p o s a l . Of primary concern i s t h e continued The p r e s s u r e build-up and

i s o l a t i o n of t h e d i s p o s a l zone from man's environment.

4 n K1 H1
Dimensionless increase in head =
3

--

I 0W

I I I IIIII

TV

1 1 1 1 1 1
0

0
I

Ah

0 0

Q
I
1

? .
I,, 1

1 1 1 1 1 1

0
I U

1 1 1 1 1 1

1 1 1 1 1 1

0-

-0

'S

'0
0 -

0 , ;

0 0

0
'3
b
(3

w1

'3 '3

(3

-_ 0

F rw
B
73

;
m
rl

w-

B B

Z '3 a

4,
'3 '3

73

u l t i m a t e f a t e of wastes i n t h e d i s p o s a l formations i s dependent on t h e g e o l o g i c and hydrogeologic parameters, and t h e accuracy of t h e r e s u l t s i s dependent upon these. The e x i s t i n g d a t a on t h e p h y s i c a l p r o p e r t i e s of t h e M t . Simon s a n d s t o n e a r e f o r t h e upper zones, g e n e r a l l y 400 f e e t o r l e s s , of t h e formation. Existing

s o u r c e s of d a t a a r e deep w a t e r w e l l s i n t h e n o r t h e r n p a r t of t h e s t a t e , underground gas s t o r a g e t e s t s , deep s t r u c t u r a l t e s t s i n o i l producing r e g i o n s , and e x i s t i n g d i s p o s a l w e l l s and t e s t s . Maps of t h e g e o l o g i c s t r u c t u r e of t h e I l l i n o i s

Basin have been p u b l i s h e d (Bond, 1972) and a r e adequate f o r u s e i n d e f i n i n g t h e geometry of t h e M t . Simon sandstone. The M t . Simon s a n d s t o n e i s t h e d i s p o s a l zone of most i n t e r e s t because of i t s i s o l a t i o n from s u r f a c e environments and i t s g r e a t t h i c k n e s s and because

i t s n a t i v e waters a r e b r i n e s i n most of I l l i n o i s .

( I n t h i s r e p o r t , M t . Simon

r e f e r s t o t h e h y d r o l o g i c u n i t c o n s i s t i n g of t h e M t . Simon Formation and t h e contiguous s a n d s t o n e s i n t h e lower Eau C l a i r e Formation; t h e l a t t e r s a n d s t o n e may b e a s t h i c k a s 400 f e e t . ) The M t . Simon v a r i e s i n t h i c k n e s s from l e s s than

1000 f e e t t o over 2500 f e e t , and i s g e n e r a l l y g r e a t e r t h a n 1500 f e e t t h i c k i n most of t h e r e g i o n where i t would b e c o n s i d e r e d a s a l i q u i d w a s t e i n j e c t i o n zone ( F i g u r e 2Q). However, t h e s a n d s t o n e h a s been shown t o b e a b s e n t i n t h e t o p of t h e

M t . Simon; t h e M t . Simon v a r i e s from less than 1000 f e e t below s e a l e v e l t o over

12 ,QQO f e e t ( F i g u r e 21)

.
The formation i s moderately compact and Deep i n

The M t . Simon i s dominantly a f i n e - t o coarse-grained s a n d s t o n e w i t h some beds of s h a l e and s i l t s t o n e .

f r i a b l e i n t h e n o r t h and n o r t h w e s t , where i t a l s o y i e l d s p o t a b l e w a t e r .

t h e b a s i n and on i t s e a s t e r n margin, t h e sandstone i s w e l l cemented and q u a r t z i t i c . I n t h e s e r e g i o n s , t h e formation h a s a r e l a t i v e l y low p o r o s i t y and p e r m e a b i l i t y .

*Ja$eM a~qeq.od j o s a x n o s ss 'dIahy$3adsa~ 'sauo$spue~ aIITnsaIe3 -UO$UOJI p u ~ u o q s *$M ay$ jo asn j o s$TrnyI uJay3nos .eqxo~dds ay$ a n f l ~pue seaJB j o sayqunoq uJay$nos aIqyssod p -61 a ~ n 8 y j ayA * s a $ s m pynb-g JOJ s q o n J a s a J ~ e s o d s ~

'(9961 '*IE Ja rraa J ~ ~ J B . )u ~ s e q sruuyrT1 aqq j o q ~ w ddaap aqq s q u a s a ~ d aauyr paqswa * q e a j 005 p u a q u y Jnoquoa 'auoqspu~suomys * q aqq ~ 30 ssauyayq~, :OZ a ~ n s y j

The geology i n t h e Hennepin r e g i o n was d e s c r i b e d by Cady (1919). McComas (1968) r e l a t e d t h e geology of t h e a r e a t o p l a n n i n g and environmental problems. The f o l l o w i n g b r i e f d i s c u s s i o n i s t a k e n from t h e s e p u b l i c a t i o n s . The Jones & Laughlin d i s p o s a l w e l l i s s i t u a t e d i n a s t r u c t u r a l l y low trough about 1 5 m i l e s west of t h e c r e s t of t h e La S a l l e a n t i c l i n a l b e l t ( F i g u r e 22).
A b r i e f d e s c r i p t i o n and l i t h i c l o g of t h e w e l l i s shown i n F i g u r e 23. A t Hennepin

t h e M t . Simon a q u i f e r i s about 1800 f e e t t h i c k .

The w e l l i s open through t h e Cores were t a k e n

e n t i r e a q u i f e r and through most of t h e o v e r l y i n g Eau C l a i r e .

o v e r seven d i f f e r e n t i n t e r v a l s i n t h e a q u i f e r , t o t a l i n g a b o u t 275 f e e t of core. Measurements of h o r i z o n t a l p e r m e a b i l i t y and p o r o s i t y were made by a commercial l a b o r a t o r y on t h e c o r e . darcys; Measured p e r m e a b i l i t i e s v a r i e d from about 5 t o 500 m i l l i Measured p o r o s i t y

p o r o s i t y measurements v a r i e d between 8 and 22 p e r c e n t .

c o r r e l a t e d w e l l w i t h g e o p h y s i c a l l o g s ( s o n i c and p o r o s i t y l o g s ) and t h e d a t a were easily extrapolated f o r the e n t i r e section. P e r m e a b i l i t i e s were compared t o

e l e c t r i c and gamma l o g s and e s t i m a t e d f o r t h e whole a q u i f e r . N o p o r o s i t i e s o r v e r t i c a l p e r m e a b i l i t i e s were measured on c o r e s of t h e Eau C l a i r e Formation, which s e r v e s a s t h e c o n f i n i n g l a y e r . However, d a t a from

underground gas s t o r a g e s t r u c t u r e s i n n o r t h e r n I l l i n o i s s u g g e s t v e r t i c a l permeab i l i t i e s v a r y from 0.003 t o 0.000006 m i l l i d a r c y s and p o r o s i t y from 7 t o 1 5 p e r c e n t . Values were a g a i n a s s i g n e d t o s p e c i f i c l a y e r s on t h e b a s i s of t h e geophysical l o g s . Water r e s o u r c e s t u d i e s (Hoover and S c h i c h t , 1967, and Walton and

C s a l l a n y , 1962) i n t h e La S a l l e r e g i o n , 1 5 m i l e s n o r t h e a s t , show t h a t t h e I r o n t o n - G a l e s v i l l e s a n d s t o n e h a s an average h o r i z o n t a l p e r m e a b i l i t y of 500 m i l l i d a r c y s and 1 8 p e r c e n t p o r o s i t y . of t h e formation a t Hennepin. These v a l u e s were assumed t o b e r e p r e s e n t a t i v e These d a t a a r e summarized i n F i g u r e 24.

Hennepin Well

4 , )

Fleistocene & Dev 7 .. 7 s h a l e , s.s. ., - Penn.

r.

, S i l u r i a n (dol. )

Maguoketa s h a l e Galena-Platteville (dol. )

Franconia Fm. (do].. Rc s h a l e )

. -.-. .. . .-... ... '.,:.., .. .

8
' b

Mt

. Simon

S.S.

a;..
\

'*.

I . .

d b .

-Pre-Cambrian (grani Hennepin deep d i s p s a l w e l l S W , SW, 3-32N-2W T.D. 4877' Geologic s e c t i o n a t t h e Jones & Laughlin waste d i s p o s a l w e l l , Hennepin, I l l i n o i s .

F i g u r e 23.

-srourIII 'urdauua~ 7" ITaM u r ~ y 8 n q9 s a u o r ayy u r auoz pappour ayy 30 s I r q a a * P z a ~ n s r j

Ct't

00'6

Ct't

CL'L

x OC'Z
x x x x
X X X

OC'Z OC'Z OC'Z OC'Z OL't Ot't Ct't

urdd u r sIs.xaurur panIossrp 1~707) Rqr I E ~ B J37EM

The Jones & Laughlin d i s p o s a l w e l l was cased i n t o t h e t o p of t h e Eau C l a i r e Formation. Although t h e i n j e c t i o n t u b i n g extends a n o t h e r 1500 f e e t

down i n t o t h e M t . Simon, f l u i d i s f r e e t o m i g r a t e up t h e open h o l e t o t h e c a s i n g point.

