VERSATILE, FULLY IMPLICIT, BLACK OIL SIMULATOR WITH VARIABLE BUBBLE-POINT OPTION.

K. L. Farnstrom, T. Ertekin

Research output: Contribution to conferencePaper

6 Citations (Scopus)

Abstract

The objective of this paper is to present a general description of the simulator and to describe in detail the numerical methods and specific programming techniques utilized. At the heart of the model is the variable bubble point formulation. This employs relatively complex Jacobian building routines and switching schemes. These are specially designed for efficiency and acceleration of convergence. The automatic timestep selector for thermal simulation presented by Sammon and Rubin has been modified to accommodate the substitution of variables in black oil simulation. Techniques for implementation of this timestep selector are presented. A series of tests are presented to compare the classical and the modified Newton-Raphson procedures and to illustrate the efficiency and stability of the model.

Original languageEnglish (US)
StatePublished - Jan 1 1987

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Simulators
Numerical methods
Substitution reactions
Oils
Hot Temperature

All Science Journal Classification (ASJC) codes

  • Engineering(all)

Cite this

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abstract = "The objective of this paper is to present a general description of the simulator and to describe in detail the numerical methods and specific programming techniques utilized. At the heart of the model is the variable bubble point formulation. This employs relatively complex Jacobian building routines and switching schemes. These are specially designed for efficiency and acceleration of convergence. The automatic timestep selector for thermal simulation presented by Sammon and Rubin has been modified to accommodate the substitution of variables in black oil simulation. Techniques for implementation of this timestep selector are presented. A series of tests are presented to compare the classical and the modified Newton-Raphson procedures and to illustrate the efficiency and stability of the model.",
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VERSATILE, FULLY IMPLICIT, BLACK OIL SIMULATOR WITH VARIABLE BUBBLE-POINT OPTION. / Farnstrom, K. L.; Ertekin, T.

1987.

Research output: Contribution to conferencePaper

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AB - The objective of this paper is to present a general description of the simulator and to describe in detail the numerical methods and specific programming techniques utilized. At the heart of the model is the variable bubble point formulation. This employs relatively complex Jacobian building routines and switching schemes. These are specially designed for efficiency and acceleration of convergence. The automatic timestep selector for thermal simulation presented by Sammon and Rubin has been modified to accommodate the substitution of variables in black oil simulation. Techniques for implementation of this timestep selector are presented. A series of tests are presented to compare the classical and the modified Newton-Raphson procedures and to illustrate the efficiency and stability of the model.

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