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Galerkin methods

W. Klieber, B. Rivie`re

*

Department of Mathematics, University of Pittsburgh, 301 Thackeray, Pittsburgh, PA 15260, USA

Received 4 October 2005; received in revised form 12 April 2006; accepted 3 May 2006

Abstract

In this paper we present and compare primal discontinuous Galerkin formulations of the two-phase ow equations. The wetting

phase pressure and saturation equations are decoupled and solved sequentially. Proposed adaptivity in space and time techniques yield

accurate and ecient solutions. Slope limiters valid on non-conforming meshes are also presented. Numerical examples of homogeneous

and heterogeneous media are considered.

2006 Elsevier B.V. All rights reserved.

Keywords: Error indicators; Discontinuous Galerkin; Adaptive time stepping; Slope limiters; Five-spot; NIPG; SIPG; IIPG; OBB

1. Introduction

Accurate simulations of multiphase processes are essen-

tial in problems related to the environment and the energy.

There is a need for discretization methods that perform

well on very general unstructured grids. Standard methods

such as the nite dierence methods, nite volumes and

expanded mixed nite element fail to capture the ow phe-

nomena in the case of highly heterogeneous media with

full permeability tensors. Recently, discontinuous Galerkin

(DG) methods have been applied to a variety of ow and

transport problem [21,22,2,25,24] and due to their exibil-

ity, they have been shown to be competitive to standard

methods. Furthermore, DG methods allow for unstruc-

tured meshes and full tensor coecients. Even though the

discontinuous nite element methods are more expensive

than the nite dierence methods, oil engineers are willing

to pay the price for accuracy and thus avoid costly mis-

takes [20].

In this work, the pressure-saturation formulation (also

known as the sequential formulation) of the two-phase ow

problem is discretized using several discontinuous Galerkin

methods. Description of the sequential model and other

formulations for two-phase ow can be found in [14,6].

The unknowns are the wetting phase pressure and satura-

tion and the equations are solved successively. One imme-

diate advantage is the fact that the diculty arising from

the non-linearity is removed by time-lagging the co-

ecients. The pressure equation is solved by the Oden

BaumannBabuska (OBB) method [18] whereas the

saturation equation is solved by either the OBB, the non-

symmetric interior penalty Galerkin method (NIPG) [23],

the symmetric interior penalty Galerkin method (SIPG)

[27,1] or the incomplete interior penalty Galerkin method

(IIPG) [9,26]. One can note that all four methods OBB,

NIPG, SIPG and IIPG are very similar to each other,

and can be described by the same variational formulation

with a bilinear form involving constant parameters. For

instance, OBB and NIPG only dier by the addition of a

penalty term; SIPG and NIPG only dier by a sign.

The objective of this work is to investigate adaptive

simulations in time and space on unstructured meshes.

We formulate error indicators for the spatial renement

and derenement techniques. We also present an algorithm

that allows the time step to vary during the simulation. One

0045-7825/$ - see front matter 2006 Elsevier B.V. All rights reserved.

doi:10.1016/j.cma.2006.05.007

*

Corresponding author. Tel.: +1 412 6248315; fax: +1 412 6248397.

E-mail address: riviere@math.pitt.edu (B. Rivie`re).

www.elsevier.com/locate/cma

Comput. Methods Appl. Mech. Engrg. 196 (2006) 404419

of the main diculties is the development of slope limiters

that would handle meshes with hanging nodes. We propose

a limiting technique based on the one introduced by

Durlofsky et al. [10] for conforming meshes. By the use

of adaptivity, we signicantly reduce the computational

cost while keeping the accuracy. To our knowledge, there

is little work in the literature on applications of DG meth-

ods to two-phase ow. In [19,4], simulations were per-

formed on uniformly rened meshes and with a constant

time step. In [3], DG is applied to a total pressure-satura-

tion formulation. In [17], DG and mixed nite elements

are coupled. More recently, in [13], a compressible air

water two-phase ow problem is numerically solved on

uniform meshes using the NIPG/OBB/SIPG method and

a local discontinuous Galerkin (LDG) [8] discretization

for the saturation equation. In this case, a Kircho trans-

formation is required to obtain a diusive ux from the

previous time step. The saturation equation is solved

explicitly in time, which is computationally appealing;

however this reduced cost is compensated by the introduc-

tion of an additional unknown, intrinsic to the LDG for-

mulation. Finally, in [11], fully coupled DG formulations

are considered and in this case slope limiters are not needed

even for high order of approximation. However, the solu-

tion of the fully coupled DG formulations require the con-

struction of a Jacobian matrix at each time step for the

NewtonRaphson method.

The plan of the paper is as follows. In the next section,

we present the equations describing the two-phase ow

problem. Section 3 contains the discrete schemes and nota-

tion. The adaptive strategy in space and time, as well as

the slope limiting technique, are described in Section 4.

