Chapter3f M

How it Works
Formation of the Coefficients of Linearized Flow Equations

and the Equation Solvers
3
3.33 Introduction
Once the system of equations has been developed and the initial and boundary
conditions are identified, the remaining task is the solution of the equations to
determine the future distribution of pressure and saturation in the reservoir.
In this chapter, the objective is to demonstrate how the coefficients of the flow
equations are constructed leading to a linear set of equations; formation of the
coefficient matrices based on this set of linear algebraic equations;
characteristics of coefficient matrices; solution techniques and some special
topics.
3.34 Generation of Coefficient Matrices
In the following section, the coefficient matrices corresponding to IMPES and

Fully Implicit Method will be discussed.
3.34.1 IMPES Coefficient Matrix
Let us write the IMPES Finite Difference Pressure Equation in its

simplest form:
 Tn n  n+1  n n  n+1
 oi – 1--- + T wi – 1--- ( Poi – 1 – Poi ) 1 ( P oi + 1 – P oi )
+ T 1 + T
oi + --- wi + ---
2 2 2 2
+ T 1 + T 
n n n+1  n n  n+1 (1)
 oj – --- 1 ( P oj – 1 – P oj ) + T 1+T
 1 ( P oj + 1 – P oj )
wj – --- oj + --- wj + ---
2 2 2 2
 Tn n  n+1  n n  n+1
 ok – 1--- + T wk – 1--- ( P ok – 1 – P ok ) 1 ( P ok + 1 – P ok )
+ T 1+T
ok + --- wk + ---
2 2 2 2
= Qo + Qw
When constructing coefficients, following terminology is used:
East: i+1 Direction

West: i-1 Direction
3 - 118 Applied Reservoir Simulation by Dr. Tayyar Sezgin DALTABAN

How it Works
North: j+1 Direction

South: j-1 Direction
North-East: k+1 Direction
South-West: k-1 Direction
These directions are shown in Figure 3-48. Then, the above equation
can be written in the following form:
Figure 3-48: Directional Definition of the Coefficients
j+1
k+1
i-1 i+1 East :i+1

West :i-1
North :j+1
South :j-1
k-1 North-East :k+1
South-West :k-1
ijk
Central Block :ijk
j-1
East Coefficient:
E = T 1 + T 
n n
 oi + --- wi + ---
1
(2)
2 2
West Coefficient:
W = T 1 + T 
n n
 oi – --- wi –
1
--
- (3)
2 2
Applied Reservoir Simulation by Dr. Tayyar Sezgin DALTABAN 3 - 119

How it Works
North Coefficient:
N =  T 1 + T 
n n
wj + --- (4)
1
oj + ---
2 2
South Coefficient:
S = T 1 + T 
n n
 oj – --- wj – ---
1 (5)
2 2
South West Coefficient:
SW =  T 
n n
+T (6)
 ok – 1--- wk – ---
1
2 2
North East Coefficient:
NE =  T 
n n
1--- + T 1--- (7)
ok + wk +
2 2
Resulting equation will take the following form in three dimensions:
( SW )Pok – 1 + ( S )P oj – 1 + ( W )P oi – 1 + ( C )Pi, j, k
(8)
+ ( E )Poi + 1 + ( N )Poj + 1 + ( NE )Pok + 1 = RHS
where RHS = Q o + Q w and C = – ( SW + S + W + E + N + NE )
For 2-D Case:
( S )Poj – 1 + ( W )P oj – 1 + ( C )Pi, j, k
+ ( E )Poi + 1 + ( N )Poj + 1 = RHS (9)
where C = - (S + W + E + N).
For 1-D Case:
( W )P oi – 1 + ( C )Pi, j, k + ( E )P oi + 1 = RHS (10)

How it Works
where C = - (W + E).
The Equations (8), (9) and (10) can be represented in the following
matrix equation form:
Ax = b (11)
Where A is the coefficient matrix, b is the right hand side vector, and
x is the unknown vector.
3.34.2 Simultaneous Solution and Fully Implicit Case
Recalling the simultaneous solution for pressure and saturation, the

following forms the coefficient matrix for an oil water system:
Oil Equation:
( PSWO )δP ok – 1 + ( PSO )δP oi – 1 + ( PWO )δPoi – 1 + ( PCO )δP oi, j, k

+ ( PEO )δPoi – 1 + ( PNO )δPoj + 1 + ( PNEO )δP ok – 1 + ( SSWO )δS wk – 1 (12)
+ ( SSO )δSwj – 1 + ( SWO )δS wi – 1 + ( SCO )δS wi, j, k + ( SEO )δSw + 1
+ ( SNO )δS wj + 1 + ( SNEO )δS wk + 1 = RHS o
Water Equation:
( PSWW )δP ok – 1 + ( PSW )δPoi – 1 + ( PWW )δP oi – 1 + ( PCW )δPoi , j, k