It i s n o t necessary t o p r o t e c t t h e water q u a l i t y i n t h e Ironton-Galesville

a s t h e t o t a l d i s s o l v e d m i n e r a l s a r e i n excess of t h e 10,000 ppm l i m i t of t h e I l l i n o i s Environmental P r o t e c t i o n Agency f o r u s e a b l e w a t e r s . Nevertheless, i t

i s probably u n d e s i r a b l e t o have l a r g e volumes of waste e n t e r t h e o v e r l y i n g f o r -

mation, s i n c e i t i s used a s a fresh-water s o u r c e only 1 5 m i l e s away. ii) S o l u t i o n by F i n i t e Element Method: Based on t h e g e o l o g i c s t u d i e s

of t h e previous s e c t i o n , a model c o n t a i n i n g 864 nodes and 840 elements r e p r e s e n t i n g a 2291-foot g e o l o g i c s e c t i o n was set up. This i d e a l i z e d model c o n s i s t e d

of a 152-feet t h i c k l a y e r of I r o n t o n - G a l e s v i l l e u n d e r l a i n by Eau C l a i r e (410 f e e t t h i c k ) and M t . Simon (1729 f e e t t h i c k ) , and i t extended 10,500 f e e t r a d i a l l y .

On

t h e b a s i s of t h e g e o l o g i c a l s t u d i e s , t h i s system was d i v i d e d i n t o 1 5 l a y e r s , each l a y e r p o s s e s s i n g a n i s o t r o p i c b u t homogeneous p r o p e r t i e s ( F i g u r e 25). The

v e r t i c a l p e r m e a b i l i t i e s were s e t e q u a l t o 0.01 of t h e h o r i z o n t a l p e r m e a b i l i t i e s . Assuming t h a t t h e d e n s i t y and t h e v i s c o s i t y of t h e i n j e c t e d f l u i d a r e t h e same a s t h o s e of t h e n a t i v e f l u i d , t h e h y d r a u l i c p r o p e r t i e s of each l a y e r were calculated. Table 3 summarizes t h e s e p r o p e r t i e s and shows t h e e x t e n t of each
I t i s f u l l y r e a l i z e d t h a t t h e assumption

l a y e r t o which t h e s e p r o p e r t i e s apply.

of unique v i s c o s i t y and d e n s i t y i s n o t a b s o l u t e l y v a l i d .

There a r e v e r t i c a l var-

i a t i o n s of d e n s i t y and perhaps v i s c o s i t y i n t h e n a t i v e f l u i d s , and t h e p r o p e r t i e s of the i n j e c t e d f l u i d may v a r y from t h e s e f l u i d s . Due t o i n j e c t i o n , t h e r e a l s o Because of t h e

e x i s t d e n s i t y c u r r e n t s which change t h e s e p r o p e r t i e s w i t h time.

l i m i t a t i o n s of t h i s s t u d y , t h e s e c o n s i d e r a t i o n s , which r e q u i r e s u b s t a n t i a l s t u d i e s , could n o t b e i n c o r p o r a t e d i n t o t h e model.

z (ft.)

152

!I"
I I

G m

Layer 15 Layer 14
L I
P)

i
I

Layer 13 Layer 12
I>nv~r 11

. , I

Al
r(

U
W I

1
I

I
I
I I

L a y ~ r10

Laver 9 Layer 8 Layer 7 Layer 6

-606 1. -671 1
I I
I

I
I
I

-896

l.
I

I I

Layer 5

-1096 I ,
i

Layer 4

Layer 3
I

-1876 1

I I -1996 1 .
I

Layer 2 Layer 1

-2139 Figure 25:Schematic representatian of the idealized layered system used to analyze the Jones and Laughlin Corporatian's injection well at Hennepin, Ill.

. . . . . . . . . . . . . . .
0 P P 0 0 0 0 0 0 0 0 0 P P 0 0 0 0 P P P P N 1 0 1 W W W O 0 0 0 1 0 1 0 W W P W N P P P P P W O P W 0 0

0 P

EI n r(D

P-l. Y

m
I

O 0 0

m
I

O 0 0

0 P 0 C n 1 0

0 P 0 w 4 1 0

O O O O W O W W W O W 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

\7;:uPl*

M *

Plfa

[I)

;x

-1-1.r

0 0 0 0 0 0 0 0 0 w w m 4 C h 4 m 4 m 4

m
I

P 'd I-1.m 1 *(DP W Y s

I I

I
I

C3 'd
0 5

Y 'd
[ I )

fa

0 P Y n

Pl * P .
[ I )

Pl

2- E a
09
(D

I I

7 3 . !?
rD fa

P-

n * * P*.P. SE

rD
[ I )

CA
[ I )

I
i

<

r Y P 0 - f a
Y * .
P rD

. . . . . . . . . . . . . . .
0 0 0 0 0 0 0 0 0 0 0 0 0 0

Angle between t h e P r i n c i p l e Axes and H o r i z o n t a l and V e r t i c a l Axes (Degrees)

o . o o o o o o o o o o o o o o . . . . . . . . . . . . . .
1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0

C n C n C n C n C n C n C n C n C n C n C n C n C n C n C n

. r - c o o r d i n a t e of t h e s i d e of layeradjacenttowell (ft)

0 M

4 0

g g g g
0
0 0

P 0

P 0

P 0

P 0

P 0

P 0

P 0

P 0

P 0

P 0

P 0

P 0

P 0

E
[ I )

. . . . . . . . . . . . . . .

g g

P 0

P 0

a - c o o r d i n a t e of t h e s i d e of l a y e r away from w e l l (ft)

1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 f Q 1 0 1 0 1 0 1 0 1 0 C n C n C n C n C n C n C n C n C n C n C n C n C n C n C n

z-coordinate of l a y e r (ft)

t h e bottom

P
Cn

1
c

1
W

1 0 w

I P

I P

I P

I P

fc P

fc m C n 0

of t h e t o p of

m co o m co LO z-coordinate 4 w Q f c 4 w o ~ ~ m m m ml am yer

The i n j e c t i o n i n t h e Jones & Laughlin w e l l a t Hennepin u s u a l l y t a k e s p l a c e a t t h e r a t e s of about 130-180 gpm f o r p e r i o d s of 10-20 h o u r s through an open h o l e 6 i n c h e s i n diameter which s t a r t s a t t h e t o p of t h e Eau C l a i r e Formation and e x t e n d s t o t h e bottom of t h e M t . Simon s a n d s t o n e .

A t o t a l of 5 1

n o d a l p o i n t s was s e t up on t h e v e r t i c a l f a c e of t h e g e o l o g i c a l s e c t i o n a d j a c e n t to the well. from t h e w e l l . The number of nodes was reduced t o 30 a t a d i s t a n c e of 3000 f e e t F i g u r e 25 r e p r e s e n t s t h e l a y e r s and t h e i r c o o r d i n a t e s w i t h r e s p e c t

t o a z-axis p a s s i n g through t h e c e n t e r of t h e w e l l and a n r - a x i s p a s s i n g through t h e i n t e r f a c e between t h e I r o n t o n - G a l e s v i l l e and t h e Eau C l a i r e Formations. The model was f i r s t t e s t e d a s a t o t a l l y homogeneous and i s o t r o p i c system w i t h w e l l s p e n e t r a t i n g t h e e n t i r e s e c t i o n t o e v a l u a t e t h e mesh s i z e s . F i g u r e 26 p r e s e n t s t h e d a t a o b t a i n e d from t h i s t e s t (symbols) a s compared t o t h e T h e i s ' s Curve ( s o l i d l i n e ) . From c a l c u l a t i o n s u s i n g t h e d a t a i n Table 3 , F i g u r e s 27,

28, and 29 show t h e temporal change of p r e s s u r e of t h e a n i s o t r o p i c , homogeneous model f o r n o d a l p o i n t s a t t h e i n t e r f a c e s of I r o n t o n - G a l e s v i l l e and Eau C l a i r e , and Eau C l a i r e and M t . Simon, and p o i n t s i n t h e middle of M t . Simon, r e s p e c t i v e l y , a t d i s t a n c e s s p e c i f i e d on t h e f i g u r e s . The build-up p e r i o d l a s t e d f o r 130.6 hours To make t h e d a t a p o i n t s i n t h e

and was followed by 103.4 h o u r s of decay p e r i o d .

decay p e r i o d d i s t i n g u i s h a b l e i n F i g u r e 27, t h e l o g a r i t h m i c t i m e s c a l e f o r t h i s p e r i o d was r e - s t a r t e d a s i n F i g u r e s 13-15. F i g u r e 27 shows t h e p r e s s u r e i n c r e a s e

a t t h e i n t e r f a c e of t h e I r o n t o n - G a l e s v i l l e and Eau C l a i r e and s u r f a c e of open h o l e a f t e r 130.6 h o u r s of continuous i n j e c t i o n a t t h e r a t e of 200 gpm i s about 448.5 p s i .

A decay p e r i o d of 103.4 hours reduces t h i s i n c r e a s e of p r e s s u r e t o 5.2 p s i .

These

d a t a , shown i n F i g u r e 27, a r e more s i g n i f i c a n t t h a n t h e rest of t h e d a t a p r e s e n t e d i n F i g u r e s 28 and 29. The p r o t e c t i o n of t h e Eau C l a i r e s a n d s t o n e , t h e c o n f i n i n g l a y e r , from p o s s i b l e damage due t o h y d r a u l i c f r a c t u r i n g must be a s s u r e d s i n c e t h e f r a c t u r i n g

I
rn n g O O I D r ' i m "

Dimensionless potential =

2n K H , Q g

A@

cO a c r
OD"'

r- 1

n o
(p

9 'm rn r.
rn

" r. 0

r.

U" la. ID r m
roo
u r n *

r- r.