Numerical examples are given in Section 5. Some conclu-

sions follow.

2. Model problem

The mathematical formulation of two-phase ow in

a porous medium X in R

2

consists of a coupled system

of non-linear partial dierential equations. The phases con-

sidered here are a wetting phase (such as water) and a

non-wetting phase (such as oil). For each phase, the conser-

vation of mass and a generalized Darcys law are obtained.

Under the assumption of incompressibility, a pressure-

saturation formulation is derived, for which the primary

variables are the pressure and the saturation of the wetting

phase denoted by p

w

and s

w

:

r k

t

Krp

w

r k

o

Krp

c

; 1

o/s

w

ot

r

k

o

k

w

k

t

Krp

c

_ _

r

k

w

k

t

u

t

_ _

: 2

The coecients in Eqs. (1) and (2) are dened below:

K is the permeability tensor and is spatially dependent;

for heterogeneous media, K is discontinuous.

The coecient / denotes the porosity of the medium.

k

t

= k

o

+ k

w

is the total mobility, that is, the sum of the

mobility of the non-wetting phase and the mobility of

the wetting phase. Mobilities are functions that depend

on the uid viscosities l

w

and l

o

and on the eective

wetting phase saturation s

e

. The eective saturation

depends on the residual wetting phase and non-wetting

phase saturations s

rw

and s

ro

as follows:

s

e

s

w

s

rw

1:0 s

rw

s

ro

:

The mobilities are then given by the BrooksCorey

model [5]:

k

w

s

w

1

l

w

s

4

e

; k

o

s

w

1

l

o

1 s

e

2

1 s

2

e

:

The dierence of the pressures of the two phases

p

c

= p

n

p

w

is the capillary pressure. From the

BrooksCorey model, it depends on the eective satura-

tion and a constant entry pressure p

d

:

p

c

s

w

p

d

s

e

p :

From this equation, we see that p

0

c

s

w

< 0 and we will

write: rp

c

jp

0

c

jrs

w

.

u

t

= u

o

+ u

w

is the total velocity, that is the sum of the

two phases velocities. Each phase velocity is given as

u

d

Kk

d

rp

d

; d o; w:

Let n denote the outward normal to oX. We associate to

Eqs. (1) and (2) several boundary conditions, by rst

decomposing the boundary of the porous medium oX

into disjoint parts:

oX C

p1

[ C

p2

C

s1

[ C

s2

; C

p1

\ C

p2

C

s1

\ C

s2

;:

The boundary conditions for (1) are of Dirichlet and

Neumann type:

p

w

p

dir

; on C

p1

; 3

Kk

t

rp

w

n 0; on C

p2

: 4

The boundary conditions for (2) are of Robin and

Neumann type:

s

w

u

t

K

k

o

k

w

k

t

p

0

c

rs

w

_ _

n s

in

u

t

n; on C

s1

; 5

K

k

o

k

w

k

t

p

0

c

rs

w

_ _

n 0; on C

s2

: 6

3. Scheme

In this section, we rst establish some notation for the

temporal and spatial discretization and we present our

numerical scheme. Let 0 = t

0

< t

1

< < t

N

= T be a sub-

division of the time interval (0, T). For any function v that

depends on time and space, we introduce the notation

v

i

= v(t

i

, ) for i = 0, . . . , N. We also dene the time step

Dt

i

= t

i+1

t

i

.

W. Klieber, B. Rivie` re / Comput. Methods Appl. Mech. Engrg. 196 (2006) 404419 405

The domain X is subdivided into triangular elements

that form a mesh. Because of the renements and derene-

ments, the mesh changes at every time step. Let us denote

by E

i

h

fEg

E

the mesh at time t

i+1

. Let h

i

be the maximum

diameter of the elements. Let C

h

i be the union of the open

sets that coincide with interior edges of elements of E

i

h

. Let

e denote a segment of C

h

i shared by two triangles E

k

and E

l

of E

i

h

(k > l); we associate with e, once and for all, a unit

normal vector n

e

directed from E

k

to E

l

and we dene for-

mally the jump and average of a function w on e by

w wj

E

k j

e

wj

E

l j

e

; fwg

1

2

wj

E

k j

e

1

2

wj

E

l j

e

:

If e is adjacent to oX, then the jump and the average of w

on e coincide with the trace of w on e and the normal vector

n

e

coincides with the outward normal n. The quantity jej

denotes the length of e.

For each integer r, we dene a nite element subspace of

discontinuous piecewise polynomials:

D

r

E

i

h

fv : vj

E

2 P

r

E 8E 2 E

i

h

g;

where P

r

(E) is a discrete space containing the set of poly-

nomials of total degree less than or equal to r on E. We will

approximate the wetting phase pressure and saturation by

discontinuous polynomials of order r

p

and r

s

, respectively.

