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Shuyu SunEarth Science and Engineering program

KAUST

Presented at the 2009 annual UTAM meeting, 2:05-2:40pm January 7, 2010 at the Sutton Building, University of Utah, Salt Lake City, Utah

Energy and Environment Problems

Single Phase Flow in Porous Media

• Continuity equation – from mass conservation

• Thermodynamic model

• For impressible fluid (constant density):

• Still need one more equation

∂ρ∂t

+∇ ⋅ ρu( ) = qm , (x, t)∈ Ω × (0,T]

ρ =ρ(T,P)

∇⋅u = q (x, t)∈ Ω × (0,T]

Relate velocity with pressure: Darcy's law

• Experiment by Henry Darcy (1855–1856)

Darcy's law

• Can be derived from the Navier-Stokes equations via homogenization.

• It is analogous to – Fourier's law in the field of heat conduction,– Ohm's law in the field of electrical networks,– Fick's law in diffusion theory.

• In 3D:

Incompressible Single Phase Flow

• Continuity equation

• Darcy’s law

• Boundary conditions:

],0(),( Ttxq u

],0(),( Ttxp K

u

p = pB (x, t)∈ ΓD × (0,T]

u ⋅n = uB (x, t)∈ ΓN × (0,T]

Transport in Porous Media

• Transport equation

• Boundary conditions

• Initial condition

• Dispersion/diffusion tensor

],0(),()()( * Ttxcrqccct

c

uDu

uc − D∇c( ) ⋅n = cBu ⋅n t ∈ (0,T], x ∈ Γin (t)

−D∇c( ) ⋅n = 0 t ∈ (0,T], x ∈ Γout (t)

xxcxc )()0,( 0

)()()( uEIuEuIuD tlmD

Numerical Methods for Flow & Transport

• Challenge #1: Require the numerical method to be: – Locally conservative for the volume/mass of fluid (flow

equation) – Locally conservative for the mass of species (transport

equation) – Provides fluxes that is continuous in the normal direction

across the entire domain.

• Methods that are not locally conservative without post-processing– Point-Centered Finite Difference Methods– Continuous Galerkin Finite Element Methods – Collocation methods– ……

Example: importance of local conservation

Example: importance of local conservation

Numerical Methods for Flow & Transport

• Challenge #2: Fractured Porous Media – Different spatial scale: fracture much smaller– Different temporal scale: flow in fracture much faster

• Solutions:– Mesh adaptation for spatial scale difference– Time step adaptation for temporal scale difference

Example: flow/transport in fractured media

Example: flow/transport in fractured media

Locally refined mesh:

FEM and FVM are better than FDfor adaptive meshes and complex geometry

Example: flow/transport in fractured media

CFL condition requires much smaller time step in fractures than in matrix: adaptive time stepping.

Numerical Methods for Flow & Transport

• Challenge #3: Sharp fronts or shocks – Require a numerical method with little numerical diffusion – Especially important for nonlinearly coupled system, with

sharp gradients or shocks easily being formed

• Solutions:– Characteristic finite element methods – Discontinuous Galerkin methods

Example: Comparison of DG and FVM

Advection of an injected species from the left boundary under constant Darcy velocity. Plots show concentration profile at 0.5 PVI.

Upwind-FVM on 40 elements Linear DG on 40 elements

Example: Comparison of DG and FVM

Flow in a medium with high permeability region (red) and low permeability region (blue) with flow rate specified on left boundary. Contaminated fluid flood into clean media.

Example: Comparison of DG and FVM

Advection of an injected species from the left. Plots show concentration profiles at 3 years (0.6 PVI).

FVM Linear DG

Numerical Method for Flow & Transport

• Challenge #4: Time dependent local phenomena– For example: moving contaminant plume

• Solutions:– Dynamic mesh adaptation

• Based on conforming mesh adaptation• Based on non-conforming mesh adaptation

Adaptive DG methods – an example

• Sorption occurs only in the lower half sub-domain,

• SIPG is used.

Adaptive DG example (cont.)

Ani

sotr

opic

mes

h ad

apta

tion

Adaptive DG example (cont.)

Est

imat

ors

usin

g hi

erar

chic

bas

es

Adaptive DG example (cont.)