- 0

Cn r-(0

7 s

3 " r9

+2

$2 3% 09 0
IDr

? 0

rno 1

c m

Y Y Y Y Y
II II II II II

Change of pressure (psi)

M M

W 6 b w e B M W e b M w e b M W e b ) P W 6 b # W 6 b M W 6 b m w e b M W 6 b M W 6 B m w 6 B
0

' u

1 r0 a
II
W

B
b B b

m
3 1

m w o m we M W 6

WO
b D

mw6 mw6
nmn

mwe

.
b

Change of pressure (psi)

R m

r- 1 rn ID

a ' d

Change o f pressure ( p s i )

could r e s u l t i n a l a r g e q u a n t i t y of waste s e e p i n g i n t o t h e I r o n t o n - G a l e s v i l l e aquifer. I f t h e u n d i s t u r b e d f l u i d p r e s s u r e which e x i s t e d w i t h i n t h e rocks b e f o r e

i n j e c t i o n s t a r t e d had been known, t h e n u s i n g t h e d a t a i n F i g u r e 27 we would have been a b l e t o p r e d i c t t h e minimum i n j e c t i o n p r e s s u r e which would have produced hydraulic fracturing. The l e n g t h of t h e continuous i n j e c t i o n time r e q u i r e d t o

cause such a f r a c t u r e could have been e s t i m a t e d u s i n g t h e procedure summarized by Hubbert and W i l l i s (1957). However, s i n c e t h e s e d a t a a r e n o t a v a i l a b l e , only

a g r o s s approximation i s p o s s i b l e . Bond (1972) h a s t a b u l a t e d t h e d e n s i t i e s and t h e e l e v a t i o n s of f r e s h w a t e r head i n t h e I r o n t o n - G a l e s v i l l e f o r some w e l l s i n I l l i n o i s and I n d i a n a . From

t h e two d a t a p o i n t s g i v e n by Bond i n t h e Troy Grove gas s t o r a g e f i e l d i n La S a l l e County and t h e Lake Bloomington gas s t o r a g e f i e l d i n L i v i n g s t o n County (approximately 20 and 30 m i l e s , r e s p e c t i v e l y , from Hennepin), t h e h e i g h t of t h e column of f r e s h w a t e r above t h e i n t e r f a c e of t h e I r o n t o n - G a l e s v i l l e due t o u n d i s t u r b e d pore p r e s s u r e , p , may b e approximated t o b e 2700 f e e t , which i s e q u i v a l e n t t o about 1170 p s i . F i g u r e 27 i n d i c a t e s t h a t , s u b j e c t t o t h e assumptions made i n t h i s AP, a t t h e s u r f a c e of t h e w e l l a t t h e i n t e r f a c e

study, t h e increase i n pressure, between I r o n t o n - G a l e s v i l l e up p e r i o d .

and Eau C l a i r e i s about 448 p s i a t t h e end of t h e b u i l d -

Thus, t h e t o t a l p r e s s u r e : P = p

AP = 1170

448 = 1618 p s i P
Z

which when d i v i d e d by depth z = 2704 f e e t is-

= 0.60

psi/ft.

On t h e b a s i s of t h e f o l l o w i n g assumptions 1 ) i n c i p i e n t normal f a u l t i n g ,
which may be j u s t i f i e d f o r n o r t h e r n I l l i n o i s , 2) an overburden p r e s s u r e p e r u n i t depth of 1 . 0 p s i / f t . , and 3) an o r i g i n a l p o r e f l u i d p r e s s u r e p e r u n i t depth of

0.46 p s i / f t . , Hubbert and W i l l i s (1957) c a l c u l a t e d t h e minimum v a l u e of t h e i n j e c t i o n p r e s s u r e which may cause f r a c t u r e f o r Gulf Coast rocks t o b e about

0.64 p s i / f t .

R e a l i z i n g t h a t t h e l e n g t h of t h e i n j e c t i o n p e r i o d and t h e rate of

i n j e c t i o n a r e b o t h much g r e a t e r than p r a c t i c e d a t t h e w e l l (130.6 hours w i t h an i n j e c t i o n r a t e of 200 gpm a s compared t o a maximum of 20.0 hours w i t h an i n j e c t i o n r a t e of 130 t o 190 gpm normally p r a c t i c e d ) , and t h a t t h e more i n d u r a t e d rocks of t h e I l l i n o i s Basin have g r e a t e r s t r e n g t h than t h e rock of t h e Gulf Coast,

w e may conclude t h a t t h e p o s s i b i l i t y of damage due t o h y d r a u l i c f r a c t u r i n g i s s m a l l .

The r e s u l t s i n F i g u r e s 8 and 9 show i r r e g u l a r i t i e s such a s t h o s e i n F i g u r e s 1 3 , 1 4 , and 1 5 d u r i n g e a r l y s t a g e s of i n j e c t i o n . Again, i t may b e

s p e c u l a t e d t h a t t h e s e d i s c r e p a n c i e s a r e due t o a combination of c o e f f i c i e n t s of p e r m e a b i l i t y and s t o r a g e , time increment, and mesh s i z e s .

It must b e mentioned

t h a t t h e nodes used t o o b t a i n t h e d a t a of F i g u r e s 8 and 9 are l o c a t e d i n l a y e r s w i t h much lower c o e f f i c i e n t of p e r m e a b i l i t y t h a n t h a t of F i g u r e 27. The e f f e c t

of low c o e f f i c i e n t of p e r m e a b i l i t y may a l s o b e observed i n t h e decay curves. A f t e r 103.4 hours of decay a l l t h e changes of p r e s s u r e of a l l t h e nodes i n F i g u r e 7 a r e about t h e same, w h i l e t h a t of F i g u r e s 8 and 9 s t i l l show n o t i c e a b l e d i f f e r e n c e s between themselves and t h e node at t h e s u r f a c e of t h e w e l l , i.e .

,r

= 0.25 f t .

C a r e f u l examination of t h e decay c u r v e s of F i g u r e s 8 and 9 shows t h a t t h e change of p r e s s u r e keeps i n c r e a s i n g f o r a w h i l e a f t e r t h e build-up p e r i o d ends f o r nodes c l o s e t o t h e w e l l ( r = 5.0 f e e t ) . The c o e f f i c i e n t s of s t o r a g e f o r t h e elements

s u r r o u n d i n g t h e s e nodes a r e n o t unusually h i g h e r than t h a t of t h e r e s t of t h e elements. The c o e f f i c i e n t s of p e r m e a b i l i t i e s of t h e elements s u r r o u n d i n g t h e s e

nodes and t h e h i g h g r a d i e n t of p r e s s u r e a r e a p p a r e n t l y t h e cause of t h i s i n c r e a s e i n A P a f t e r t h e build-up p e r i o d ends. F i g u r e 30 r e p r e s e n t s t h e contour of e q u a l AP w i t h i n a r a d i a l d i s t a n c e of 40.25 f e e t from t h e c e n t e r of t h e w e l l a t t h e end of t h e build-up p e r i o d . h i g h p r e s s u r e g r a d i e n t s i n t h e a r e a around t h e bottom of c a s i n g immediately f o c u s s e s o u r a t t e n t i o n on t h e s e a r e a s . I f t h e r e e v e r o c c u r s a f a i l u r e due t o The

h y d r a u l i c f r a c t u r i n g , most probably i t w i l l b e i n t h i s a r e a .

F i g u r e 31 shows The h i g h

t h e approximate c o n t o u r s of t h e e q u a l A P a t t h e end of decay p e r i o d .

p r e s s u r e g r a d i e n t a t t h e bottom of t h e c a s i n g h a s d i s a p p e a r e d and p o s s i b l e damage t o upper l a y e r s i s minimized by t h e end of t h e t i m e p e r i o d used i n t h e c a l c u l a t i o n f o r t h e decay p e r i o d . Ironton-Galesville, Because of t h e h i g h p e r m e a b i l i t y of t h e

p r e s s u r e i n t h i s formation is d i s s i p a t e d f a s t e r than t h e

rest of t h e s y s t e m , and t h e r e seems t o b e l i t t l e danger of f r a c t u r i n g o v e r l y i n g

format i o n s .

Ironton-Galesville

Eau Claire
Mt

. Simon

'% cF$ 'ic'u

a e: 2.

09 ' i 0 3 0
I-'.

C I-'.
P,

Ironton-Galesville
Eau Claire

= 0.25 ft.

= 40.25 ft.

1 1 1 . AN ADAPTIVE CHEBYSHEV FACTORIZATION M E T H O D F O R T H E SOLUTION O F LIPEAR . EQUATIONS ARISING F R O M T H E NUMERICAL SOLUTION O F F L O W EQUATION

A.

Introduction The s o l u t i o n of s t e a d y s t a t e , t r a n s i e n t o r eigenvalue problems

by t h e f i n i t e element method l e a d s u l t i m a t e l y t o . a system of l i n e a r e q u a t i o n s h e r e c a l l e d a f i n i t e element system. W e s h a l l describe a

f a c t o r i z a t i o n method t o f a c t o r "approximately" t h e m a t r i x of t h e system i n t o s p a r s e upper and lower t r i a n g u l a r m a t r i c e s . This f a c t o r i z a t i o n may

b e used w i t h an i t e r a t i o n due t o Diamond (1971) f o r t h e e f f i c i e n t s o l u t i o n of t h e system. I n t h i s p a p e r , Diamond's a l g o r i t h m i s c a l l e d an a d a p t i v e

Chebyshev f a c t o r i z a t i o n (ACF) a l g o r i t h m . It i s customary t o s o l v e f i n i t e element systems by a d i r e c t method such a s Gaussian elemination o r t h e e q u i v a l e n t Cholesky LU-decomposition. I t e r a t i v e methods have n o t been popular f o r s o l v i n g f i n i t e (a) finite

element systems f o r a v a r i e t y of reasons (George, 1 9 7 1 ) :

element systems a r e o f lower o r d e r t h a n f i n i t e d i f f e r e n c e systems when each y i e l d s t h e same accuracy; ( b ) i t e r a t i v e refinement may b e used w i t h d i r e c t methods t o g a i n e s t i m a t e s of t h e c o n d i t i o n of t h e system; and ( c ) it i s common f o r morethan one r i g h t hand s i d e t o b e processed. These t h r e e r e a s o n s a r e important b u t sound somewhat l i k e arguments t h a t may once have been made i n f a v o r of r a i l t r a v e l over a i r l i n e s . As t h e magnitude o f t h e problem i n c r e a s e s , t h e s e r e a s o n s f a i l t o j u s t i f y t h e b l i n d a p p l i c a t i o n of d i r e c t methods. Consider :Cor ,example, t h e flow These a r e time dependent

e q u a t i o n s t h a t a r i s e i n ground-water problems.

problems t h a t may b e solved by approximating t h e s p a c e d e r i v a t i v e s by

the finite element method to obtain a system of ordinary differential equations. The solution of this system is then computed by discretizing If the backward difference method is used, each

the time derivative.

time step requires the solution of a finite element system. Typical studies require 1 0 0 0 time steps. With time dependent coefficients, no economy is possible from solving the same system repeatedly by a direct method. Currently, only two-dimensional studies are considered feasible.