We now derive the variational formulation for the two-

phase ow problem, by considering the pressure Eq. (1)

and the saturation Eq. (2) separately.

3.1. The pressure equation

We rewrite (1) by dening v Kk

o

rp

c

Kk

o

jp

0

c

jrs

w

:

r Kk

t

rp

w

r v: 7

Multiplying (7) by a test function v 2 D

rp

, and using

Greens formula on one element E yields:

b

1

b

b

E

2

2

3

E

1

E

3

E

4

E

0

Fig. 1. Slope limiting on non-conforming meshes.

Fig. 2. Renement of a triangular element.

Fig. 3. Five-well example: coarse mesh at initial time and adaptive meshes obtained at 15 and 45 days.

406 W. Klieber, B. Rivie` re / Comput. Methods Appl. Mech. Engrg. 196 (2006) 404419

_

E

Kk

t

rp

w

rv

_

oE

Kk

t

rp

w

n

E

v

_

E

v rv

_

oE

v n

E

v;

where n

E

is the outward normal to E. Summing over all the

elements in E

i

h

and using the fact that p

w

and v are smooth

enough, namely [p

w

] = 0, [Kk

t

$p

w

n

e

] = 0 and [v n

e

] = 0,

we have

E2E

i

h

_

E

Kk

t

rp

w

rv

e2C

i

h

[oX

_

e

fKk

t

rp

w

n

e

gv

e2C

i

h

_

e

fKk

t

rv n

e

gp

w

E2E

i

h

_

E

v rv

e2C

h

[oX

_

e

v n

e

v:

Making use of the boundary conditions (3) and (4), we

obtain

E2E

i

h

_

E

Kk

t

rp

w

rv

e2C

i

h

[C

p1

_

e

fKk

t

rp

w

n

e

gv

e2C

i

h

[C

p1

_

e

fKk

t

rv n

e

gp

w

E2E

i

h

_

E

v rv

e2C

i

h

[oX

_

e

v n

e

v

e2C

p1

_

e

Kk

t

rv np

dir

: 8

3.2. The saturation equation

Similarly, we dene the auxiliary vector f

k

w

kt

u

t

. Then,

(2) can be rewritten as

o/s

w

ot

r K

k

o

k

w

k

t

jp

0

c

j

rs

w

_ _

r f: 9

As for the pressure equation, we multiply by a test function

z 2 D

rs

over one element in E

i

h

, sum over all elements, and

Fig. 4. Five-well example: three-dimensional pressure contours at 15, 30, 45 and 52.5 days.

W. Klieber, B. Rivie` re / Comput. Methods Appl. Mech. Engrg. 196 (2006) 404419 407

use the regularity of s

w

and f. We nally obtain after some

algebraic manipulation:

_

X

o/s

w

ot

z

E2E

i

h

_

E

K

k

o

k

w

k

t

jp

0

c

jrs

w

rz

e2C

i

h

[oX

_

e

K

k

o

k

w

k

t

j p

0

c

jrs

w

n

e

_ _

z

e2C

i

h

_

e

K

k

o

k

w

k

t

jp

0

c

jrz n

e

_ _

s

w

E2E

i

h

_

E

f rz

e2C

i

h

[oX

_

e

f n

e

z:

Making use of the boundary conditions (5), (6) and the

continuity of pressure, we have:

_

X

o/s

w

ot

z

E2E

i

h

_

E

K

k

o

k

w

k

t

jp

0

c

jrs

w

rz

e2C

s1

_

e

s

w

u

t

n

e

z

e2C

i

h

_

e

K

k

o

k

w

k

t

jp

0

c

jrs

w

n

e

_ _

z

e2C

i

h

_

e

K

k

o

k

w

k

t

jp

0

c

jrz n

e

_ _

s

w

e2C

i

h

r

jej

_

e

s

w

z

E2E

i

h

_

E

f rz

e2C

i

h

[oX

_

e

f n

e

z

e2C

s1

_

e

s

in

u

t

n

e

z

e2C

i

h

_

e

k

w

k

t

fKk

t

rz n

e

gp

w

C

p1

_

e

Kk

w

rz n

e

p

w

p

dir

: 10

The equation above is parametrized by the coecients

2 {1, 0, 1} and r P0. For a positive penalty value r,

the choice = 1 yields the SIPG method, the choice

= 0 yields the IIPG method and the choice = 1 the

NIPG method. If r = 0 and = 1, we obtain the OBB

method.