+ ( PEW )δP oi – 1 + ( PNW )δPoj + 1 + ( PNEW )δP ok – 1 + ( SSWW )δSwk – 1
+ ( SSW )δS wj – 1 + ( SWW )δS wi – 1 + ( SCW )δS wi, j, k + ( SEW )δS w + 1 (13)
+ ( SNW )δSwj + 1 + ( SNEW )δS wk + 1 = RHS w
Then the matrix equation will be:
Oil PSWO SSWO δPo + PSO SSO δP o + PWO SWO δPo

Water PSWW SSWW δS w PSW SSW δS w PWW SWW δS w
δP o δP o δPo
+ PSWO SSWO + PSO SSO + PWO SWO (14)
PSWW SSWW δS w PSW SSW δS w PWW SWW δS w
δPo RHS o
+ PNEO SNEO =
PNEW SNEW δS w RHS w

How it Works
It is clear from the above equation that for each grid block, two
equations are solved. This is what makes the approach more
expensive than IMPES in terms of linear solver cost requirements.
The above Equation can be represented in the following form:
( SW )δx ok – 1 + ( S )δx oj – 1 + ( W )δx oi – 1 + ( C )δx i, j, k

(15)
( E )δx oi + 1 + ( N )δx oj + 1 + ( NE )δx ok + 1 = RHS
where - refers to a matrix (in this case 2 x 2 sub matrix),x is a vector

of pressure and saturation.
3.34.3 Coefficient Matrix Construction
1. 1-Dimensional Case: Assume that we have linear 10 grid block

problem. From Figure 3-49 one can construct the connections of
each grid block as follows:
Diagonal Address Link
1 2
2 1 3
3 2 4
4 3 5
5 4 6
6 5 7
7 6 8
8 7 9
9 8 10
10 9
This address link and the resulting tridiagonal matrix form can be
related directly to the linearized 1-D flow equation above, which
is of the form:
( W )Poi – 1 + ( C )Pi, j, k ( E )Poi + 1 = RHS

How it Works
Figure 3-49: 1-Dimensional 10 Grid Block System
1 2 3 4 5 6 7 8 9 10
Diagonal Linked Nodes Direction

1 2 East
2 1 3 West East
3 2 4 West East
4 3 5 West East
5 4 6 West East
6 5 7 West East
7 6 8 West East
8 7 9 West east
9 8 10 West East
10 9 West
I Coefficient
1 CE (W does not exist since i = 1 = 0)
2 WCE
3 WCE
4 WCE
5 WCE
6 WCE
7 WCE
8 WCE
9 WCE
10 WC (E does not exist since i + 1 = n + 1)
If we compare the coefficients with the address link, it is clear that when
we add the diagonal term to the number of entries in the address link, then
the sum will be equal to the number of entries in coefficient list. The posi-
tions of the coefficients are defined by the address links, which are also the
column numbers for the rows identified by the diagonal number. The Ma-
trix form is given in Figure 3-50.

How it Works
Figure 3-50: Pattern of the Coefficient Matrix for 1 Dimensional 10

Grid Block System
2. 2-Dimensional Case: The shape of the domain, the numbering of the grid
blocks and the corresponding matrix form is given in Figure 3-51. There
are 9 grid blocks in that areal domain. For 20 grid block case (4x5 system)
(See Figure 3-52)
Figure 3-51: 2-Dimensional 3x3 Grid Block System Coefficients
1 2 3 Diagonal Linked Nodes

4 5 6 S W E N
7 8 9 1 2 4
2 1 3 5
3 2 6
4 1 5 7
5 2 4 6 8
6 3 5 9
7 4 8
8 5 7 9
9 6 8

How it Works
Figure 3-52: Areal Grid Realization

1 2 3 4
5 6 7 8
9 10 11 12
13 14 15 16
17 18 19 20
1 2 5
2 1 3 6
3 2 4 7
4 3 8
5 1 6 9
6 2 5 7 10
7 3 6 8 11
8 4 7 12
9 5 10 13
10 6 9 11 14
11 7 10 12 15
12 8 11 16
13 9 14 17
14 10 13 15 18
15 11 14 16 19
16 12 15 20
17 13 18
18 14 17 19
19 15 18 20
20 16 19
The corresponding matrix pattern is shown in Figure 3-53.