Some technique more efficient than conventional direct methods is essential to make three-dimensional problems practical. Another reason why direct methods are used exclusively at the present is that the iterative method with which direct methods are being compared is successive-over-relaxation (SOR) , which is often disappointing in practice due to slow convergence and the need for a "good" relaxation parameter. One may expect SOR to converge somewhat slowly for finite

element systems since this is characteristic of SOR for finite difference systems. It is natural to try to apply Alternating-Direction-Implicit

(ADI) to these systems since they are faster for difficult finite difference systems. However, the increased complexity of finite element systems makes matrix commutativity difficult to study and eigenvalue estimates laborious to obtain, both essential to the success of ADI. Nevertheless, it should be noted that Douglas and Dupont (1971)have described an AD1 procedure for finite element systems. Other arguments are also made in favor of Gaussian elimination

1971). One is that storage is becoming over iterative methods (~eorge,

cheap and,plentiful. For years, many people have favored iterative methods

for solving finite difference equations primarily because they require less storage. Slow convergence was tolerated to gain this advantage.

Because of hardware improvements such as bulk core storage (Fuchel and and Dennis, Heller, 1969) and features such as virtual memory (~aley

I-969), the importance of conserving storage is fading away. Yet this

cannot mean the unlimited use of Gaussian elimination. As storage problems

become minor, run time for Gaussian elimination remains a formidable barrier to the solutionof large systems that low cost memeory cannot affect.

Run time can be reduced only by more efficient methods than

Gaussian elimination, such as the direct methods discussed Buzbee, Golub and Neilson (1970)or else rapidly convergent iterative methods.

A final argument in favor of direct methods is that data management is simpler for elimination schemes than for iterative methods when the triangular mesh is arbitrary. The result of an arbitrary mesh Techniques for efficient

is a sparse matrix with irregular structure. storage of sparse matrices to iterative methods.

adapt to elimination schemes more easily than

Nevertheless, fast iterative methods would compel

reconsideration of this reasoning. An efficient iterative method for regular meshes would justify study of the complex problem of applying iterative methods to the solution of systems resulting from arbitrary meshes.

B.

Factorization Methods Let A u = s be the system of equations obtained by a f i n i t e

element approximation, where A i s a positive d e f i n i t e and, therefore, symmetric square matrix. factors of A
I f B i s a matrix f o r which the Cholesky LU-

B a r e sparse then the sequence defined by

for

T. 1

a parameter, i s e f f i c i e n t t o compute,

Therefore, i f t h e sequence

coverges t o u and converges rapidly, the r e s u l t i s a p r a c t i c a l method t o approximate the solution. u = s t h a t combine an i t e r a Methods t o solve A

tion such a s (35) with an algorithm t o construct A factors a r e called factorization methods.

B with sparse LU

For example, successive-over-

relaxation may be written i n form of (35) with elements of B e x p l i c i t l y equal t o const,ant multiples of elements of A. Matrix A

B i s called an

approximate factorization (of A ) and (35) i s called a factorization procedure.

T

If

B i s positive d e f i n i t e a sequence of parameters

T ~ ,

..., n m y always be chosen t o obtain convergence.

sequence of parameters, a f t e r n steps. minimax theory. i s that A
T ~ , . ~ . ,T

Moreover, an optimum

may be computed t o minimize the error

Optimum parameters r e s u l t from a routine use of Chebyshev T w o requirements a r e e s s e n t i a l t o apply the theory. This implies t h a t the eigenvalues One

B be positive definite.

a r e positive, since t h i s matrix i s similar t o a positive of (A+B)-IA d e f i n i t e matrix. Unless these eigenvalues a r e positive there i s no

convenient, e f f e c t i v e method t o apply Chebyshev theory t o obtain decent

parameters.

If they are positive it is trivial to compute optimum

parameters using Chebyshev theory from the largest and smallest eigenvalues of (A+B)-IA. The second requirement is the practical one that the largest
-1 and smallest eigenvalues of (A+B) A be available to compute with.

It

is a common difficulty with iterative methods for solving linear systems that a numerical value of some parameter is required in advance of running the iteration. For example, an accurate value of the optimum relaxation

parameter is essential in order that SOR run efficiently. Also, precise eigenvalue estimates are critically important in order to obtain optimum or even reasonably effective AD1 iteration parameters for solving finite difference equations. a priori estimates valid for a class In each case, The difficulty with estimating

of matrices are often satisfactory to use.

iteration parameters is more acute for factorization procedures because the techniques that work for AD1 or SOR are no longer effective. The

regularity of the matrices that appear in SOR or AD1 makes it possible a priori estimates in most cases, whereas the complicated to obtain good properties of the elements of B in factorization procedures, hinder ef-

A + B ) ' A , fective estimation of extreme eigenvalues of (

so that a priori

estimates of Chebyshev parameters to use in factorization procedures are generally unsatisfactory. a priori computation of SOR In cases when -

or AD1 parameters is not possible, methods have been devised for the direct computation of the necessary extreme eigenvalues that, although a nuisance, are much less expensive than direct numerical approximation of the

eigenvalues of ( A + B ) ' A

for factorization procedures, which could cost The amount of computational work is so

as much as running the iteration.

required to obtain accurate bounds of the eigenvalues of (A+B)-I

great that factorization methods are not efficient unless the labor of executing the iteration yields these bounds as a by-product. Efficiency requires that the work of executing the iteration be combined with the work of estimating the eigenvalues. The adaptive-Chebyshev-factorization It esthates eigenvalue

algorithm of Diamond (1971)achieves this.

bounds and optimal parameters dynamically- by using the fact that without optimal Chebyshev parameters, the iterates may be com'bined to approximate an extreme eigenvector. The idea of estimating parameters dynamically- is used in some
$ 0 ) to obtain an increasing sequence SOR programs (Forsyth and Wasow, 1

of estimates of the SOR parameter w .

Therefore, the idea is not new What does seem to be new Experimental comparisons

although the details are completely different. is its potential for practical applications.

of Diamond's algorithm to other iterative methods have been made (~iamond,

1971). For each test, Diamond's algorithm achieved roughly two orders
of magnitude greater accuracy for the same computational work. One of the most appealing features of Diamond's algorithm is that no prelhinary eigenvalue esthates are necessary. Only- trivial

input parameters are required, and the user is freed of the task of careful numerical preparations, essential to the effective use of SOR and ADI. This feature should be stressed as well as the promise of great

practical utility.

Adaptive Algorithms Diamond's algorithm is an example of an adaptive or dynamic

algorithm.

The characteristic property of adaptive numerical algorithms

is that the sequence of executed steps is determined dynamically while the algorithm is running. The logical control feature of the machine

is exploited in a more fundamental way than by traditional numerical algorithms, which may be called static algorithms. logical control statements (1f In adaptive algorithms,

... statements in the FORTRAN version of the

algorithm) direct the choice of one chunk of computation over another, depending on the outcome of certain trials, whereas in static algorithms, the use of these statements is superficial, for example to halt an iteration or to flag errors. In a traditional algorithm, if the

path of computation is to be altered by some test, the test can usually be formalized as a mathematical function, that is, the path the computations take may be predicted by a formula. For this reason,

static algorithms may be analyzed more easily than adaptive algorithms to determine, for example, the rate of convergence. In adaptive algorithms the quantities necessary for analytic study are not available until certain trials are performed and the outcome of these trials is too complex to formalize mathematically. Recently developed algorithms to solve initial value problems in ordinary differential equations are an example of adaptive algorithms in common use. These algorithms select at each step the next stepsize

to be used, the order of the method and the method, depending on estimates of certain parameters based on numerical results from the preceding step.

D.

Approximate F a c t o r i z a t i o n s . The A C F algorithm of Diamond r e q u i r e s only t h a t A+B be p o s i t i v e

d e f i n i t e , but f o r execution t o be e f f i c i e n t t h e LL* f a c t o r s of t h e Cholesky decomposition must be s p a r s e and convergence must be rapid. t o choose B t o make t h e LL* f a c t o r s sparse. lower t r i a n g u l a r matrix and l e t B = LL* definite.

It i s t r i v i a l

For, l e t L be any s p a r s e Also, A+B = LL* i s p o s i t i v e

- A.

The d i f f i c u l t requirement i s t o achieve r a p i d convergence. To describe t h e a l g e b r a i c c r i t e r i a f o r r a p i d convergence, l e t

= u

n be t h e e r r o r i n approximating t h e s o l u t i o n of Au = s by (35).

The e r r o r s a t i s f i e s , as can be seen by w r i t i n g out t h e expression f o r e n' then f o r en

etc.,

= 7

[(A n-1

B)

-1 A]

eo

Let Al

>

... > )h be

t h e eigenvalues of (A

B ) - ~ A . I f Al and
T-

An happen

t o be known, Chebyshev theory y i e l d s an optimum s e t of which e n

parameters f o r

i s smallest a s measured by t h e A- norm, defined t o be

If

Toy

=.=, Tn-l

a r e optimum, then ( ~ u p o n, tet al.

