SPE 10495
Society of Petroleun Engineers of AIME
The Mathematical Basis of the Adaptive Implicit Method
by G.W, Thomas* and D,H. Thurnau, * Scientific Software Corporation
'Mernber SPE-AIME
Copyright 1982, Society of Petroleum Engineers
This paper was presented at the Sixth SPE Symposium on Reservoir Simulation of the Society of Petroleum :::;'8 ,,,,,,,,, of AIME held in New
Orleans, LA January 31-February 3,1982. The material is subject to correction by the author. Permission to copy restricted to an abstract of
not more than 300 words. Write SPE, 6200 North Central Expressway, Dallas, TX. 75206 USA, Telex 730989
ABSTRACT
The adaptive implicit method enables a reservoir
simulator to choose the degree of implicitness in a
grid block to guarantee stability. At any moment
different grid blocks can have different degrees of
implicitness. As a calculation proceeds these shift
in space and time depending on simulator-supplied
criteria. The technique can be applied to any simu-
lation problem involving N unknowns. The advantage
is substantial reduction in computing time and stor~
age requirements compared to fully implicit formula-
tions.
The mathematical procedure involves labeling
the implicit/explicit mix of unknowns and then com-
posing the matrix problem. The latter is reducible
as long as there is one or more unknowns to be com-
puted explicitly; consequently, appropriate opera-
tions are performed to put it in reduced form. This
leads to matrix equations of lower order than the
original problem which are solved at less cost. We
demonstrate each step of the procedure with an
example.
INTRODUCTION
The adaptive implicit method is a procedure
whereby a reservoir simulator automatically selects
the level of implicitness required on a block-by-
block basis to maintain stability. These levels, or
degrees of implicitness, can change both in space
and time as a simulation proceeds. l Thus a collec-
tion of grid blocks will have wide variations in
implicitness levels throughout, depending upon how
rapidly the dependent variables locally change in
space and time. Unlike other approaches,2-6 which
supply a fixed level of implicitness in every grid
block at every time step, the adaptive implicit
method involves treating mixed levels of implicitness
which change automatically. The advantage one
accrues is unconditional stability at a fraction of
the computer processing and storage costs associated
with fully implicit methods. 1 Moreover, there is no
overkill/underkill problem with this technique as
there is with simulators offering fixed levels of
69
SPE
implicitness.
In Reference 1, we demonstrate the applicability
of this technique to black-oil reservoir problems,
and provide some quantitative results relative to the
savings in computer cpu times and storage require-
ments compared to fully implicit treatments. Here we
provide the mathematical basis for the adaptive
implicit method. As before, we use the expression,
degree of implicitness to mean the number of unknowns
that are computed implicitly. Thus an IMPES formu-
lation is first degree since only pressure is treated
implicitly, while a fully implicit treatment of a
black-oil problem is third degree. In what follows,
we consider a problem involving N unknowns where the
degree of implicitness in any grid block can poten-
tially be N or less. To clarify the mathematical
development we provide an example where N = 3. How-
ever, we emphasize that the technique is completely
general, and can be applied to simulation problems
involving an arbitrary number of unknowns.
~1ATHEMATI CAL FORMULATION
For illustrative purposes, consider the flow
equations (Wass balances) for M components partition-
ing among M fluid (mobile) phases,
=
-G~ ~ P~l
Cip p ~ V
p=l P lJ p Gip 9p
a jp M
t
= at r L (C ip Pp Sp),
p=l
i=1,2, ... ,M (1)
(By specializing the mass fractions, Cip' one can
readily deduce from Eqs. (1) the equations for a com-
positional model and a blaCk-oil model. 7) The
implicit finite difference approximation of Eqs. (1)
References and illustrations at end of paper.
 THE MATHEMATICAL BASIS OF THE ADAPTIVE IMPLICIT METHOD
is*
1, 2, ... , M
where Tp T k rp / wp , the transmissibility of phase
p with T its time-invariant factor and Gp ~ 9p Vb .