3.3. The discrete scheme

We discretize the time derivative by nite dierence,

which yields the backward Euler scheme. The initial

approximations P

0

w

, S

0

w

are simply obtained by a L

2

projec-

tion of the initial data p

w

(t = 0) and s

w

(t = 0). Based on (8)

and (10), we formulate the following numerical method:

given P

i

w

; S

i

w

2 D

rp

D

rs

, nd P

i1

w

; S

i1

w

2 D

rp

D

rs

such that for all v; z 2 D

r

p

D

r

s

:

Fig. 5. Five-well example: three-dimensional saturation contours at 15, 30, 45 and 52.5 days.

408 W. Klieber, B. Rivie` re / Comput. Methods Appl. Mech. Engrg. 196 (2006) 404419

E2E

i

h

_

E

Kk

t

S

i

w

rP

i1

w

rv

e2C

i

h

[C

p1

_

e

fKk

t

S

i

w

rP

i1

w

n

e

gv

e2C

i

h

[C

p1

_

e

fKk

t

S

i

w

rv n

e

gP

i1

w

E2E

i

h

_

E

v

i

h

rv

e2C

i

h

[oX

_

e

v

i"

h

n

e

v

e2C

p1

_

e

Kk

t

S

i

w

rv np

dir

11

and

_

X

/

Dt

i

S

i1

w

z

E2E

i

h

_

E

K

k

o

S

i

w

k

w

S

i

w

k

t

S

i

w

jp

0

c

S

i

w

jrS

i1

w

rz

e2C

s1

_

e

S

i1

w

U

i

t

n

e

z

e2C

i

h

_

e

K

k

o

S

i

w

k

w

S

i

w

k

t

S

i

w

jp

0

c

S

i

w

jrS

i1

w

n

e

_ _

z

e2C

i

h

_

e

K

k

o

S

i

w

k

w

S

i

w

k

t

S

i

w

jp

0

c

S

i

w

jrz n

e

_ _

S

i1

w

e2C

i

h

r

jej

_

e

S

i

w

z

_

X

/

Dt

i

S

i

w

z

E2E

i

h

_

E

f

i

h

rz

e2C

i

h

[C

p1

_

e

f

i"

h

n

e

z

e2C

s1

_

e

s

in

U

i

t

n

e

Fig. 7. Two-dimensional pressure contours at 7.5, 15, 22.5 and 30 days.

INJECTION

PRODUCTION

Fig. 6. Domain and coarse mesh for quarter-ve spot.

W. Klieber, B. Rivie` re / Comput. Methods Appl. Mech. Engrg. 196 (2006) 404419 409

e2C

i

h

_

e

k

w

S

i

w

k

t

S

i

w

fKk

t

S

i

w

rz n

e

gP

i

w

e2C

p1

_

e

Kk

w

S

i

w

rz n

e

P

i

w

p

dir

; 12

where U

i

t

, f

i

h

and v

i

h

are the approximates of u

i

t

; f

i

and v

i

.

U

i

t

Kk

w

S

i

w

rP

i

w

Kk

o

S

i

w

p

0

c

S

i

w

rS

i

w

rP

i

w

;

v

i

h

Kk

o

S

i

w

jp

0

c

S

i

w

jrS

i

w

;

f

i

h

k

w

S

i

w

k

t

S

i

w

fU

i

t

g:

Because of the discontinuous approximations, there are

two values for the functions v

i

and f

i

on an interior edge.

These quantities are then replaced by the upwind numerical

uxes v

i"

h

and f

i"

h

. Upwinding is done with respect to the

normal component of the average of the total velocity U

t

8e oE

k

\ oE

l

; k > l; 8w; w

"

wj

E

k if fU

i

t

g n

e

P0;

wj

E

l if fU

i

t

g n

e

< 0:

_

From the derivations in Sections 3.1 and 3.2, we obtain the

consistency of the scheme (11) and (12).

Lemma 1. If (p

w

, s

w

) is a solution of (1), (2), then (p

w

, s

w

) is

also a solution of (11) and (12).

3.4. Local mass balance

Let us x an element E and a test function v 2 D

rp

that

vanishes outside of E. For simplicity, we assume that E is

an interior element in X. The pressure equation (11)

becomes:

_

E

Kk

t

S

i

w

rP

i1

w

rv

_

oE

fKk

t

S

i

w

rP

i1

w

n

E

gv

_

oE

1

2

Kk

t

S

i

w

rv n

E

P

i1

w

_

E

v

i

h

rv

_

oE

v

i"

h

n

E

v:

If in addition, we let v to be equal to one over E, we obtain

the local mass property satised by the approximations:

_

oE

fKk

t

S

i

w

rP

i1

w

n

E

gv

_

oE

v

i"

h

n

E

v 0:

3.5. Slope limiting

Approximations of high order yield overshoot and

undershoot in the neighborhood of the front of the injected

phase. Slope limiters are the appropriate tools for decreas-

ing the local oscillations [7,15]. To our knowledge there is

Fig. 8. Two-dimensional saturation contours at 7.5, 15, 22.5 and 30 days.