, 1968)

n where T n ( x ) = x

... i s t h e Chebyshev polynomial of

+
B ) -'A. Let

degree n and

i s the p

condition number of (A

For

1 yo / > 1, we

have ( ~ o r s ~ and t h Wasow, 1960)

This q u a n t i t y grows small a s p grows c l o s e t o 1. Therefore, t o improve t h e r a t e of convergence of a Chebyshev f a c t o r i z a t i o n procedure means simply t o s e l e c t B so a s t o improve t h e p

condition of (A

+B ) ' A .

E.

The Finite-Difference Case. In t h i s section w e s h a l l describe various f a c t o r i z a t i o n methods

f o r t h e s o l u t i o n of t h e l i n e a r systems t h a t a r i s e from f i n i t e - d i f f e r e n c e approximations. systems.

It i s convenient t o c a l l these systems f i n i t e - d i f f e r e n c e

Systems t h a t a r i s e from f i n i t e element approximations w i l l be Factorization methods f o r t h e solution

c a l l e d finite-element systems.

of f i n i t e element or f i n i t e d i f f e r e n c e systems w i l l be c a l l e d f i n i t e element or f i n i t e d i f f e r e n c e f a c t o r i z a t i o n methods r e s p e c t i v e l y . Other

apterms t h a t w i l l be used a r e f i n i t e d i f f e r e n c e or f i n i t e element proximate f a c t o r i z a t i o n and f i n i t e d i f f e r e n c e or f i n i t e element f a c t o r i zation procedure.

O u r o b j e c t i v e i s t o devise an e f f i c i e n t f i n t e element f a c t o r i -

z a t i o n method by drawing on t h e techniques due t o Buleev (1960) and Stone

(1968) t h a t have yield.ed e f f i c i e n t f i n t e d i f f e r e n c e f a c t o r i z a t i o n

methods. I n p a r t i c u l a r , we s h a l l use an i d e a of Stone o r i g i n a l l y

proposed by Buleev t o )obtain a f i n i t e approximate f a c t o r i z a t i o n t o construct A

B (where A i s a f i n i t e element system), f o r which t h e p-

condition number of ( A here.

B)-b is

small.

Only t h e idea i s presented

N o study has y e t been made of t h e mathematical p r o p e r t i e s of

S t o n e ' s f i n i t e d i f f e r e n c e approximate f a c t o r i z a t i o n or of i t s extension t o t h e f i n i t e element approximate f a c t o r i z a t i o n t h a t w e present. i d e a and t h e reasons why i t works a r e i n t u i t i v e . The

N o estimates of t h e

p-condition number w i l l be given, only experimental evidence t h a t i s small. W e s h a l l c a l l B t h e a u x i l i a r y matrix. Sonte's idea i s t h a t t h e

components of Bv should be small r e l a t i v e t o t h e components of t h e f i n i t e

difference system Av when the componenets of v are the values of polynomial ~(x,~ taken ) at the gridpoints of the system. matrix has the property that Bv x and y. When Bv is small
=

In fact, Stone's auxiliary

0 when V is a first degree polynomial

, it

is plausible that one step of

is nearly the same as solving

Stone's auxiliary matrix is nonsymmetric, and there is no simple way to apply Chebyshev theory. We shall construct a finite element approximate factorization for which the auxiliary matrix is symmetric and A is positive definite. If B is also small relative to A, and A

+B + B is

approximately A, it is plausible that (A

+ B)-~Ais approximately the

If so, Chebyshev

identity matrix with p- condition number close to unity. iteration converges rapidly.

The technique of Buleev and Stone to make Bv small relative to Av is to construct B such that the components of v cancel (next section) to form the components of Bv. Their technique yields an auxiliary

matrix for which the components of h2 Bv approximate a second derivative of v(x,Y), where h is the grid spacing. Buleev's construction ap-

proximates a second directional derivative whereas Stone's approximates the mixed x-y derivative,

Other finite difference factorization algorithms have been proposed. Dupont, et al. (1968) studied an algorithm for which the components of h2Bv approximate the first order directional derivative in the direction

None of these auxiliary matrices directly satisfies the condition

t h a t t h e components a r e of t h e same order of magnitude. i s a property of the mixed d e r i v a t i v e t h a t makes than

However, t h e r e

<

Bu, u

>

smaller

< Au,

> when

B i s S t o n e ' s a u x i l i a r y matrix.

This i s explained

below. Suppose t h e region of d e f i n i t i o n of t h e boundary value problem i s t h e square

Let f and g be m y twice continuously d i f f e r e n t i a b l e functions,

Suppose

f ( x , y ) i s zero on the boundary of R ~ n d t h e n o r m ~ ld e r i v n t i v e of g i s zero on t h e b ~ u n d r r yof R. The Fourier s e r i e s f o r f and g are

CO
M

f (x, y) = and

C C k=l j=l

s i n jx s i n ky
jk

CO

CO

g(x,y) =

k=o

j=o

b
jk

coe jx cos Icy

The Fourier. s e r i e s for' t h e mixed d e r i v a t i v e s a.re

and $g(x,y)

>xay =

jk b

k=O j = l

jk

sin

jm

sin

It follows t h a t

I f t h e system of d i f f e r e n c e equations

r e s u l t s from t h e f i n i t e dif:Cerence approximation of e i t h e r D i r i c h l e t ' s problem or Neumann's problem defined on R , then t h e camponents of u may be assumed, t o be t h e values a t t h e g r i d p o i n t s of a twice continuously d i f f e r e n t i a b l e function t h a t vanishes on t h e b u n d a r y of R or whose normal d e r i v a t i v e vanishes on t h e boundary respectively. constructed by S t o n e ' s algorithm, w e have For A

The components of B v a r e t h e values of v, and h i s the g r i d s i z e . p r e c i s e way i n which the l e f t s i d e approximates the r i g h t requires f u r t h e r study. I f i t i s accepted i n t u i t i v e l y , i t i s p l a u s i b l e t h a t

The

( < Bv, v >( i s small i n comparison t o < Av, v >.

S t o n e ' s f a c t o r i z a t i o n method, ' t h a t i s , h i s f a c t o r i z a t i o n algorithm together with t h e i t e r a t i v e procedure he recommends, i s well known by t h e name Stone has given i t , Strongly I m p l i c i t y Procedure or SIP. The idea t o make t h e components of Bu small and the approximation of B t o the x

y d e r i v a t i v e d.oes not alone give an e f f e c t i v e method f o r The impressive success of t h e SIP Stone's i t e r a t i o n , t s :

solving f i n i t e d i f f e r e n c e systems. i s due a l s o t o S t o n e ' s i t e r a t i o n .

(A + B a )
n

U(W')

(A + B
an

) u(n)

tn (nu'")

- s),

where

an i s a parameter determined by a formula of S t o n e ' s .

This para-

meter i s thought t o enhance c a n c e l l a t i o n among t h e components of v thereby diminishing t h e magnitude of t h e components of Bv. i s known why S t o n e ' s parameters a r e e f f e c t i v e . because t h e complicated dependence of B on between
A

N o more p r e c i s e reason

Analysis i s d i f f i c u l t

a obscures t h e r e l a t i o n

01

andA

B %+l

To increase the r a t e of convergence, Stone recommends reversing t h e order of t h e g r i d p o i n t s a t a l t e r n a t e s t e p s of t h e i t e r a t i o n . only i n t u i t i v e reasons a r e known why t h i s technique works. S t o n e ' s techniques a r e i n s t i n c t i v e , ingenious, and s t r i k i n g l y e f f e c t i v e i n solving d i f f i c u l t f i n i t e - d i f f e r e n c e systems. Tests show t h a t Again,

f o r t h e same amount of computational work, t h e e r r o r achieved by SIP i s smaller by t h e f a c t o r 10

c .

-4 than

t h e e r r o r achieved by a l t e r n a t i n g -

d i r e c t i o n - i m p l i c i t i t e r a t i o n s (ADI) i n solving f i n i t e d i f f e r e n c e systems f o r which t h e elements a r e random q u a n t i t i e s corresponding t o a d i f f e r e n t i a l equation with discontinous c o e f f i c i e n t s . SIP i s a t t r a c t i v e t o users not only because i t converges r a p i d l y but a l s o because it i s convenient. Convergence parameters may

be computed from a formula which Stone gives t h a t requires only simple input parameters a v a i l a b l e from t h e problem. This formula d.oes not

r e q u i r e d i f f i c u l t eigenvalue estimates such as a r e necessary f o r AD1 o r SOR. Convenience t o t h e user i s a f e a t u r e common t o both SIP and the A C F alogorithrn of Diamond. However, -there a r e two d i s t i n c t i o n s

between these methods.

First, A C F r e s t s on mathematical theory, whereas To explain t h e

t h e techniques of Stone i n SIP appear t o be o r a c u l a r .

second d i s t i n c t i o n , t h e Stone approximate f a c t o r i z a t i o n may be modified t o y i e l d a f i n i t e d i f f e r e n c e approximate f a c t o r i z a t i o n f o r which A i s positive definite. may b e used with ACF.

This p o s i t i v e d e f i n i t e approximate f a c t o r i z a t i o n The r e s u l t was r e f e r r e d t o i n s e c t i o n above.

I n comparison t e s t s , A C F achieves roughly two orders of magnitude g r e a t e r accuracy than SIP i n solving t h e same f i n i t e d i f f e r e n c e system.

F.