The operator ~ is a second order correct spatial
finite difference operator and 6 denotes a change
.
over a t lme s t ep, l.e.
. -oy:;;; y n+ 1 - y n ASSOCla
with Eqs. (2) are a sufficient number of auxiliary
relationships and/or constraints to yield a well-
determined system. These auxiliary relationships are
usually employed to reduce the total number of
unknowns. We assume this is done, and we are left
with a total of N unknowns to be determined in each
active grid block. We denote these remaining vari-
ables as Xl' x2' ... , XN some of which are computed
implicitly. the others explicitly.
Most often the algebraic problem posed by
Eqs. (2) is written in reBidual in which the
solution vector consists of changes in the unknowns
over an iteration. For example, let the operator 0
represent a change from iteration level k to k+l, i.e.
oy = y
k+l y k where -oy ~ y k+l - y n y k + oy - y n
After some rather extensive algebraic manipulations,
Eqs. (2) can be reduced to the matri x form
TX + OX ex + R
or simply
AX :; ; R
where A: T + D - e and is Nth order. Here T is
a transmissibility matrix containing darcian inter-
blOCk flow.terms, 0 is a matrix of coefficients
arising from implicit treatment of source/sink terms
and e is an accumulation matrix resulting from
expanding the right-hand sides of Eqs. (2). R is a
vector containing the kth iteration level residuals
and
the solution vector for m active grid blocks.
*A nomenclature of variables is appended.
SPE 10495
The choice of which unknowns in X are implicit
or explicit is largely determined by which variables
change most rapidly in the space-time continuum. 1
For example, if xl' X2' X5 and Xg undergo a surge in
block ,then OXl ' ,oX6 and would
normally be identified as implicit within that block
while the remainder are treated explicitly. An impor-
tant feature of the adaptive implicit method is that
- (2) the final matrix problem [Eq. (4)J is composed only
after the labeling of the implicit/explicit mix of
variables is taken into account. Ultimately, A is put
in reducible form by performing operations equivalent
to finding a permutation matrix P such that
(5)
. t ed
'0
Here All is a diagonal submatrix consisting of
modified coefficients of the explicit variables, while
'0 rIJ
A12 and A22 are submatrices consisting of modified
coefficients of the implicit variables. The order of
'0
A22 is equal to the total number of implicit vari-
ables. By partitioning X and R similarly to PAp T ,
the matrix problem becomes
(6)
(7)
(3) The solution of Eq. (7) for the implicit partition
X2 consumes the most computer time; nevertheless it
is significantly less than that where every unknown
is implicit and Eq. (4) is solved. Furthermore,
(4) Gaussian elimination becomes economically possible
for much larger grids than in the fully implicit
approach. The solution of Eq. (6) for the explicit
partition Xl consumes essentially no more time than a
back-solution in Gaussian elimination. Moreover,
storage is conserved since Eqs. (6) and (7) are
independent matrix equations of lower order than
Eq. (4). Since the total number of implicit variables
is subject to change from iteration to iteration (or
time step to time step), the order of A22 is not
fixed, but rather is permitted to change dynamically.
GENERATION OF THE REDUCED MATRIX PROBLEM
We now give in detail the operations performed
to get the reduced problem depicted by Eqs. (6) and
(7) and illustrate the procedure with an example.
The transmissibility matrix contains the inter-
block transmissibilities which are typically expanded
in terms of the unknowns affecting them. For example,
if a transmiss.ibility, Tp say, is functionally depen-
dent on a 11 the unknowns, xl' X2' ... , xN ' then we
70
SPE 10495 G.H. Thomas & D.H. Thurnau
typically approximate its value at the (n+l)st
time level by
1n+ 1 (8)
P ness to maintain stability. Examples of the savings
If any value of OX i ' 1, 2, ... , N ;s suffi-
ciently small, then its effect on Tnp+I can be
ignored, i.e. its corresponding partial derivative
is set to zero. The unknown, Xi ' ;s then regarded
as an explicit variable. Thus, once the simulator
has labeled certain unknowns as explicit variables.
their corresponding coefficients in the transmissi-
bility matrix are set to zero.* Thereafter the mat-