L2(

L2)

Err

or E

stim

ator

s

A Posteriori Error Estimators

• Residual based – L2(L2)– L2(H1)

• Implicit – Solve a dual problem, can give estimates on a target

functional– Disadvantages: computational costly and not flexible– Advantages: More accurate estimates

• Hierarchical bases – Brute-force: difference between solutions of two

discretizations (most expensive)– Local problems-based – Advantage: can guide anisotropic hp-adaptivity

• Superconvergence points-based – Difficult for unstructured and non-conforming meshes

A posteriori error estimates

• Residuals– Interior residuals

– (Element-)boundary residuals

DGDGDG

DGDGI CC

t

CCMrqCR

Du)(*

outhDG

inhDGDG

B

hDG

B

DirihBDG

hDG

B

xC

xCCc

xC

R

xcC

xCR

,

,1

,

0

nD

nDuu

nD

A posteriori error estimate in L2(L2) for SIPG

2/1

2

)( 22

hEELL

DG KcCΕ

ELLB

ELLB

ELLBELLI

EE

Rr

hR

r

h

Rrhr

hR

r

h

2

))((13

32

))((13

3

2

))((0

2

))((4

42

2222

2222

2

1

2

1

Proof Sketch: Compare with L2 projection; Cauchy-Schwarz; Properties of cut-off operator; Approximation results; Inverse and Gronwell’s inequalities; Relation of residue and error

Dynamic mesh adaptation with DG

• Nonconforming meshes– Effective implementation of mesh

adaptation,– Elements will not degenerate unless using

anisotropic refinement on purpose.

• Dynamic mesh adaptation – Time slices = a number of time steps; only

change mesh for time slices. – Refinement + coarsening number of

elements remain constant.

Concentration projections during dynamic mesh modification

• Standard L2 projection used– Computation involved only in elements being

coarsened

• L2 projection is a local computation for discontinuous spaces– This results in computational efficiency for DG– L2 projection is a global computation for CG

• L2 projection is locally mass conservative– This maintains solution accuracy for DG– Interpolation or interpolation-based projection

used in CG is NOT locally conservative

Adaptive DG example (quads)L

2(L

2) E

rror

Est

imat

ors

for

SIP

G

Adaptive DG example (quads)L

2(L

2) E

rror

Est

imat

ors

for

SIP

G

Adaptive DG example (quads)L

2(L

2) E

rror

Est

imat

ors

for

SIP

G

Adaptive DG (with triangles)

L2(

L2)

Err

or E

stim

ator

s on

Tri

angl

es

Initial mesh

Adaptive DG (with triangles)

L2(

L2)

Err

or E

stim

ator

s on

Tri

angl

es

T=0.5

T=1.0

Adaptive DG (with triangles)

L2(

L2)

Err

or E

stim

ator

s on

Tri

angl

es

T=1.5

T=2.0

Adaptive DG example in 3DL

2(L

2) E

rror

Est

imat

ors

on 3

D

T=1.5

T=2.0

T=0.1 T=0.5 T=1.0

ANDRA-Couplex1 case

Background– ANDRA: the French National Radioactive Waste Management Agency

– Couplex1 Test Case• Nuclear waste management: Simplified 2D Far Field model• Flow, Advection, Diffusion-dispersion, Adsorption

Challenges– Parameters are highly varying

• permeability; retardation factor; effective porosity; effective diffusivity

– Very concentrated nature of source• concentrated in space • concentrated in time

– Long time simulation• 10 million years

– Multiple space scales• Around source / Far from source

– Multiple time scales• Short time behavior (Diffusion dominated) • Long time behavior (Advection dominated)

ANDRA-Couplex1 case (cont.)

200k years

2m years

Compositional Three-Phase Flow

• Mass Conservation (without molecular diffusion)

• Darcy’s Law

gowPkr ,,, ρ

gKu

gow

ii xc,,

,

uU

Numerical Modeling for Flow & Transport

• Challenge #5: Importance of capillarity – Capillary pressure usually ignored in compositional flow

modeling– Even the immiscible two-phase flow or the black oil model

usually assumes only a single capillary function (i.e. assuming a single uniform rock)

• Two-dimensional 400x200m^2 domain • Contains a less-permeable (K=1md) rock in the center

of the domain while the rest has K=100md. Isotropic permeability tensor used.

• Porosity = 0.2 • Densities: 1000 kg/m^3 (W) and 660 kg/m^3 (O)• Viscosities: 1 cp (W) and 0.45 cp (O) • Inject on the left edge, and produce on the right edge• Injection rate: 0.1 PV/year• Initial water saturation: 0.0; Injected saturation: 1.0

Example: Reservoir Description

• Relative permeabilities (assuming zero residual saturations):

• Capillary pressure

Reservoir Description (cont.)

2,,1, mSSSkSk wwem

wernmwerw

bars50 and5,,log)( cwwewecwec BSSSBSp

K=100md

K=1md

Discretization • DG-MFE-Iterative • Pressure time step: 10years / 1000 timeSteps• Saturation time step = 1/100 pressure time step• Mesh: 32x64 uniform rectangular grid:

Comparison: if ignore capillary pressure …

Saturation at 10 years: Iter-DG-MFE

With nonzero capPres

With zero capPres

Numerical Modeling for Flow & Transport

• Challenge #6: Discontinuous saturation distribution– Saturation usually is discontinuous across different rock

type, which is ignored in many works in literature – When permeability changes, the capillary function usually

also changes!