Approximate F a c t o r i z a t i o n of F i n i t e Element Matrices. -In t h i s s e c t i o n ~ s h a l l attempt t o determine an a u x i l i a r y m a t r i x

B f o r a r e g u l a r f i n i t e element m a t r i x A i n such a way t h a t B i s a d i s -

c r e t i z a t i o n of t h e operator

/ax&.

Elements of t h e matrices w i l l cor-

respond t o g r i d p o i n t s of t h e mesh, so we begin with a p r e c i s e desc r i p t i o n of t h e mesh system. Let h = l / ( l + n ) , and l e t Dh= ( ( j h , kh) : 1< j, k < n ) be

t h e g r i d system over t h e u n i t square D , where

D =

[0,1]

[0,1].

Denote g r i d p o i n t ( jh, kh) by ( j, k ) to-right,

if k
1
=

Order t h e g r i d p o i n t s i n a l e f t -

down-to-up fashion: a,nd j

1

( j1 ,k 1 ) precedes (j2,$) i f kl

<$

or

<

j2.

Let u be a.n n

v e c t o r whose cmponents u

jk'

( j , k ) a g r i d p o i n t , a,re ordered t h e sa-me wa,y a s t h e g r i d p o i n t s .

A i s defined by
c

Mahrix

where

a l l elements n o t show a r e z e r o .

Diagonals ,J s t a r t s a t column

n - 1 and row 1, and column 1 and row n-1, R a t column n and. row 1, and column 1 and row n S a t column n + l and row 1, and column 1 and row n + l , and P a t column 2 and row 1, and column 1 row 2. t h e P, Q,R and S d i a g o n a l s a r e z e r o . C e r t a i n elements i n

More p r e c i s e l y ,

<k f o r 1-

< n-1. -

Matrix A a r i s e s from t h e Galerkin method a p p l i e d t o

t h e d i f f e r e n t i a l equation

d e f i n e d i n D.

It a l s o a r i s e s from an a p p l i c a t i o n of t h e n i n e p o i n t

difference operator applied t o

The o b j e c t i v e w i l l b e t o determine B such t h a t A s p a r s e LTJ f a c t o r s and such t h a t

B has

Recall that Gaussian elimination is an algorithm for solving a system of linear equations by first reducing the system to upper triangular form, called the forward reduction, and then solving the resulting upper triangular system for the unknowns, called the backward substitution. If A is the matrix of the system, Gaussian elimination is equivalent to factoring A as A = LU where L is lower triangulaz and U is upper triangular, then solving Au = s by solving

and

ux

w.

The forward reduction is equivalent to computing the LU factors and w. The backward substitiod is equivalent to solving

ux = w.
We begin the determination of B by knowing the general form of the nonzero elements of A + B will take.

0 1 1 Pll

o . . .

R1l

d , rewires a figure too To display elements of rows n + i, Olarge to fit on the page. is : Row (k-l)n+j , corresponding to gridpoint ( j,k)

The formulas for computing B are determined by the requirement that Gaussian elimination be efficient, or equivalently that the LU factors be sparse. The first step of Gaussian elimination is to eliminate elements P1l, R1l and Sll from column 1 . This yields

col
ni-1

. O21-

51 P2, o , . ,

.**

P1lR1l

Q21fG21-

0,-

%I-%-

PllSll

o,,

(A+B)(~)

raw ni-1

A t t h e n e x t s t e p , a s appropriate m u l t i p l e of t h e second raw i s a,dded t o raws

3, ntl and n t 2 t o elimina,te elements P2 1 '

and.
-G -P S / O R21 2 1 1 11 1 1 1

.
The t h i r d element

Note t h a t g a l s o i s t h e second element i n column n + l .

of column n + l i s zero b e f o r e t h e second row i s adaed t o t h e t h i r d , b u t when a m u l t i p l e of t h e second i s added t o t h e t h i r d , t h e same m u l t i p l e of g i s added t o zero i n p o s i t i o n n + l of t h e t h i r d row, thereby r e p l a c i n g a zero element by a nonzero element.
A t t h e next s t e p when a m u l t i p l e of

t h e t h i r d row i s added t o t h e f o u r t h , a f o u r t h nonzero element i s c r e a t e d i n column n + l . Ultimately column n + l i s f i l l e d with nonzero elements :from The same phenomenon f i l l s t h e remaining This causes t h e

row 1 t o t h e diagonal a t row n + l .

columns with a t o t a l of n + l nonzero elements each.

r e s u l t i n g reduced upper t r i a n g u l a r system t o c o n t a i n n + l nonzero elements p e r row t h e r e b y making t h e backward s u b s t i t u t i o n v e r y i n e f f i c i e n t . Another

computational d i f f i c u l t y i s t h a t e l i m i n a t i o n of g from row n + l y i e l d s a nonzero q u a n t i t y as t h e t h i r d element of row n + l . yie1d.s a nonzero q u a n t i t y i n p o s i t i o n s f o u r , t h e same phenomenon a f f e c t s rows n+2, n+3, Each succeeding s t e p row n + l . Moreover, t h i s means

... of

... . U l t i m a t e l y

t h a t each s t e p of Gaussian e l i m i n a t i o n r e q u i r e s t h e e l i m i n a t i o n o f n + l elements, t h e r e b y making t h e forward r e d u c t i o n v e r y i n e f f i c i e n t . N o w suppose

Then g = 0 and t h e a d d . i t i o n o r a m u l t i p l e o f t h e second row t o t h e t h i r d , and t h e t h i r d t o t h e f o u r t h , e t c . would not c r e a t e a column of nonzero elements. Moreover, it would n o t b e n e c e s s a r y t o e l i m i n a t e element g The d i f f i c u l t i e s w i t h t h e remaining s t e p s o f Gaussian t h a t cause t h e forward r e d u c t i o n and, t h e backward s u b s t i t u t i o n

from row n + l . elimination

t o b e i n e f f i c i e n t could a l s o b e avoided by a p p r o p r i a t e v a l u e s of G

... .

31'

The v a l u e of G

31'

f o r example, i s determined by

A g e n e r a l r e c u r s i v e formula may b e w r i t t e n t o d e f i n e G

jk

which i s o b t a i n e d

i n t h e same way a s t h e formulas f o r G

21

and G

31'

This formula i s o m i t t e d

h e r e because it has no p r a c t i c a l v a l u e .

I n s t e a d of computing G21' G31'

... d i r e c t l y ,

t h e r e b y e x e c u t i n g t h e forward r e d u c t i o n p a r t of Gaussian

e l i m i n a t i o n , we s h a l l compute t h e L U f a c t o r s of A+B.

G.

The L U Factors of A + B.
If

A + B a s given i n 1 1 1 e x i s t s and i s nonsingular, t h e L U

decomposition must e x i s t and be of t h e form,

row

wl

To visua.lize t h e formaltion of t h e f i r s t w 2 rows

f a,ctors a r e arranged a.s follows :

LU, t h e

raw nt1

Raws 1 , 2, 3,

wl,

and nt2 a r e shown:

col

2
dllell

3%-1

nt2

3%-3

r i + 4

raw 1 dll

' "
raw 3

...d11f 11 dllgll ~ 2 1 ~ 1 1 + ~ d21e2 21 1 ' .%lf 1 1 C21gll+d21f21

c31
c e +d 3 2 1 31 d31e31"*c31f21

d2lg2 1 '31%21
PLOW

+d

31f 31 d31g21

The element of raw 3 i n column col 1 col 2 b12ell col n t l b f +c e l211 1 +d

*-

nt4

is d g 3 1 31'

n + l follaws:

raw n t 1

...
raw n t 1
.,.

b12 col n

. c12

c o l nt2

12

... c o l 2n r m w 1 ... c f l2nl

b g + d e 1211 l 2 l 2 " ' c o l 2nt2 d12g12

"*

col 2ntl c g + d f l2nl l2l2

Row n+2 f o l l o w s . col 1 row n+2

3
b

22

e +b 22 1 1 22

e 22 2 1

...
c o l n+3
+d

c o l n+l r0w.a-2
a.
f +c 22 1 1 22

c o l n+2
a22g11+b22f21+c22e12+d22

e 22 22

c o l 2n+l row n+2 C22f 12

c o l 2n+2 C22g,2+d22f22

c o l 2n+3 d22%2

I n genera,l, raw ( j, k) is:

c o l ( jfl,k)

( j -1,k+l)

c o l ( j, k+l)

(jfl,k+l)

Let N

Because row N-n of IT possesses fewer nonzero

elements than t h e preceding raws, t h e forma.tion of t h e product of L and

U i s s l i g h t l y a.ltered.

The product i s formed a.s shown below.

raw N-n-1 N-n

N-ntl
( a

n-1, n-1

n-1, n-1

...

c n-1, n-1
b

raw (n-1,n-1) c n,n-l d n,n-1

Cln

a, n, n-1

n, n-1

...

r a w (n,n-1)
raw ( l , n )

a*ln

raw

sm s@'

,."
: :
P I-' 7"
\ .

: :
I-'
C1
0

0. 0

\ .

z
I

: : f : :
P I-'

so

7
P

P +

?"

: :
I-' P

,::

$"

pI
P I-'

7 I-'
: m

: :

I U

\ .

: :
I U

yP I-'

+d

: :
P

yo I-'

: :
I-'

yrD I U

C1
0

P s I

I-'

:: " + d 7 + : : : : : : : : . . . :: ::
P ( I-' P I-' P Y
I U
\ .

\ .

7% P

\ .

: :
I U

P +

7" P 9%

: :
I-'

:
P

. .

rU

+,

I U

The a,lgorithm f o r computing t h e 1 ; U decomposition of A+B d i r e c t l y from t h e elements of A can now be given.

r a w 1

r a w 2

The next element i n r o w 2 of LU i s c f 1 ' 21 1 the e q m t i o n s above. we ha,ve

This qua.ntity i s determined by

Since the corresponding element of A + B is

The next element i n r o w 2 of L U is ~ Since

f21~ i s ~undetemined. ~ Element ~ + d f ~ ~ .

we have from (36)

which ma.y be solved f o r f21.