rix A is composed by combining T with 0 and C. Mat-
rix A has a block-banded structure with each block an
N x N submatrix corresponding to an active grid cell.
Gauss-Jordan reduction is performed on the submatri-
ces along the main diagonal to reduce them to dia-
gonal submatrices. Finally, matched row and column
interchanges are carried out to get the final re-
duced form of Eqs. (6) and (7).
To illustrate, consider the 3 x 2 system of grid
blocks depicted in Figure 1. We assume N 3 and
normal grid ordering. The unknowns shown in the fig-
ure with the parentheses are the explicit variables
while the remaining ones are implicit. The structure
of the transmissibility matrix corresponding to this
problem is shown in Figure 2. The XiS represent non-
zeros** while the letter "e" designates. those columns
that have b-een zeroed corresponding to the explicit
unkhowns. The structure of the composed matrix, A,
is shown in Figure 3. Observe that by adding the
matrix 0 - C to T. we get 3 x 3 nonzero submatrices
(blocks) along the main diagonal. These are dia-
gonalized to yield the matrix problem whose structure
is shown in Figure 4. Notice that the columns desig-
nated by lIe" have only one nonzero element. Appro-
priate row and column interchanges are then employed
to arrive at the reduced problem in Figure 5.
CONCLUDING REMARKS
A few brief remarks are in order regarding other
approaches that entail fixed levels of implicitness.
First, as long as one is not committed to fully
implicit calculations, then the coefficient matrix in
Eq. (4) will always be reducible, i.e. one is guar-
anteed that the directed graph of A is not connected.'
Once one elects a fully implicit approach, he is com-
mitted to an irreducible matrix problem entailing
more storage and computer costs. In our experience
to date, we have not found such a commitment neces
sary. Frequently. the number of grid blocks
*For simplicity, we speak of setting coefficients to
zero. In practice, this is not literally done.
Instead the nonzero coefficients making up the
transmissibility matrix are not computed for the
unknowns carryin9 explicit labels. The holes
created by their absence are filled with machine-
supolied zeros.
**Some" of these could be zero elements if a particu-
lar phase becomes immobile.
71
3
requiring high levels of implicitness is a small frac-
tion of the total. Moreover, there are significant
periods of time when lower levels are adequate. The
adaptive implicit approach capitalizes on such situa-
tions, and supplies the requisite level of implicit-
in computing times and storage compared to fully im-
plicit methods are provided in Reference 1.
If the degree of implicitness in each active grid
block is one and the implicit variable is pressure,
then the technique becomes identical to the IMPES
method. This constitutes the degenerate case since
one would never opt for fully explicit calculations.
Thus the adaptive implicit method can be viewed as one
which offers continuity in the degrees of implicitness
ranging from the degenerate case to a fully implicit
approach.
In implementing the adaptive implicit method, one
does not need to literally program the formal matrix
manipulations discussed earlier. However, the same
numerical operations must take place. It is possible
to build efficient code that combines some of the for-
mal steps while taking advantage of the sparsity of
the matrices involved. The programming effort is
somewhat more complex; however, the advantages of the
adaptive implicit method are not diminished by imple-
mentation complexities.
NOMENCLATURE
Enqlish
A A coefficient matrix
C Accumulation matrix
Cip Mass fraction of component i in phase p
o Coefficient matrix of well terms
Gp Mass rate of phase p
'V
Mass rate per unit volume of phase p
:p
k Permeability tensor
krp Relative permeability of phase p
M Total number of components
M Total number of mobile phases
P A permutation matrix
R Res i dua 1 vector
Saturation of phase p
Sp
T Transmissibility matrix
Tp Transmissibility of phase p
t Time
Vb Bulk volume of a grid block
X Solution vector
6. Spatial difference operator
8 Change over an iteration
a Change over a time step
4 THE MATHEMATICAL BASIS OF THE ADAPTIVE IMPLICIT METHOD SPE 10495