• Solutions: – Discontinuous Galerkin methods

Saturation at 3 years

Iter-DG-MFE Simulation

Notice that Sw is continuous within each rock, but Sw is discontinuous across the two rocks

Saturation at 5 years

Iter-DG-MFE Simulation

Notice that Sw is continuous within each rock, but Sw is discontinuous across the two rocks

Saturation at 10 years

Iter-DG-MFE Simulation

Notice that Sw is continuous within each rock, but Sw is discontinuous across the two rocks

Water pressure at 10 years

Iter-DG-MFE Simulation (pressure unit: Pa)

Notice that Pw is continuous within the entire domain.

Capillary pressure at 10 years

Iter-DG-MFE Simulation (pressure unit: Pa)

Notice that Pc is continuous within the entire domain.

Numerical Modeling for Flow & Transport

• Challenge #7: Multiscale heterogeneous permeability

– Fine scale permeability has pronounced influence on coarse scale flow behaviors

– Direct simulation on fine scale is intractable with available computational power

• Solutions: – Upscaling schemes – Multiscale finite element methods

Recall: DG scheme for flow equation

• Bilinear form

• Linear functional

• Scheme: seek such that

hDD

hhh

Eee

e

e

ee e

ee e

Eee e

Eee e

TEE

wph

pK

spK

pK

spK

pK

pa

]][[

]}[{]}[{),(

form

form

nn

nn

ND e

e Be

e Be upK

sql

nform),()(

)( hkh TDp

)()(),( hkh TDvvlvpa

IIPG SIPG,0

NIPG0

DG-OBB0

IIPG0

NIPG DG,-OBB1

SIPG1

form

s

DG on two meshes

• Fine mesh

• Coarse mesh

( ): ( , ) ( ) ( )h r h h r hp D T a p v l v v D T

( ): ( , ) ( ) ( )H R H H R Hp D T a p v l v v D T

Space decomposition

• Introduce

• Solution

( ) ( )r h R H fD T D T V

( ), :

( , ) ( ) ( , ) ( )

( , ) ( ) ( , )

H R H f f

H f R H

f H f

p D T p V

a p v l v a p v v D T

a p v l v a p v v V

fV

.h H fp p p

Closure Assumption

• Introduce

• Two-scale solution

0 : 0,f f HEV v V v E T

0 0

0

0 0

( ), :

( , ) ( ) ( , ) ( )

( , ) ( ) ( , )

H R H f f

H f R H

f H f

p D T p V

a p v l v a p v v D T

a p v l v a p v v V

0fV

0.MS H fp p p

Implementation

• Multiscale basis functions:For each

• Multiscale approximation space:

• Two-scale DG solution

0( ) : ( )MS f H H R HV v v v D T

: ( , ) ( ) ,MS MS MS MSp V a p v l v v V

0 0

0 0

( ) :

( ( ), ) ( ) ( , )

f H f

f H H f

v v V

a v v v l v a v v v V

( )H R Hv D T

Other Closure Options

• Local problems for solving multiscale basis functions need a closure assumption.

• In previous derivation, we strongly impose zero Dirichlet boundary condition on local problems.

• Other options: – Weakly impose zero Dirichlet boundary condition on local

problems. – Strongly impose zero Neumann boundary condition on local

problems.– Weakly impose zero Neumann boundary condition on local

problems.– Combination of zero Neumann and zero Dirichlet.

Comparison with direct DG

• Memory requirement– Direct DG solution in fine mesh: – Multiscale DG solution

• Computational time – Direct DG solution in fine mesh:

– Multiscale DG solution

( )d

d

rO

h

( ) ( )( / )

d d

d d

R rO O

H h H

1 system of ( ) dofsd

d

rO

h

( ) systems of ( )dofs + 1 system of ( )dofs( / )

d d d

d d d

H r RO O O

h h H H

Example

• Conductivity:

• Boundary conditions: – Left: p=1; Right: p=0; top & bottom: u=0.

• Discretization: – R=r=1; – Coarse mesh 16x16; Fine mesh 256x256

Example (cont.)

Coarse DG solution Brute-force Fine DG solution

Example (cont.)

Multiscale DG solution Brute-force Fine DG solution

Future work

• Multiscale DG methods for compositional multiple-phase flow in heterogeneous media,

• Stochastic PDE simulations,• Multigrid solver for DG (including p-multigrid), • Other future works:

– Automatically adaptive time stepping,– Implicit a posteriori error estimators, – Fully automatically hp-adaptivity for DG, – A posteriori estimators for coupled reactive transport

and flow.

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