Fina;Lly,

The equa.tions a.bove ma.y be combined i n one s e t :

The remaining formu1a.s up through raw n a r e no d i f f e r e n t . next consider r o w nt-1. W e ha.ve

W e

o w ntl of LU i s A question now a s r i s e s becanse t h e next element of r

determined a s i s a,lso t h e corresponding element of A+B. should have Therefore, we

But GPl ha,s been computed t o be G21

Therefore, f ~ ~

%lfG21 tha.t is,

C21fll

'

i s va,lid i f LU i s symmetric. Lemma,.

b ~ e =l %1+81 l

Proof :

The f ormu1a.s given a.bove, i.e

.,

aad f o r j

< - n,

and

determine the f i r s t n rows of L and U together with 1 element of L.

These

ha.ve t h e property tha.t when LU i s formed the elements of t h e f i r s t n rows of LU a.re equa81t o t h e corresponding elements of A+B. t h e "LU"

Now, l e t L ' U ' be

decomposition of A+B, with A + B constructed d i r e c t l y acecording Certainly, t h e elements i n t h e f i r s t

t o the method described i n section C . n rows of L'U'

together with the f i r s t element of r o w

wl

a.re equal t o the

corresponding elements of A+B.

Therefore LU = L'U', i.e., LU and L'U' Since the LU-decomposition

are LU-decompositions of the same matrix.

of any matrix is unique, and since L'U' is symmetric (because L'U' = A+B) it follows that LU is symmetric and therefore (37) is valid. In genera,l the formulas obtained by equating rows (j,k) of LU and A+B are

H.

Experimental Results. W e have described an approximate f a c t o r i z a t i o n method i n the

preceding s e c t i o n s f o r a regular f i n i t e element system, and it may be used i n t h e Diamond A C F algorithm t o solve t h e s e systems. Experimental r e s u l t s

a r e s a t i s f a c t o r y , but because r e g u l a r systems do not occur i n modeling f l u i d flow i n porous media, we have omitted t h e s e r e s u l t s . Instead, we

s h a l l summarize experimental r e s u l t s f o r an approximate f a c t o r i z a t i o n devised f o r an i r r e g u l a r f i n i t e element system.

It i s more complicated than

t h e one presented in-the preceding s e c t i o n s , but t h e ideas embodied i n i t a r e t h e same. The d e t a i l s a r e included i n t h e t h e s i s of Y,J. K i m of t h e t o be

Department of Computer Science of t h e University of I l l i n o i s , U-C, completed August, 1973 ( ~ i m , 1973).

The flow problem t o which Kim's f a c t o r i z a t i o n i s applied r e s u l t s from t h e i n j e c t i o n of l i q u i d waste i n t o a porous a q u i f e r , The l i q u i d The

e n t e r s t h e a q u i f e r from a w e l l bore and d i s s i p a t e s under pressure.

square i n Figure 32 r e p r e s e n t s a cross s e c t i o n of t h e a q u i f e r , assuming a x i a l symmetry, w i t h tkie w e l l bore a t t h e l e f t . The h a l f of t h e square

nearer t h e bore i s t r i a n g u l a t e d with a f i n e mesh; t h e other h a l f i s t r i angulated with a course mesh, When an e l l i p t i c d i f f e r e n t i a l equation i s

d i s c r e t i z e d by t h e f i n i t e element method with t h e t r i a n g u l a t i o n i n Figure 32, t h e r e s u l t i s an i r r e g u l a r matrix a s shown i n Figure 33 with nonzero elements marked by "x". The A C F algorithm was t e s t e d with Kim's f a c t o r i -

z a t i o n applied t o t h e solution of t h e systems shown i n Figure 33 w i t h t h e number of unknowns equal t o 570, 1600, 5130, 8732, and 10660, 34. W e s h a l l compare t h e numerical labor required t o solve t h e system by t h e A C F K i m algorithm and by Gaussian el5mination when t h e number of See Figure

kx

"X
X

"$2,
XX,r

XX% %

K ~ X
X

x",::
Y

xx
A.
*% X%

XX X

x?i r
x v x xX 8

K
X X Y

xx X x-

5%Y
5
x

"$2

xx

Y
XXX

x x)c

%YY

XXXXX

XXX
X

9 X,X x x x,'F,", x x~ xxgxx xxx xxxx*

%xY K

XXK

*&x x

XKX

x X %
X x

X %YM

5 cx
X
X X

xxx

XX% XXX

XXX

xxx
X<$

xx?

gx5 XXX

:%/

*Yx
X% x

x H>c

v x dx
X

""*"

x ; $

%fly
X %9

xYX
~ x K
X

Xx*

5dX
- -

% %*V
X3* x#

zozza 30 apn3~u81qq

LOT

unknowns is N = 10660. We shall use N

1 0

.
The number of multiplications If k is the

We shall only count multiplications and count a division as a multiplication. The number of additions is ignored because it is pro-

portional to the number of multiplications.

to execute each step of the iteration is approximately l9N.

number of iterations, the total number of multiplications is roughly 15N

+ kl9N. From Figure 34 the number of iterations required to attain

-6 is 60. Although Gaussian elimination in theory is

accuracy equal to 1 0

exact, accuracy in practice is determined by the accuracy of the machine. We shall take it to be 1 0

-6 for Gaussian elimination also.

The total

number of multiplications is therefore

required by an efficient coding The number of m~ltiplica~tions of Ga,ussianelimination is approximately

r .

For N

1 0 , the number of m~ltiplica~tions for the ACF-Kim method

is approxima.tely

For N

1 0

4, the

number of multiplica~tionsfor Gaussian elimina,tion

The ACF-Kim method f o r t h i s p a r t i c u l a r t e s t i s roughly t e n times a s e f f i c i e n t a s Gaussian elimination. Another advantage t o t h e use of Gaussian elimination i s a r e duction i n memory requirements. For t h e i t e r a t i v e method t h e number of

memory spaces i s proportional t o N whereas f o r Gaussian elimination, memory i s proportional t o

8,For

t h e University of I l l i n o i s computer

system, Gaussian elimination code f o r flow problems i s l i m i t e d t o 2000 unknowns, whereas t e s t s up t o 10660 unknowns, a s shown i n Figure 34, have been made with ACF-Kim code, The work i s not complete. Further experimental t e s t s of t h e
A t t h e present time,

method must be made t o discover i t s l i m i t a t i o n s .

t h e algorithm i s t o o complex f o r a c a s u a l user t o adapt it t o a d i f f e r e n t problem. F i n a l l y , a d d i t i o n a l programming i s necessary i n order t o make

c e r t a i n minor modifications i n t h e code a s it i s now w r i t t e n , so i t w i l l be compatible with t h e subroutines developed f o r s e c t i o n port

11-4 of t h i s r e -

IV.

RETERENCES

A l l e n , D. N. de G . , B e l l , A. H . ,

1955, R e l a x a t i o n Methods, McGraw-Hill,

p. 199.

Elwood A t h e r t o n , T. C. Buschbach, and D. H. Swann, 1964, Deep o i l

p o s s i b i l i t i e s i n t h e I l l i n o i s B a s i n , I l l . S t a t e Geol. Survey C i r c . 368, 38 p. Bergstrom, R. E . , 1968, F e a s i b i l i t y of s u b s u r f a c e d i s p o s a l of i n d u s t r i a l w a s t e s i n I l l i n o i s , I l l . S t a t e Geol. Survey C i r c . 426, 1 7 p. Bond, D. C . , 1972, Hydrodynamics i n deep a q u i f e r s of t h e I l l i n o i s B a s i n , I l l .

S t a t e Geol. Survey C i r c . 470, Urbana, I L , 72 p. Buleev, N. I . , 1960, A n u m e r i c a l method f o r t h e s o l u t i o n of two-dimensional and t h r e e - d i m e n s i o n a l e q u a t i o n s of d i f f u s i o n , Mat. S b . , 51, no. 2 , pp. 227-238.
n d i r e c t methods f o r s o l v i n g Buzbee, B. L., G. H. Golub, and C. W. N i e l s o n , 1970, O

P o i s s o n ' s e q u a t i o n , Siam J o u r n a l on Numerical A n a l y s i s , 7, pp. 627-656. Cady, G. H . , 1919, Geology and m i n e r a l r e s o u r c e s of t h e Hennepin and La S a l l e

Q u a d r a n g l e s , I l l . S t a t e Geol. Survey B u l l . No. 37, 136 p. C r a n d a l l , S. H . , C r o u t , P. D . , 1956, E n g i n e e r i n g A n a l y s i s , McGraw-Hill, p. 27.

1941, A s h o r t method f o r e v a l u a t i n g de.terminants and s o l v i n g s y s t e m s

of l i n e a r e q u a t i o n s w i t h real and complex c o e f f i c i e n t s , Trans. AIEE, 60, pp. 1235-1240. Daley, R. C . , and J a c k B. Dennis, 1969, V i r t u a l memory p r o c e s s e s and s h a r i n g i n

m u l t i c s , Corn. Assoc. Comput. Mach., 11, pp. 306-312. Diamond, M. A . , 1971, An economical a l g o r i t h m f o r t h e s o l u t i o n of e l l i p t i c

d i f f e r e n c e e q u a t i o n s , i n d e p e n d e n t of u s e r - s u p p l i e d p a r a m e t e r s , Rep. 492, Dept

. of

Comp. S c i .

, University

of I l l i n o i s , Urbana.