410 W. Klieber, B. Rivie` re / Comput. Methods Appl. Mech. Engrg. 196 (2006) 404419

no analysis available for slope limiters in 2D and 3D, even

on a conforming mesh. We are also not aware of limiters

that would handle non-conforming meshes. In this section,

we propose a limiting technique that can handle meshes

with hanging nodes. This procedure is successfully tested

for our two-phase ow problem. We apply the limiting

technique to the approximations P

i1

w

and S

i1

w

after each

time step t

i+1

.

In what follows, we say that one element E is active if it

belongs to the mesh E

i

h

, i.e., if it is used in the computation

of (11) and (12). The element can become inactive if it is

rened and thus its children are created and activated.

The limiting process consists of two steps.

First, we loop through all the active elements starting

from the oldest generation to the youngest (in general this

would mean that the order is in decreasing size). For exam-

ple, Fig. 1 shows an example of ve elements of dierent

generation: if G denotes the generation of the elements E

0

and E

1

, then elements E

3

and E

4

are of younger generation

G + 1 and element E

2

is of older generation G 1. Thus, it

is assumed that the limiting process has been already

applied to E

2

.

(1) Neighbor averages: We rst compute the average sat-

uration for the element to be limited and all neighboring

elements as follows. Let S

0

denote the average saturation

over E

0

and let S

j

denote a function associated to each side

j 2 {1, 2, 3} of E

0

. For E

0

and the neighbors of the same

generation, we have the usual averaging operator:

S

0

AE

0

; S

1

AE

1

; where AE

1

jEj

_

E

S

i1

w

:

To compute S

2

corresponding to the side 2 of E

0

and the

element E

2

that is of older generation, we rst locate the

barycenter b

2

of an imaginary child

C

2

of the same gener-

ation of E

0

(see dashed lines in Fig. 1). We then set

S

2

S

i1

w

j

E

2

b

2

:

We note that S

2

A

C

2

. The smaller elements E

3

and E

4

belong to a parent

E (see dotted lines in Fig. 1). If we de-

note by F

~

E

1

; . . . ; F

~

E

4

the children of

E, we can write

S

3

1

4

4

l1

BF

~

E

l

;

where the function B is dened recursively as (using the

notation F

E

l

for the lth child of E):

BE

1

jEj

_

E

S

i

w

; if E active;

1

4

4

l1

BF

E

l

; otherwise:

_

_

Fig. 9. Two-dimensional pressure contours at 7.5, 15, 22.5 and 30 days obtained on uniformly rened meshes.

W. Klieber, B. Rivie` re / Comput. Methods Appl. Mech. Engrg. 196 (2006) 404419 411

If the edge j is a boundary edge, then S

j

is dened accord-

ing to the boundary conditions.

S

j

s

in

on C

s1

; S

j

S

0

on C

s2

:

(2) Test: We then compute the saturation S

i1

w

j

E

0

m

j

j

of each edge j and we check

that this value is between S

j

and S

0

. We stop here if the test

is successful, otherwise we continue to step 3.

(3) Construction of three linears: Based on the technique

by Durlofsky et al. [10], we construct three linears using the

points b

j

and the averages S

j

. For instance, if we write the

linears as L

j

x; y a

j

0

a

j

1

x a

j

2

y, for j 2 {1, 2, 3}, they

are uniquely determined by

L

j

b

0

S

0

and L

j

b

l

S

l

; for l 6 j:

We then rank the linears by decreasing

a

j

1

2

a

j

2

2

_

and

check that for the values of the linears evaluated at the

midpoint m

l

, L

j

m

l

, is between S

l

and S

0

for 1 Pl P3.

If none of the constructed linears satisfy the test then the

slope is reduced to 0.

Second, we loop through all elements and check that

their slopes are not too large in the euclidean norm. If it

is larger than a cut-o value (set up by user), we scale it

by the ratio cut-o/norm.

4. Adaptivity strategy

In this section, we dene the error indicators and present

the adaptivity in space and time techniques. They are based

on the a posteriori error estimates obtained for a linear

convectiondiusion time-dependent problem [12], that

has some similarity with the saturation equation. However,

there is no rigorous mathematical proof for our coupled

system of equations and the error estimators of [12] are

used here as error indicators in the adaptivity algorithm.

4.1. Error indicators

We dene the following quantities:

R

vol

/

Dt

i

S

i1

w

S

i

w

r K

k

n

S

i

w

k

w

S

i

w

k

t

S

i

w

jp

0

c

S

i

w

jrS

i

w

_ _

r

k

w

S

i

w

k

t

S

i

w

U

i

t

_ _

;

R

e1

S

i1

w

;

R

e2

K

k

w

S

i

w

k

n

S

i

w

k

t

S

i

w

jp

0

c

S

i

w

jrS

i1

w

n

_ _

fU

i

t

g nS

i1

w

;

Fig. 10. Two-dimensional saturation contours at 7.5, 15, 22.5 and 30 days obtained on uniformly rened meshes.