How it Works
Figure 3-53: Pattern of Coefficient Matrix for a 4x5 Grid System

.
This address link and the resulting pentadiagonal (one main and 4 co-
diagonals) matrix form can be related directly to the linearized 2-D flow
equation above, which is of the form:
( S )P oj – 1 + ( W )Poi – 1 + ( C )P i, j, k + ( E )Poi + 1 ( N )Poj + 1 = RHS

How it Works
Blk i-1 j-1 i,j j+1 i+1 i-1 j-1 i,j j+1 i+1
No
1 0 0 1,1 2 2 C N E
2 0 1 1,2 3 2 S C N E
3 0 2 1,3 4 2 S C N E
4 0 3 1,4 0 2 S C
5 1 0 2,1 2 3 W C N E
6 1 1 2,2 3 3 W S C N E
7 1 2 2,3 4 3 W S C N E
8 1 3 2,4 0 3 W S C E
9 2 0 3,1 2 4 W C N E
10 2 1 3,2 3 4 W S C N E
11 2 2 3,3 4 4 W S C N E
12 2 3 3,4 0 4 W S C E
13 3 0 4,1 2 5 W C N E
14 3 1 4,2 3 5 W S C N E
15 3 2 4,3 4 5 W S C N E
16 3 3 4,4 0 5 W S C E
17 4 0 5,1 2 0 W C N
18 4 1 5,2 3 0 W S C N
19 4 2 5,3 4 0 W S C N
20 4 3 5,4 0 0 W S C
The address links and the position of the coefficients are in full
agreement. This aspect of the coefficients make them easy to
program.
3.35 Solution of Coefficient Matrices
Before introducing the solution techniques, it is necessary to list some of the

characteristics of the coefficient matrices:
• They are diagonally dominant, i.e. the diagonal term is either greater
than or equal to the negative sum of the off-diagonal terms.
• Their incidence matrices are symmetrical with respect to the main diag-
onal. Depending on the weighting schemes, the entries can be symmet-
rical too.
• Since the number of equations is always equal to the number of
unknowns, the matrix is square.

How it Works
There are two main types of solution techniques for the coefficient matrices of
the linearized flow equations, namely:
• Direct Methods
• Iterative Methods
3.35.1 Direct Methods
Direct methods are the techniques by which the unknowns of the

equations are eliminated one by one until all of the equations are
solved. The solution is theoretically exact but with computer
solutions, due to rounding off errors creeping in, they may not be as
exact in practice.
A crucial ingredient of direct methods is Gaussian Elimination. The

objective is to eliminate the first unknown from all the equations
except the first equation. This leaves the systems with one less
equation and one less unknown. This process is repeated for the
remaining unknowns resulting in smaller and smaller number of
equations and finally the system is reduced to a scalar form which can
be solved by division operation. An example for Gaussian
Elimination can be given as follows:
Original Matrix Equation:
a 11 a 12 a 13 x 1 b1
a 21 a 22 a 23 x 2 = b 2
a 31 a 32 a 33 x 3 b3
Elimination Process:
Orginal Step 1 Step 2
a 11 a12 a 13 a 11 a12 a 13 a 11 a 12 a 13
a 21 a22 a 23 0 a22 a 23 0 a 22 a 23
a 31 a32 a 33 0 a32 a 33 0 0 a 33
b1 b1 b1
b2 b2 b2
b3 b3 b3

How it Works
where
a 12 a 21 a13 a 21
a 22 = a 22 – -------------- -, a 23 = a 23 – ---------------
a 11 a 11
a 12 a 31 a 13 a 31
a 32 = a 32 – --------------- , a 33 = a 33 – --------------
-
a 11 a 11
b1 a 21 b 1 a 31
-, b 3 = b3 – ------------
b 2 = b 1 – ------------ -
a 11 a 11
One can explain the terms with = cap using the same technique. The
important feature of Gaussian Elimination here is that at each stage of
the calculations, the previous row is multiplied with a pivot element
and subtracted from the following equations. This subtraction
process is of particular importance and the main cause of extra
storage requirements as we shall see in the next section.
Ordering Techniques in Direct Methods
Coefficient matrices of reservoir simulators are extremely sparse. By

this we mean that the number of non-zero entries in the coefficient
matrices are very low as compared with the total matrix entries.
An inevitable process in Gaussian Elimination is the continuous

generation of new non zero elements as a result of manipulation and
elimination of the terms in the equations. The new non zero
elements are filled in and defined as follows:
Let A be the sparse coefficient matrix. The original non zero structure
of this matrix is defined by Nonz(A) = {(i,j) aij ≠ 0 and i ≠ j }. Let F
be the matrix with original and created non zero, then Fill (A) = Nonz
(F) - Nonz (A).
Therefore, any method of reducing Fill (A) is of great interest and

that forms the main principle of ordering. The following is an
example:
x x x x
x x 0 0
x 0 x 0
x 0 0 x

How it Works
Application of Gaussian Elimination will result in a Full Matrix that

is Fill (a)= 16-10 = 6. If, however, we order the matrix in the
following form:
x 0 0 x
0 x 0 x
0 0 x x
x x x x
there is no fill in and Fill (A) = 10 - 10 = 0.
Ordering matrices can be performed in the following form:
• Ordering into a desirable form

• Near Optimal Ordering
Ordering into a desirable form requires a preset pattern of the

coefficient matrix. Some of the patterns available in the Petroleum
Literature are Standard Gaussian Ordering, D2 Ordering, Cyclic 2
Ordering, Zebra Ordering and D4 Ordering. Figure 3-52 and 3-53 are
the results of standard ordering. Figure 3-54 and 3-55 show the D-4
ordering.
Figure 3-54: 4x5 Areal Grid Realization - D4 Ordering
1 11 2 12
13 3 14 4
5 15 6 16
17 7 18 8
9 19 10 20

How it Works
Figure 3-55: Matrix Pattern for D-4 Ordering, Before Elimination.