IIp Viscosity of phase p 2 3

Pp Density of phase p oXIl oX12 oX13

T Time-invariant factor of transmissibility (ox2d (OX22 ) (OX23)

~p Potential of phase p
( cSx 3d oX 32 ( 8X 33)
Porosity
oX14 oX 1 5 oXUi
Mathematical Symbols
2 oX24 oX25 ( 6X 26)
v Del or nabla operator
( 6X 34) oX35 ( 8X 3d
v ( ) Divergence of ( )
d
8f Partial derivative with respect to t Fi g. 1: Examp 1e Prob 1em
~t A time increment
L Summation symbol
Is defined by ... ee e ee e ee
~------r-----~-------r------,-------r---
'x IX x'I 'x X
- ~
, I 1

:x
I
:x
I
X:
I
:x
1
X
IX IX X, 'X X I I
1- - - ... - ,.. - - ... - ... ... - .... - - ...... - - ,.. - - - - - .... ... t' - ... - ....,

1. Thomas, G.W. and Thurnau, D.H.: "Reservoir Simu- :x

I
:x
I
x:x' I
XXX:
I
lation Using an Adaptive Implicit Method", :x ,X
I X ' X : X X X:
SPE 10120, 56 th Annual Fall Technical Conference
I
I I X X I X I

-----~--- ------1'----- --f ...... -- . . -:

and Exhibition, 5-7 October, 1981, San Antonio, : X x : x :x :
Texas. I
I X X , X
I
: X :
' I I I
I X X X II I IX I I

2. Coats, K.H.: "A Hi~hly Implicit Steamflood Model", I-----r-------~-~----~------~-------r------~

I
IX
I I
I
I I I
,X X IX X X I I
Soc. Pet. Eng. J. lOctober, 1978), 369. I I I I

:x ;x X : x X X:
:_x_ ____ ~ ...... __ _ X X I

3. Coats, K.H.: "An Equation of State Compositional I

I
-1- ... - - - - -
: X
i - ... - -
X I
- .',
Model", SPE 8284, 54th Annual Technical Confer- :x X : : X X ,X X X X I

ence and Exhibition, 23-26 September, 1979, Las :x X : : X X :x X X I X

Vegas, Nevada. , I
'X X
I
I
I
IX X
,
'X X XIX
I
1- __
, ,
""'--_
I
... _-""'"
I
'x X x, X I

4. Bansal, P.P., Harper, J.L., McDonald, A.E., I

: X X X: X
I

Moreland, E.E., Odeh, A.S. and Trimble, R.H.: ~~

I X X
_____ x'
~_L
X _____
_ ~
'
"A Strongly Coupled, Fully Implicit, Three
Dimensional, Three Phase Reservoir Simulator",
SPE 8329, 54 th Annual Technical Conference and
Exhibition, 23-26 September, 1979, Las Vegas, Fig. 2: Transmissibility Matrix
Nevada. with Zeroed Columns
5. Spillette, A.G., Hillestad, J.G. and Stone, H.L.:
"A High-Stability Sequential Solution Approach to e e e e e e e e
l-----~-----l-----~-----~-----~-----
Reservoir Simulation", SPE 4542, 48 th Annual :x x x:x x: :x x : :
Technical Meeting, 30 September - 3 October, 1973, :x x x:x x: :x x : : I
Las Vegas, Nevada. J~-~-~J~ ___ ~J _____ J~_~ __ J _____ J_____ J
:x :x x x:x : :x x x : :
6. MacDonald, R.C. and Coats, K.H.: "Methods for :x :x x x:x : :x x x : :
Numeri ca 1 Simul at; on of Water and Gas Coni ng
II ,
J~----J~-~-~J~ ____ J_____ J~_~_~J _____ J
Trans. AH1E (1970) 249, 425. : :x x:x x x: : :x :
: :x x:x x x: : :x :
7. Thomas, G.W.: "Principles of Hydrocarbon J_____ J~ ___ ~J~_~_~J _____ J_____ JC ____ J
Reservoir Simulation, International Human Re- :x : : :x x x:x x x : :
sources Development Corporation, Boston (1981). :x : : :x x x:x x x : :
J~____ J_____ J_____ J~_~_~J~_~_~J _____ J
: :x x : :x x :x x x :x :
: :x x : :x x :x x x :x :
J_____ J~ ___ ~J _____ J~_~ __ J~_~_~_~ ____ J
: : :x : :x x x :x x x:
: : :x : :x x x :x x x:
J_____ J_____ J~ ____ J_____ J~_~_~_~_~_~J