412 W. Klieber, B. Rivie` re / Comput. Methods Appl. Mech. Engrg. 196 (2006) 404419

R

es1

s

in

U

i

t

nS

i1

w

U

i

t

nK

k

n

S

i

w

k

w

S

i

w

k

t

S

i

w

jp

0

c

S

i

w

jrS

i1

w

n;

R

es2

K

k

n

S

i

w

k

w

S

i

w

k

t

S

i

w

jp

0

c

S

i

w

jrS

i1

w

n:

Then the error indicator g

E

computed on each element E is

g

E

h

4

E

kR

vol

k

2

0;E

e2oEnoX

h

3

e

kR

e2

k

2

0;e

h

e

1kR

e1

k

2

0;e

e2oE\C

s1

h

3

e

kR

es1

k

2

0;e

e2oE\C

s2

h

3

e

kR

es2

k

2

0;e

_

1=2

;

X

S

w

0 100 200 300 400

0

0.2

0.4

0.6

0.8

1

X

P

w

0 100 200 300 400

2.4E+06

2.6E+06

2.8E+06

3E+06

3.2E+06

3.4E+06

Fig. 11. Saturation (left) and pressure (right) fronts along the diagonal line x = y at 7.5, 15, 22.5 and 30 days. The solid line corresponds to a uniform

mesh renement (h3) and the dashed line to an adaptively rened mesh.

X

S

w

0 100 200 300 400

0

0.2

0.4

0.6

0.8

1

X

P

w

0 100 200 300 400

2.4E+06

2.6E+06

2.8E+06

3E+06

3.2E+06

3.4E+06

Fig. 12. Saturation (left) and pressure (right) fronts along the diagonal line x = y at 15 and 30 days. Solid lines correspond to methods NIPG, SIPG, IIPG

with r = 10

5

and OBB. Dashed lines correspond to methods NIPG, SIPG and IIPG with r = 1.

Table 1

Number of degrees of freedom for adaptive and non-adaptive simulations

in the case (, r) = (1, 0)

t (days) DOFS press DOFS sat

AMR UNI AMR UNI

7.5 2538 25,344 1269 12,672

15 2412 25,344 1206 12,672

22.5 2142 25,344 1071 12,672

30 2466 25,344 1233 12,672

Table 2

Total number of degrees of freedom for adaptive simulations for all

methods

t (days) OBB NIPG NIPG SIPG SIPG IIPG IIPG

r = 0 r = 1 r = 10

5

r = 1 r = 10

5

r = 1 r = 10

5

7.5 3807 3348 3159 3294 3294 3348 4023

15 3618 3105 2970 3132 2997 3105 3591

22.5 3213 3348 3213 3483 3267 3375 3375

30 3699 2538 3780 2484 3834 2997 3915

W. Klieber, B. Rivie` re / Comput. Methods Appl. Mech. Engrg. 196 (2006) 404419 413

where h

E

is the diameter of the element E and h

e

maxh

E

k

; h

E

l

if the edge e is shared by elements E

k

and

E

l

. Note that the notation oEnoX means that the edges

are interior edges only.

4.2. Adaptive mesh renement technique

Let us assume that the solution P

i

w

and S

i

w

have been

obtained at the ith time step. We compute the error indica-

tor g

E

for each active element E. Then, we rst rene the

appropriate elements and second apply the derenement

technique.

Renement: We rene each element whose error indica-

tor is greater than a threshold value g

R

. Note that this

threshold value can be a percentage of the maximum of

the error indicators. Fig. 2 shows how one element (also

called parent) is rened into four smaller elements (also

called children).

Derenement: We consider a parent element for dere-

nement if (A) all of its children are active, (B) the error

indicator of each of its children is less than a threshold

value g

D

, and (C) the element was not rened during the

current time step. For each parent element meeting these

requirements, an L

2

projection is performed to retrieve

the degrees of freedom of the parent. Before actually doing

the derenement, we check that the parent error indicator

is less than g

R

. If it is, we then derene. If it is not, we

do not derene.

4.3. Adaptive time stepping technique

For time strategy, we allow the time step to vary during

the simulation. We uniformly divide the simulation interval

(0, T) into whole steps of length Dt

i

. At the start of each

whole step, we try to compute the saturation for time

t

i

+ Dt

i

, where t

i

is the current time. If the resulting satura-

tion function is satisfactory, then we record it, calculate the

new pressure function, and proceed to the next whole step.