How it Works

1 11 13
2 11 12 14
3 11 13 14 15
4 12 14 16
5 13 15 17
6 14 15 16 18
7 15 17 18 19
8 16 18 20
9 17 19
10 18 19 20
11 1 2 3
12 2 4
13 1 3 5
14 2 3 4 6
15 3 5 6 7
16 4 6 8
17 5 7 9
18 6 7 8 10
19 7 9 10
20 8 10
From Figure 3-55, it is clear that, in applying Gaussian elimination, only the
lower half of the matrix need to be triangularized. Hence, when we compare
this with standard ordering, it is obvious that the amount of arithmetical
operations and the storage requirements are cut at least by half.
Figure 3-56 shows the pattern of the matrix after the triangularization process
where N represents new nonzeroes, and the are accumulated around the
diagonal.

How it Works
Figure 3-56: D-4 With Non-Zeroes Created After Elimination.

How it Works
Figure 3-57 shows the relative performance of these two ordering schemes,
where W3 is the arithmetical operations required inverting D4 and W1 is for
standard ordering. As the number of grid blocks increase, there is a rapid initial
decline in the ratio of W3 to W1. After some grid size, it remains almost
constant. Another interesting observation is as the ratio between the number of
grid blocks in x-direction and y-direction decrease, D4 becomes more efficient.
Figure 3-57: Computational Cost Comparisons for Different

Ordering Schemes
For Near Optimal Ordering, There are Three Main Strategies:
1. Scheme-I: (Figure 3-58, Panel a): Number rows according to the number of
non-zero off-diagonal terms before the actual elimination process takes
place. In this scheme, the rows with only one off-diagonal terms are num-
bered first, those with two terms second, and so on, with those with most
terms being last.
2. Scheme-II: (Figure 3-58, Panel b): Number the rows so that at each step of
the elimination process the next row to be operated upon is the one with the
fewest non-zero terms. If more than one row meets this criterion, any one
of them is selected. This scheme warrants the examination of the effects of
the non-zero term accumulation on the elimination process.

How it Works
3. Scheme-III: (Figure 3-58, Panel-c): Number the rows so that at each step of
the process, the next row to be operated upon is the one that will introduce
the fewest non-zero terms. If more than one row meets this criterion, select
anyone. This process involves trial test of every feasible alternative of the
elimination process at each step.
Figure 3-58: Near Optimal Ordering Techniques

How it Works
Figure 3-58 Continued: Near Optimal Ordering Techniques
3.35.2 Iterative Techniques
Iterative techniques are based on the determination of an approximate

solution to an exact answer. The approximation is refined
systematically until the answer converges to the exact answer (See
Figure 3-59). The incentive to develop iterative techniques is the low
cost and storage requirements. In direct methods, we have seen that
due to Gaussian Elimination, new fill ins may appear. In the case of
Iterative techniques, either no fill ins appear, or the amount of fill ins
that appear for accelerating solution are usually negligible as
compared with direct methods, especially inverting large sparse
matrices. Hence iterative techniques reduce, the memory required to
store the matrix and the quantity of arithmetic required to arrive at the
solution.
Figure 3-59: Iterative Techniques
F(x)

How it Works
The oil industry has used many types of iterative solvers. We will only give the
names of these techniques, and brief explanation where necessary. Iterative
solvers are unable to cope with the increasing complexity of the reservoir
engineering problems modeled by the simulators.
• Point Jacobi and Gauss-Seidel Method:

• Point Successive Overrelaxation: These techniques use acceleration
parameters (or amplification parameters), and are denoted by w. The
optimal value of this parameter can be determined by analyzing the iter-
ation matrix evaluated at w=1. On the other hand, the most practical
way to determine the best value of w is to simply observe the computer
time required for solving the pressure equation for different values of w.
This can be done by varying w on successive time steps or on successive
runs. Figure 3-60 shows a typical plot of computer time required for
convergence determined experimentally as a function of w. Note that the
best value of w is below the value of the theoretically optimal value of
w.
• Alternation Direction Method (ADIP)
• Stone's Implicit Method (SIP): This was designed to achieve signifi-
cantly faster convergence than any other technique mentioned above. It
is also not particularly sensitive to the degree of nonlinearity in the
problem, which is a particular limitation for the ADIP methods.
Although, the low computation costs make iterative techniques attractive as

compared with direct methods, this conclusion may not always be valid as we
shall discuss in the following section.