Fig. 3: Composed Matrix, A

72
SPE 10495 G.W. Thomas &D.H. Thurnau 5

-___ ___ _____ _____ !:l _________

~_ ~ ~ ~_~ EE._~_

- - -
lx x: :x x oXll Rll
x ,,ix x:, ,,Ix x oXZl RZI
,
-..,'x
-- ............ X x,.,.- ... - "1""'-,.'x...... ---
--_ ...... x ,T- - ,
- --.,._ ... - .... - -
oX31 R31
x Ix
I
lx
I
:I :x
,
x x:I 6x12 R12
X :
I
:x
I
:
1
:x
I
x xlI oxzz R22
X : xix: ixxx:
- - - ... --.,._ ... _ ...... .,. ........... - 'T'" - .... _ - , . ... - - - - T- - - .... _- CX32 R32
I I I I I
'x X 1'x
I ,
, ,
I
'x
I
oX13 R13
, I , j I
IX
I
XI ,
X I
[
,
I
'x
I oXz 3 RZ3
I I I I I

-... ----~~ ---~~ -- -~~4-- -- 100;-- - ~-~ ~-----

I J I I 1
6X33 R33
X ,
j
I
t I l
'X 'x X x,I OX14 R14
I t I I I
X , 1 1 IX X X, OXZ4 RZ4
I 1 I I 1
, I I I I
X
I
1
1
I
I
I
- - - - ... - ... ~ ----"" - - --"'!""t - - - - ....
I
+-----x'...I - . . ----
X'X X oX34 R34
'X
I
XI1 'xx
,
IX
1
'X
I oX 15 Rl S
1 1 I 1 I
IX
I
x'I 'X x 'I
I ,
'X Oxzs Rzs
I I i I I
IX XI 'xx, XIX
--- -- .......... _--- +-- - ... - .... - --- -. --- - -+ .... - - --- oX35 R3S
, t I I I
I
I
IX
I
,
I
'x
I
x'I X 6X16 RH;
I I 1 I 1
, IX , IX X XI X 6XZ6 R26
I I I I I
I I I I I

----- -~ ---- -~~ ----~- ----!:- ~ -~!----~- CX36 R36

f- -1 '- -
Fig. 4: Matrix Problem After
Gauss-Jordan Reduction
on the Diagonal Blocks

-eeeeeeee - .... - - -
,
...... - - ........... - - - - - - - - ... -1'" ... _-._ ... - .... - - - - - - - ............. _ - -

xx
x 'x X X R21
x
:
:x x X x x R31
I
x ,x x xx R22
I

x : x x X OX23 R23
I
, X X OX33 R33
:
:x x x x CX34 R34
:, aXZ6 R2 &
xl x
- .... --- ---- -- -- --- - i --- -_ .......... ---- ... _ ....... --_ ... -
xx x ,5X 3S R 36
'xxx
I
xx 8Xl1 Rll
I
:x x xxx oX 12 R11

o
:x x x x x x OX32
I
I x 6X13 R13
,
I

,:X
x xx x oXl4 R14
:x
I
xxxx aX24 R24
: xx xxx CX15 R1S
1
: x x X x x 6X2S R2S
t
: xx xx xx OX35 R35
I
,
... _ ... _ ....... ___________ J.. ___________ ...... ______ _ X X X X X 6X16 R16
- ..... - "-

Fig. 5: Reduced Matrix Problem

73