On the other hand, if the resulting saturation function is

unsatisfactory, then we discard it and subdivide the whole

step into two half steps. We then compute the saturation

for the time at which the rst half step ends. If the result

is acceptable, we proceed to the second half step, and if

its result is also acceptable, then we continue on to the next

whole step. If one of the half steps does not yield satisfac-

tory results, then we divide it into quarter steps, proceeding

in the same manner as before, with the exception that we

accept the results of the quarter steps regardless of how

Fig. 13. Two-dimensional pressure contours at 7.5, 15, 22.5 and 30 days on an inhomogeneous medium.

414 W. Klieber, B. Rivie` re / Comput. Methods Appl. Mech. Engrg. 196 (2006) 404419

satisfactory they are. For the numerical simulations in this

paper, a resulting saturation function was deemed unsatis-

factory if the average saturation in any element exceeded

the physically permissible range by more than 0.01; other-

wise, it was considered satisfactory.

The main purpose of this time stepping technique is to

speed up computation without losing accuracy, thus to

increase the eciency of the method.

5. Numerical examples

In the following simulations, we assume that the uid

and medium properties are

l

o

0:002 kg=ms; l

w

0:0005 kg=ms; / 0:2;

s

w

t 0 0:2; p

w

t 0 3:45 10

6

Pa;

s

in

0:95; s

rw

0:15; s

ro

0;

p

d

5 10

3

Pa:

The orders of approximation are discontinuous piecewise

linears for the saturation and discontinuous piecewise qua-

dratics for the pressure. For the adaptive renements and

derenements, we chose g

R

= 1 10

1

and g

D

= (1/3)g

R

.

The well-known ve-spot problem on homogeneous and

heterogeneous media is rst considered, then simulations

with highly varying permeability are presented.

5.1. Five-spot on homogeneous medium

The permeability tensor is K = 10

11

dm

2

, where d is the

Kronecker delta tensor. Fig. 3 shows the coarse mesh and

Fig. 14. Two-dimensional saturation contours at 7.5, 15, 22.5 and 30 days on an inhomogeneous medium.

Fig. 15. Permeability eld and coarse mesh: permeability is 10

11

in white

regions and 10

16

elsewhere.

W. Klieber, B. Rivie` re / Comput. Methods Appl. Mech. Engrg. 196 (2006) 404419 415

the domain X embedded into the square (300, 300)

2

. Four

production wells are located at each corner of the domain;

the well bore corresponds to part of C

p1

, where we assume

that p

dir

= 2.41 10

6

Pa. An injection well is located in the

interior of the domain; the well bore corresponds to the

boundary C

s1

and the remainder of C

p1

and the pressure

is set p

dir

= 3.45 10

6

Pa. The ow of the phases is thus

driven by the gradient of pressure from the injection well

to the production wells.

The simulation is run for 52.5 days with a time step

varying between 0.001875 days and 0.0075 days. The

parameters in (12) are r = 0 and = 1. Three dimensional

views of contours of wetting phase pressure and saturation

at selected times are shown in Figs. 4 and 5. In order to bet-

ter analyze this example and because of the symmetry of

the problem, we re-run the simulations on one quarter of

the domain; this yields the quarter-ve spot problem shown

in Fig. 6. The injection well is at the left bottom corner

whereas the production well is at the right top corner.

The domain is now embedded into (0, 300)

2

.

The contours of wetting phase pressure and saturation

at selected times are shown in Figs. 7 and 8. The locally

rened and derened meshes are also given on these g-

ures. One can conclude that the proposed error indicators

capture well the location of the front. As expected, the

mesh is more rened in the neighborhood of the saturation

front. It also appears that the mesh stays rened at the

neighborhood of the injection well bore.

We compare the adaptive results with those obtained on

the coarse mesh rened uniformly three times. The pressure

and saturation contours are given in Figs. 9 and 10. Here,

the time step varies between 0.015 days and 0.00375 days.

The contours are similar to the adaptive ones. For better

comparison, we show the pressure and saturation proles

along the diagonal {(x, y): x = y} (see Fig. 11). Using adap-

tive renement and derenement decreases signicantly the

cost of the computation, as shown in Table 1. The columns

for AMR correspond to adaptively rened meshes, and the

columns for UNI correspond to uniformly rened meshes.

We now compare the saturation and pressure proles

obtained by varying the parameters r and . In particular,

we consider the cases (, r) 2 {(1, 1), (1, 10

5

)}, which yield

the NIPG method with small and large penalty values;

the cases (, r) 2 {(1, 1), (1, 10

5

)}, which yield the SIPG

method with small and large penalty values; the cases

(, r) 2 {(0, 1), (0, 10

5

)}, which yield the IIPG method with

small and large penalty values and the OBB method used

above. If the penalty value is small enough, i.e., r = 10

5

,

Fig. 16. Two-dimensional saturation contours at 17.5, 35, 52.5 and 70 days: ( = 1, r = 0).