How it Works
Figure 3-60: Selection of Optimum Relaxation Parameter
3.35.3 Direct Versus Conventional Iterative Techniques
The overall efficiency of a solution method is often dependent on the

characteristics of the particular problem at hand. It is, therefore,
difficult to generalize, however, the following points are important in
assessing the possible performance of any solution technique.
• Order of Matrix and Available Computer Storage: Iterative

methods are generally considered to be very efficient in terms of
storage since they need only to store the nonzero entries of the
matrix. For example, for a 20 x 20 x 20 grid (i.e. 8000 active
blocks), the storage required for an iterative method is 56 x 103
(for 7 point finite difference approximation). On the other hand,
for a direct band solver (Standard Gaussian Elimination) this stor-

How it Works
age would be 6.4 x 106. It is this property of iterative techniques

which has made them preferable even if the cost of arithmetic
operations involved becomes higher than that of direct methods.
• The advent of new generation computers (e.g. single and multi-
processing machines), has somewhat reduced the disadvantages
of the direct methods.
• The Form of the Equations: The coefficient matrices of the res-
ervoir simulation exhibits diagonal dominancy, that is the central
term if the main diagonal term is equal or greater than the nega-
tive sum of the off-diagonal terms. It is greater when terms come
from the right hand side of the equations. As the time steps get
bigger, then the diagonal dominancy becomes weaker. This con-
dition reduces the efficiency of the iterative solvers. Also, the
irregularity of the reservoir domains may cause a marginal
increase in the cost of the iterative methods due to missing
blocks. These problems do not exist for direct methods.
• The Number of Times a Similar Problem is Likely to Occur:
In cases where the same coefficient matrix B is to be solved with
changing the right hand side (namely, in compressible single
phase fluid flow simulation), direct methods are the most efficient
techniques. Storage availability is still a limiting factor. This is
due to the fact that the transformation of the matrix into an upper
triangular one is carried out only once. Iterative techniques, how-
ever require the solution to be refined at each time step of the sim-
ulation procedure, by performing matrix vector calculations.
• III Conditioning: Weak diagonal dominancy and/or negative
compressibility/transmissibility ratios may result in ill condition-
ing. Negative ratios are likely to arise in treating well bore terms
in fully implicit simulation formulations and simulation of stream
cycling and gas condensate problems. Under these conditions,
one or more eigen values with negative real parts is possessed by
the coefficient matrix, a characteristic that inhibits the application
of well known iterative techniques like SIP, LSOR, etc.
• Miscellaneous Factors: Most of the iterative techniques require
a selection of optimal convergence parameters to achieve a feasi-
ble convergence. These parameters are determined empirically
and their optimization is often troublesome.
Performance of the iterative techniques depends on the initial guess

of solution whereas direct methods require neither optimal parameter
selection nor an approximation to the solution as it provides an exact
answer itself.

How it Works
3.35.4 Semi Direct/Semi Iterative: Conjugate Gradient Algorithm,

Preconditioned by Nested Factorization
Due to the difficulties involved in implementing iterative techniques

and the resource limitations of direct methods, much research has
been carried out to find out if there was any technique which could
combine the relative merits of both Direct and Iterative Techniques.
To this end, a method of Conjugate Gradients is used as a
compromise. Conjugate Gradient Method as an equation solver was
first introduced into the literature by Hestenes and Steifel in 1952. It
is guaranteed that this method converges in N iterations, where N is
the order of the matrix. In this respect, its cost is equivalent to those
of direct methods. Reids in 1971 evaluated the method and concluded
that satisfactory convergence might occur substantially earlier than N
iterations. His comparative study based on sparse matrices showed a
clear superiority of Conjugate Gradient Methods over Successive
Relaxation iterative technique. One of the major disadvantages of
CGM as presented by the inventors was the applicability limitation of
the technique to the symmetric matrices. This shortcoming was
overcome later by Concus and Golub of Stanford University
(REPORT STAN-CS 76-535) who prepared a generalized conjugate
gradient method which is valid for asymmetric as well as indefinite
systems of equations. After this, many authors started to implement
acceleration techniques by using a preconditioning technique, a
technique that replaces the original coefficient matrix by its
approximation that can easily be inverted. Since then, the method has
become popular and almost every commercial simulator has used
different variations of it. Some of the advantages of the method may
be summarized as follows:
• No convergence acceleration parameter is required,

• It imposes fewer restrictions on the coefficient matrix for the opti-
mal behavior than most of the iterative techniques, and,
• The second norm of the error vector decreases monotonically at
each iteration.
In the last two decades, a procedure invented by Vinsome (SPE 5729)

has been used extensively. This method is called ORTHOMIN. In the
state of the art simulator ECLIPSE, there is a variant of ORTHOMIN
method based on a preconditioning technique invented by I. Cheshire
(GeoQuest), and called Nested Factorization. In the following
sections, we will briefly see the CGM method and the nested
factorization.