Douglas, J i m , J r . , and Todd Dupont, 1971, A l t e r n a t i n g d i r e c t i o n G a l e r k i n methods on r e c t a n g l e s , i n Numerical S o l u t i o n of P a r t i a l D i f f e r e n t i a l Equations, e d i t e d by B e r t Hubbard, Academic P r e s s , New York. Dupont, Todd, R. P. Kendall, and H. H. Rachford, J r . , 1968, A n approximate f a c t o r i z a t i o n procedure f o r s o l v i n g s e l f - a d j o i n t e l l i p t i c e q u a t i o n s , Siam J o u r n a l on Numerical A n a l y s i s , 5 , pp. 559-573. F o r s y t h , G. E., and W. R. Wasow, 1960, F i n i t e d i f f e r e n c e methods f o r p a r t i a l d i f f e r e n t i a l e q u a t i o n s , John Wiley, New York. Fuchel, K u r t , and Sidney H e l l e r , 1969, C o n s i d e r a t i o n s i n t h e d e s i g n of a m u l t i p l e computer system w i t h an extended c o r e s t o r a g e , Comm. Assoc. Comput. Mach. 11, pp. 334-340. Garder, A. O.,
D. W. Peaceman, and A. L. P o z z i , Jr., 1964, Numerical c a l c u l a t i o n

of m u l t i d i m e n s i o n a l m i s c i b l e displacement by t h e method of c h a r a c t e r i s t i c s : S o c i e t y of Petroleum Engineers J o u r n a l , v o l . 4, no. 1, March 1964, pp 26-36. George, J . A . , 1971, Computer implementation of t h e f i n i t e element method, STANComputer Science Dept., School of Humanities and S c i e n c e s ,

CS-71-208,

S t a n f o r d U n i v e r s i t y , 222 p. G u r t i n , M. E . , 1964, V a r i a t i o n a l p r i n c i p l e s f o r l i n e a r i n i t i a l - v a l u e problems,

Q t l y . Appl. Math, v . 22, p. 252. Hantush, M. S . , 1960, M o d i f i c a t i o n of t h e t h e o r y of l e a k y a q u i f e r s , J o u r . Geophysical Res. 65, 3713. Hoopes, J. A . , and D. R. F. Harleman, 1965, Waste w a t e r r e c h a r g e and d i s p e r s i o n

i n porous media, Dept. of C. E., School of Eng., M. I. T . , Hydrodynamics Lab. Report no. 75, 166 p. Hoover, L. R., and R. J. S c h i c h t , 1967, Development i n deep s a n d s t o n e a q u i f e r s

a l o n g t h e I l l i n o i s River i n La S a l l e County, Ill. S t a t e Water Survey Rept. of I n v e s t i g a t i o n no. 59, 23 p.

Hubbert, M. K . ,

and W. W. Rubey, 1959, Mechanics of f l u i d - f i l l e d porous s o l i d s

S A 70. and i t s a p p l i c a t i o n t o o v e r t h r u s t f a u l t i n g , B u l l . , G Hubbert, M. K . , and D. G. W i l l i s , 1957, Mechanics of h y d r a u l i c f r a c t u r i n g ,

Trans. Soc. of P e t . Engin. of AIME, v. 210, pp. 153-168. Jacob, C. E . , 1946, R a d i a l flow i n a leaky a r t e s i a n a q u i f e r , Trans. Amer. Geophs.

Union, 27, 198. Javandel, I r a j , and P. A. Witherspoon, 1968a, A p p l i c a t i o n of t h e f i n i t e element method t o t r a n s i e n t flow i n porous media. J o u r . , v o l . 8 , no. 3, pp. 241-252. J a v a n d e l , I r a j , and P. A. Witherspoon, 1968b, Analysis of t r a n s i e n t f l u i d flow i n m u l t i - l a y e r e d systems, Water Resources Center C o n t r i b u t i o n No. 124, U n i v e r s i t y of C a l i f . , Berkeley, 119 p. J a v a n d e l , I r a j , and P. A. Witherspoon, 1969, A method f o r a n a l y z i n g t r a n s i e n t f l u i d flow i n m u l t i - l a y e r e d a q u i f e r s , Water Resources Research, v o l . 5 , no. 4 , pp. 856-869. Katz, M. L . , 1960, F l u i d flow and h e a t t r a n s f e r i n s t r a t i f i e d systems, Ph.D. S o c i e t y of Petroleum Eng.

t h e s i s , U n i v e r s i t y of Michigan, 347 p.

Kim, Y. J . , 1973, Adaptive-Chebyshev-factorization

methods f o r t h e s o l u t i o n of thesis,

l i n e a r systems a r i s i n g from t h e f i n i t e element method, Ph.D.

t o b e i s s u e d a s a Department of Computer Science Report, U n i v e r s i t y of I l l i n o i s a t Urbana-Cham2aign. McComas, M. R . , 1968, Geology r e l a t e d t o l a n d u s e planning i n t h e Hennepin

Region, I l l . S t a t e Geol. Survey Circ. 422, 24 p. M u l l e r , T. D . , and P. A. Witherspoon, 1965, P r e s s u r e i n t e r f e r e n c e e f f e c t s w i t h i n

r e s e r v o i r s and a q u i f e r s , Trans. AIME 234, 471

Muskat, M . ,

1946, The flow of homogeneous f l u i d s through porous media, J. W.

Edwards, Ann Arbor, pp. 621-675.

Nalluswami,Marappagounder, 1971, Numerical s i m u l a t i o n of g e n e r a l hydrodynamic

d i s p e r s i o n i n porous medium, Ph.D. d i s s e r t a t i o n , Colorado S t a t e

U n i v e r s i t y , F o r t C o l l i n s , Colo., 138 p. Neuman, S. P . , and P. A. Witherspoon, 1969a, Theory of flow i n a confined two a q u i f e r system, Water Resources Research, v o l . 5 , no. 4, pp. 803-816. Neuman, S. P . , and P. A. Witherspoon, 1969b, A p p l i c a b i l i t y of c u r r e n t t h e o r i e s of flow i n l e a k y a q u i f e r s , Water Resources Research, v o l . 5 , no. 4, pp. 817-829. Neuman, S. P . , and P. A. Witherspoon, 1971, Appendix A of sea-water i n t r u s i o n : A q u i t a r d s i n t h e c o a s t a l ground-water b a s i n of Oxnard P l a i n , Ventura County, B u l l . no. 63-4 S t a t e of C a l i f o r n i a , The Resources Agency, Dept. of Water Resources, pp. 159-359. R e d d e l l , L. D . , and D. K. Sunada, 1970, Numerical s i m u l a t i o n of d i s p e r s i o n i n

groundwater a q u i f e r s , Hydrology Paper no. 41, Colorado S t a t e U n i v e r s i t y , F o r t C o l l i n s , Colo.

, June

1970, 79 p.

S l i c h t e r , C. S . , 1905, F i e l d measurements of t h e r a t e of movement of underground waters: Water Supply and I r r i g a t i o n Paper no. 140, U.S.G.S., 122 p.
U. S.

Government P r i n t i n g O f f i c e , Washington, D. C . , S p i e g e l , M. R . ,

1961, Theory and problems of s t a t i s t i c s , Schaum P u b l i s h i n g Co.,

New York, 359 p. S t o n e , H. L., 1968, I t e r a t i v e s o l u t i o n of i m p l i c i t approximations of m u l t i dimensional p a r t i a l d i f f e r e n t i a l e q u a t i o n s , Siam J o u r n a l on Numerical A n a l y s i s 5 , pp. 530-558.

T h e i s , C. V . ,

1935, The r e l a t i o n s h i p between t h e lowering of p i e z o m e t r i c

s u r f a c e and t h e r a t e and d u r a t i o n of d i s c h a r g e u s i n g ground-water s t o r a g e , Trans. AGU, v o l . 1 6 , P a r t 11, pp. 519-524.

U. S. Environmental Agency, O f f i c e of Water Programs, 1972, Subsurface w a t e r

p o l l u t i o n , A s e l e c t i v e a n n o t a t e d b i b l i o g r a p h y , P a r t I: Waste I n j e c t i o n . Van Everdingen, R. O . ,

Subsurface

and R. A. F r e e z e , 1971, Subsurface d i s p o s a l of waste i n

Canada, Tech. B u l l . no. 49, I n l a n d Water Branch, Dept. of Environment, Ottawa, Canada, 63 p. Van P o o l l e n , H. K . , and D. B. Hoover, 1970, Waste d i s p o s a l and earthquakes a t

t h e Rocky Mountain Arsenal, Derby, Colorado, J o u r . P e t . Tech., pp. 983-993. Walton, W.

C.,

and Sandor C s a l l a n y , 1962, Y i e l d s of deep s a n d s t o n e w e l l s i n

I l l i n o i s , I l l . S t a t e Water Survey Rept. of I n v e s t i g a t i o n 43, 47 p. Warner, D. L., 1965, Deep-well i n j e c t i o n of l i q u i d waste:

A review of e x i s t i n g

knowledge and an e v a l u a t i o n of r e s e a r c h n e e d s , U. S. Dept. of H e a l t h , Education, and Welfare, Div. of Water Supply and P o l l u t i o n C o n t r o l , Robert T a f t S a n i t a r y Engineering Center, Pub. No. 999-W-21, 55 p.
'

Wilson, E. L., and Robert E. N i c k e l l , 1966, A p p l i c a t i o n of t h e f i n i t e element method t o h e a t conduction a n a l y s i s , Nuclear Engineering and Design 4 , pp

. 2 76-286,

Nor th-Holland P u b l i s h i n g Co

. , Amsterdam.
London.

Zienkiewicz, 0. C . ,

and Y. K. Cheung, 1970, The f i n i t e element method i n

s t r u c t u r a l and continuum mechanics, McGraw-Hill,