416 W. Klieber, B. Rivie` re / Comput. Methods Appl. Mech. Engrg. 196 (2006) 404419

all methods produce identical solutions for both pressure

and saturation. Fig. 12 shows the proles obtained at 15

and 30 days: solid lines correspond to small penalty values

or the OBB method whereas dashed lines correspond to

large penalty values. As expected, if the penalty value

increases, numerical diusion added by the jump term

appears in the solutions. The saturation fronts are slightly

smeared. It is also interesting to note that for a xed pen-

alty value, all three penalty methods produce the same

solutions.

Finally, we give in Table 2 the total number of degrees of

freedom for pressure and saturation equations and we show

that the numerical cost is comparable for all methods.

5.2. Five spot on heterogeneous medium

This simulation is identical to the one above except for

the permeability tensor. Here, K is discontinuous and is

equal to 10

15

dm

2

in a small subdomain. In the rest of

domain, K = 10

11

dm

2

. We present the contours of the

pressure and saturation at dierent times in Figs. 13 and

14 in the case (, r) = (1, 0). Clearly, the region of low per-

meability is not invaded by the injected wetting phase. This

shows that the scheme has very little numerical diusion. It

is also interesting to note that the proposed method allows

for an arbitrary number of hanging nodes, without any

special care.

5.3. Highly varying permeability eld

We consider a square domain (0, 400)

2

with varying

permeability as shown in Fig. 15. The permeability is

10

11

Im

2

except in several small regions where it is 10

5

times smaller (see [16]). The simulation is run for 70 days.

The time step varies between 2.1875 10

3

days and

8.75 10

3

days. The vertical boundaries correspond to

C

p1

where the same pressure p

dir

as in the previous exam-

ples is imposed. The left vertical boundary corresponds

to C

s1

. We rst consider the OBB method ( = 1, r = 0).

Saturation contours on adaptively rened meshes are

shown in Fig. 16. The degrees of freedom are 8232,

13,281, 17,070 and 19,131 for the respective times 17.5,

35, 52.5 and 70 days. The gures show clearly that there

is very little numerical diusion. For comparison, we show

the contours obtained on a uniform mesh, which corre-

sponds to 38,400 degrees of freedom (see Fig. 17). The

coarse mesh has been rened twice, and this produces a

computational time of 24 h on a single processor. For

another level of renement, the simulation would run for

1 week.

Fig. 17. Two-dimensional saturation contours at 17.5, 35, 52.5 and 70 days on uniform meshes: ( = 1, r = 0).

W. Klieber, B. Rivie` re / Comput. Methods Appl. Mech. Engrg. 196 (2006) 404419 417

We repeat the experiment for the NIPG method with

three choices of penalty r 2 {10

6

, 10

5

, 1}. The saturation

contours at 35 days are shown in Fig. 18. Because of the

highly varying permeability eld, the method is more sensi-

tive to the choice of the penalty. The value r = 10

6

yields

a comparable solution to the OBB method; there is very lit-

tle numerical diusion. However, for r = 10

5

, the wetting

phase oods the region of lower permeability and for

r = 1, the method is too diusive to capture the barrier

zones. Similar conclusions can be made with the other

two methods. We show the saturation contours for

r = 10

6

for IIPG and SIPG in Fig. 19.

Fig. 18. NIPG Two-dimensional saturation contours at 35 days: r = 10

6

, r = 10

5

and r = 1.

Fig. 19. Two-dimensional saturation contours at 35 days for r = 10

6

: IIPG (left) and SIPG (right).

418 W. Klieber, B. Rivie` re / Comput. Methods Appl. Mech. Engrg. 196 (2006) 404419

6. Conclusions

This paper present adaptivity techniques in space and

time. We show that the adaptive simulations are more e-

cient than the simulations obtained on uniform meshes and

with constant time step. A slope limiting technique for

meshes with several hanging nodes per face is dened.

Numerical experiments show robustness of the proposed

DG schemes on heterogeneous media. Comparisons

between SIPG, NIPG, IIPG and OBB methods are per-

formed: if the penalty value is small enough, the resulting

numerical solutions are very similar. Increasing the penalty

value introduces numerical diusion in the approxima-

tions, in particular if the permeability eld highly varies

in space. Several future extensions are currently under

investigation: for instance, we plan to extend our computa-

tional results to three-dimensional problems using unstruc-

tured tetrahedral meshes. We are also investigating the

eects of p-adaptivity on the accuracy and the computa-

tional eciency of the scheme.

Acknowledgement

The rst author is partially supported by a CRDF grant

from the University of Pittsburgh and by a Brackenridge

fellowship. The second author is supported by a National

Science Foundation grant DMS-0506039.

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