How it Works
1. Nested Factorization as a Preconditioner
For every iterative equation solver, one of the essential compo-

nents is a procedure which computes a solution, which is an ap-
proximation to the true solution. At each step of iteration, this
procedure is implemented to correct the errors carried from the
previous iteration steps. The approximation is a preconditioning
matrix, say B. Then, the original matrix equation
AX = RHS (16)
is multiplied by an approximate inverse of A,
B-1AX = B-1RHS (17)
In order to understand the characteristics of the nested factoriza-

tion procedure, we will focus on a single-phase matrix. In order to
facilitate the visualization, we will use 5x4x2 system.
In the matrix given by Figure 3-61, the connections in terms of di-

rections can be expressed as follows:

How it Works
Figure 3-61: Standard Coefficient Matrix
Table 3-2: Column and Row Addresses for the Diagonal and Co-Diagonal Entries.
D E W N S NE SW D E W N S NE SW
1 2 6 21 21 22 26 1
2 1 3 7 22 22 21 23 27 2
3 2 4 8 23 23 22 24 28 3
4 3 5 9 24 24 23 25 29 4
5 4 10 25 25 24 30 5
6 7 1 11 26 26 27 21 31 6
7 6 8 2 12 27 27 26 28 22 32 7
8 7 9 3 13 28 28 27 29 23 33 8
9 8 10 4 14 29 29 28 30 24 34 9
10 9 5 15 30 30 29 25 35 10
11 12 6 16 31 31 32 26 36 11
12 11 13 7 17 32 32 31 33 27 37 12
13 12 14 8 18 33 33 32 34 28 38 13
14 13 15 9 19 34 34 33 35 29 39 14
15 14 10 20 35 35 34 30 40 15
16 17 11 36 36 37 31 16

How it Works
D E W N S NE SW D E W N S NE SW
17 16 18 12 37 37 35 38 32 17
18 17 19 13 38 38 36 39 33 18
19 18 20 14 39 39 37 40 34 19
20 19 15 40 40 38 35 20
The above table includes the diagonal and the 6 co-diagonals.
D Main diagonal
W Upper co-diagonal connected to the main diagonal in positive x-

direction
E Lower co-diagonal connected to the main diagonal in negative x-

direction
N Upper co-diagonal connected to the main diagonal in positive y-

direction
S Lower co-diagonal connected to the main diagonal in negative y-

direction
NW Upper co-diagonal connected to the main diagonal in positive z-

direction
SW Lower co-diagonal connected to the main diagonal in negative z-

direction
In order to solve AX=RHS, we need an approximate matrix B to A such that

B-1y is easily solvable. Then, the speed of convergence of the iterative method
depends on how good B approximates A.
We may represent the coefficient matrix A by the following:
A = D+E+W+S+N+SE+NW (18)
The nested factorization that replaces (3) may be summarized as follows:
–1
B = ( Ω + SE )Ω ( Ω + NW ) (19)
–1
Ω = ( θ + S )θ ( θ + N ) (20)
–1
θ = ( Γ + E )Γ ( Γ + W ) (21)

How it Works
–1 –1 –1
Γ = D – EΓ W – ∑ ( Sθ N + SEΩ NW ) (22)
where
Γ Diagonal Matrix
θ Block diagonal matrix (blocked by line)
Ω Block diagonal matrix (blocked by plane)
By combining Equations (19) to (22) a new expression for B may be obtained
–1 –1 –1 –1
B = A + ( Sθ N + SEΩ NW ) – ∑ ( Sθ N + SEΩ NW ) (23)
In two dimension, SE = NW = 0, leading to
–1 –1
B = A + ( Sθ N ) – ∑ ( Sθ N ) (24)
In one dimension
–1
B = ( Γ + E )Γ ( Γ + W ) (25)
Equation (25) is an exact Cholesky decomposition.
The best choice for the preconditioning matrix must be the one that depends on
the structure of A. B in Equation (8) shows similar structure to A. The solution
of B can be performed as follows:
a. At the outermost level, the block triangular matrix equation as given below
is solved:
( Ω + SE )α = y (26)
• Since Ω is block diagonal, these equations can be solved a plane at a

time using
–1
α = Ω ( y – SEα ) (27)

How it Works
• Equation (12) is not recursive. SE α requires solution from the previous

plane. Within each plane, the equations are solved a line at a time using
–1
β = θ ( y – Sβ ) (28)
It is clear from Equation (28) again that the right hand side contains
known values of the parameters. For example, Sβ is linked with the
solution from previous line.
b. Evaluation of G (must be done before the iteration starts): Similar consid-

erations to step 1 apply here as well.
• Calculations proceed with a plane at a time.

• Within each plane, calculations proceed a line at a time.
• At each stage of the calculations
–1
- elements of Ω from the previous plane
–1
- elements of θfrom the previous line
–1
- elements of Γ from the previous cell.
2. Conjugate Gradient Method Embedding Nested Factorization as a Precon-

ditioner.
Once the preconditioning matrix is found, the approach proceed as follows:
Step 1: set iteration counter k to zero, and compute the initial guess X O to
the solution vector and compute the initial guess with the help of
Preconditioning matrix B, as follows:
XO = B-1RHS (29)
Step 2: Determine the residual vector RO.
RO = RHS-AXO (30)
One can use the norm of the residual vector to assess the goodness of the
estimated solution. Procedure terminates if the estimated residual norm is
less than or equal to the preset tolerance criteria.
Step 3: Estimate search direction vector Dk using

How it Works
Dk = B-1Rk (31)
k
Step 4: Estimate the corresponding movement direction, D r , in residual
space
k k
D r = AG
If A and B were the same, then the exact solution could be found by
progressing the iteration along the direction vectors.
k k
X = X +D (32)
k k k k
R = B – A ( X + D ) = R – Dr = 0 (33)
( if φB – A = 0 )
Step 5: Determine a vector Qk in the space defined by Dk and the previous

n search directions D-1, Dk-2,...,Dk-1 so that the residual corresponding to
k+1 k k k
X = X +α Q (34)
k
is minimized corresponding to a value of α , a constant. The
corresponding vector in residual space will be:
k k (35)
Z = AQ
The optimum Qk is given by
n
k k k k–1
Q = Dr + ∑ βi Q (36)
i=1
n (37)
k k k k k–1
Z = AQ = D r + ∑ RHSi Z
i=1
k k–1
k –Dr Z
βi = ---------------------
- (38)
k–1 2
Z

How it Works
Here, Qk, Qk-1,..., Qk-n are conjugate directions, and Z k, Zk-1,..., Zk-n
are mutually orthogonal residual space vectors.
k
Step 6: Determine α , which minimizes the norm of Rk+1
k+1 k k k (39)
R = R –α Z
2 2 k k 2 k2
Rk + 1 = Rk – 2α k R Z + αk Z (40)
and for
k k
k R Z
α = -----------2
Z
k (41)
Step 7: Update the solution and residual vectors
k+1 k k k
X = X +α Q (42)
Step 8: If (n+1) is equal to or greater than specified number of search

directions (Nstack), then
k
• Find the smallest β i
• Reject Zk-1 and Qk-i
• Set Zk-i-(j+1) = Zk-i-j, and
• Set Qk-i-(j+1) = Qk-i-j
These will ensure that the next iteration will be done using the current
most significant Nstack -1 residuals.
Step 9: Check if the residuals are small enough. If they are not small
enough, go back to step 3.
It is clear from the CGM procedure outlined above that the residual at
each step of iteration is minimized over a n+1 dimensional space,
which is less than, or equal to stack length Nstack. As stack length
Nstack increases, the method becomes more robust. If it is the same as
the order of the matrix, theoretically the exact solution can be
obtained. However, greater the number of stacks, greater is the
storage requirements and the computational costs in general.
Fortunately, in the practice minimum of 3 to 4 is sufficient for many
problems. In case of difficult problems like coning problems,

How it Works
complex-heterogeneous reservoirs where there are sharp saturation

and pressure gradient changes, the stack length may need to be a
multiple of the minimum value as stated above. Stack length is input
in many commercial simulators, and having the insight on how the
procedure works, one can identify the optimal Nstack value without
much difficulty.
The reader should remember that the coefficient matrix A used in

these discussions is a diagonal one. When the diagonal structure of A
is destroyed by the use of faults, aquifers, local grid refinements,
radial co-ordinates including the completion of a circle, rate specified
wells, pressure maintenance options, crossflow wells and etc, special
treatment is necessary in order to apply the technique.
3.36 Solution of Tridiagonal Matrix Equations
As stated earlier, tridiagonal matrices arise from one dimensional modeling

studies. The most convenient and efficient technique for solving the equations
of 1-D problems is the Thomas Algorithm. Consider the following equation:
AP i – 1 + BP i + CP i + 1 = D i (44)
If we can represent the above equation in the following form:
P i = E i P i + 1 + Fi (45)
then Pi can be calculated from Pi+1 after calculating Ei and Fi.
Let Pi-1 = Ei-1 Pi + Fi-1. Substitute this into the flow equation given above to
end up with:
D i – AFi – 1 C (46)
P i = --------------------------- – -------------------------P
AEi – 1 + B AEi – 1 + B i + 1
then
D i – AFi – 1 –C
Ei = --------------------------
- and ------------------------- (47)
AEi – 1 + B AE i – 1 + B

How it Works
3.37 Selection of Equation Solvers
Apart from the general rules laid down in direct versus iterative technique
section, there are some rule of thumbs that one should be aware of in selecting
the solver type. These are summarized as follows:
1. Areal Models: If the order of the matrix is small, use a band solver. If the
reservoir grid block size intermediate is in the order of 800-1200 grid
blocks, use direct methods rather than band solvers like D4. If it is in the
order of 2000, one can use Scheme III of the sparse matrix techniques. For
anything more than 2000, one should definitely be using iterative tech-
niques with the current state of computational resources.
2. Cross-sectional Models: If the number of blocks is small, again, one can

use direct methods. For a large number of grid blocks, however, Line Suc-
cessive Over relaxation (LSOR) or Nested Factorization version of Conju-
gate Gradient Method can be used. If vertical communication is good, for
large matrices corresponding to large numbers of grid blocks, LSOR can be
used efficiently.
3. Three Dimensional Models: Direct methods are usually inefficient in three-

dimensional problems, except perhaps sparsity conserving schemes and D4
for small domain studies. If vertical communication is good, use LSOR or
else access a Nested Factorization version of CGM orSIP.

How it Works
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How it Works
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How it Works
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How it Works
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How it Works

Formation of the Coefficients of Linearized Flow Equations

3.34 Generation of Coefficient Matrices

In the following section, the coefficient matrices corresponding to IMPES and

3.34.1 IMPES Coefficient Matrix

Let us write the IMPES Finite Difference Pressure Equation in its

When constructing coefficients, following terminology is used:

East: i+1 Direction

3 - 118 Applied Reservoir Simulation by Dr. Tayyar Sezgin DALTABAN

North: j+1 Direction

Figure 3-48: Directional Definition of the Coefficients

i-1 i+1 East :i+1

Applied Reservoir Simulation by Dr. Tayyar Sezgin DALTABAN 3 - 119

South West Coefficient:

North East Coefficient:

Resulting equation will take the following form in three dimensions:

where RHS = Q o + Q w and C = – ( SW + S + W + E + N + NE )

For 2-D Case:

For 1-D Case:

( W )P oi – 1 + ( C )Pi, j, k + ( E )P oi + 1 = RHS (10)

3 - 120 Applied Reservoir Simulation by Dr. Tayyar Sezgin DALTABAN

3.34.2 Simultaneous Solution and Fully Implicit Case

Recalling the simultaneous solution for pressure and saturation, the

( PSWO )δP ok – 1 + ( PSO )δP oi – 1 + ( PWO )δPoi – 1 + ( PCO )δP oi, j, k

( PSWW )δP ok – 1 + ( PSW )δPoi – 1 + ( PWW )δP oi – 1 + ( PCW )δPoi , j, k

Then the matrix equation will be:

Oil PSWO SSWO δPo + PSO SSO δP o + PWO SWO δPo

Applied Reservoir Simulation by Dr. Tayyar Sezgin DALTABAN 3 - 121

( SW )δx ok – 1 + ( S )δx oj – 1 + ( W )δx oi – 1 + ( C )δx i, j, k

where - refers to a matrix (in this case 2 x 2 sub matrix),x is a vector

3.34.3 Coefficient Matrix Construction

1. 1-Dimensional Case: Assume that we have linear 10 grid block

Diagonal Address Link

( W )Poi – 1 + ( C )Pi, j, k ( E )Poi + 1 = RHS

3 - 122 Applied Reservoir Simulation by Dr. Tayyar Sezgin DALTABAN

Figure 3-49: 1-Dimensional 10 Grid Block System

Diagonal Linked Nodes Direction

Applied Reservoir Simulation by Dr. Tayyar Sezgin DALTABAN 3 - 123

Figure 3-50: Pattern of the Coefficient Matrix for 1 Dimensional 10

Figure 3-51: 2-Dimensional 3x3 Grid Block System Coefficients

1 2 3 Diagonal Linked Nodes

3 - 124 Applied Reservoir Simulation by Dr. Tayyar Sezgin DALTABAN

Figure 3-52: Areal Grid Realization

The corresponding matrix pattern is shown in Figure 3-53.

Applied Reservoir Simulation by Dr. Tayyar Sezgin DALTABAN 3 - 125

Figure 3-53: Pattern of Coefficient Matrix for a 4x5 Grid System

( S )P oj – 1 + ( W )Poi – 1 + ( C )P i, j, k + ( E )Poi + 1 ( N )Poj + 1 = RHS

3 - 126 Applied Reservoir Simulation by Dr. Tayyar Sezgin DALTABAN

3.35 Solution of Coefficient Matrices

Before introducing the solution techniques, it is necessary to list some of the

Applied Reservoir Simulation by Dr. Tayyar Sezgin DALTABAN 3 - 127

3.35.1 Direct Methods

Direct methods are the techniques by which the unknowns of the

A crucial ingredient of direct methods is Gaussian Elimination. The

Original Matrix Equation:

Orginal Step 1 Step 2

3 - 128 Applied Reservoir Simulation by Dr. Tayyar Sezgin DALTABAN

Ordering Techniques in Direct Methods

Coefficient matrices of reservoir simulators are extremely sparse. By

An inevitable process in Gaussian Elimination is the continuous

Therefore, any method of reducing Fill (A) is of great interest and

Applied Reservoir Simulation by Dr. Tayyar Sezgin DALTABAN 3 - 129

Application of Gaussian Elimination will result in a Full Matrix that

there is no fill in and Fill (A) = 10 - 10 = 0.