Vous êtes sur la page 1sur 34

# Ho Chi Minh City University of Technology

## Faculty of Geology & Petroleum Engineering

Modeling & Simulation Division

## PARTIAL DIFFERENTIAL EQUATIONS

(PDEs)
Presenter: Dr. Do Quang Khanh
Email: doquangkhanh@yahoo.com
Website: www.hcmut.edu.vn

HCMUT

## Physical meaning of PDE

Initial and boundary conditions
Classification
parabolic vs. hyperbolic
linear vs. nonlinear
Solution Methods
Analytical, numerical, transformation methods

Classification
HCMUT

T T
2 = 0
2 +
y
x
2

2p
p
2 =
x
t

2y 1 2y
= 2 2
2
x
c t

Laplace

Elliptic

Diffusitivity
(heat cond)

transient

Parabolic

Wave

transient

Hyperbolic

HCMUT

p=
2

ct p
t

## Expresses conservation of mass

Slightly compressible fluid
Porous media
Single phase flow
4

## Dr. Do Quang Khanh

Linearity
HCMUT

ct

If
does not depend on p the
k
equation is linear.

ct

If
does depend on p the
k
equation is nonlinear.

## Dr. Do Quang Khanh

Coordinate Systems
HCMUT

Cartesian

2 p 2 p ct p
+ 2 =
2
x
y
k t

2 p 1 p ct p
=
+
2
r
r r
k t
These 2equations are for 2D problems. To go to 3D
z 2
6

## Dr. Do Quang Khanh

HCMUT

2p
p
2 =
x
t

2p
2 = 0
x

Neeeds initial
and boundary conditions

Neeeds only
boundary conditions

Late-time solution
at least with const pressures
at the ends

Derivatives
HCMUT

## The diffusivity equation includes

derivatives of pressure in space and in
time.
To solve the diffusivity equation
numerically we must find ways to
represent these derivatives.

## Dr. Do Quang Khanh

Taylor Series
HCMUT

p
p(x+ x)
p(x)

x+x

2
(
x )
p(x + x ) = p(x ) + x p(x ) +
p(x ) +

2!

(x )n
n!
9

p n (x ) +
Dr. Do Quang Khanh

HCMUT

p(x ) =

p(x + x ) p(x )
+ O(x )
x

p i +1 p i
pi
x

10

HCMUT

Similarly,

p(x ) p(x x )
p(x ) =
+ O(x )
x

p i p i 1
pi
x
11

HCMUT

## Subtract the forward and backward series

p(x + x ) p(x x )
2
+ O(x )
p(x ) =
2x

p i +1 p i 1
pi
2x
12

HCMUT

2
p(x ) =
+ O(x )
2
(x )

## which is usually written

p i +1 2p i + p i 1
"
pi
(x )2

13

Accuracy
HCMUT

## Getting the derivatives approximated

correctly is an important part of getting an
accurate numerical solution.
How accurate are these Taylor series
forms?

14

Accuracy
HCMUT

## Experiment with the spreadsheet to

learn for yourself how x and t
affect the accuracy of the derivative.
How accurate is a second derivative
term (space) ?
How accurate is a first derivative
term (time)?

15

Accuracy
HCMUT

## You can study the accuracy of the

derivatives (as a function of x) by
plotting the absolute error between the
true f(x) and the calculated f(x). [Also
f(x)]
You may want to consider using
logarithmic axes on these plots.

16

Accuracy
HCMUT

## You should have found that the space

derivative is O(x2) and the time
derivative is O(t).
Knowing this if you wanted to improve the
accuracy of your solution and could halve
either x or t which would you choose?

17

## Dr. Do Quang Khanh

Linear Reservoir
Constant Pressure Boundaries

HCMUT

ft
day
psi
1/psi
md
cp

p const
(left)

p const
(right)

2p
ct
p
2 =
x
0.00633k t

0
x
18

## Dr. Do Quang Khanh

Uni_Names
HCMUT

(ft^3/day)*cp/(md*ft*psi)
(md*ft*psi)/(cp*ft^3/day)

19

158.00836
0.00633

HCMUT

p
p
=
2
x
t
2

where =

ct
0.00633k

## First discretize the region on

interest over both space and time.
Xi-2

Xi-1

xi

Xi+1

Xi+2

t = t1 , t 2 , t 3 , ...
20

HCMUT

## Replace the analytical derivatives by numerical

approximations.
Central difference in space
Backward difference in time
Right now we are not stating what timestep (n or
n+1) the terms on the left are being evaluated.

n +1
i

pi +1 2 pi + pi 1
p p
=
2
t
(x )
21

n
i

HCMUT

t
t

x i-1

xi
22

x i+1

n+1

HCMUT

## An implicit solution scheme means that

the pressures at the nodes will be
evaluated at the new timestep (n+1) in
second derivative (space) term.
pin++11 2 pin +1 + pin+11
pin +1 pin
=
2
t
(x )
2
(
x )
=

0.00633k t

n +1
i +1

2p

n +1
i +1

(2 + ) p

n +1
i

(x )2

ct
n +1
i 1

+p

n +1
i
23

= p

n +1
i 1

= p

n +1
i

+p

n
i

n
i
Dr. Do Quang Khanh

Boundary Conditions
HCMUT

## We must specify the conditions of the left and right

boundaries
constant pressure
pi = const (I = 1 or n)
constant rate

p
Specity rate :
= const
x
p
= 0 is a " no flow" boundary
x
for example, p2 p1 = x const

or ,

p N p N 1 = x const
Dr. Do Quang Khanh

24

System of Equations
HCMUT

p1n +1

## = given left value

n +1
pnx

= given rightvalue

b1

a
2

c1
b2
a3

c2
b3

c3

a4

b4
a5

x d
1 1
x2 d 2
x = d
3 3
x4 d 4

c4 x5 d 5

b5
25

Thomas algorithm

Thomas Algorithm
HCMUT

## The problem Ax=b can be solved very efficiently

when A is a tridiagonal matrix. The matrix itself is not
stored. Only three vectors a,b and c are stored.
These hold the values on the matrix diagonals.
b1

a
2

c1
b2

c2

a3

b3

c3

a4

b4
a5
26

x d
1 1
x2 d 2
x = d
3 3
x4 d 4

c4 x5 d 5

b5
Dr. Do Quang Khanh

HCMUT

n : int, inp
a(n) : real, inp b(n) : real, inp c(n) : real, inp d(n) : real, inp
x(n) : real, out
Sub Thomas(a() As Double, b() As Double, c() As Double, _
d() As Double, x() As Double)
'Tridiagonal system of equations
Dim n As Integer, i As Integer
n = UBound(b)
ReDim w(n) As Double, g(n) As Double
w(1) = b(1)
g(1) = d(1) / w(1)
For i = 2 To n
w(i) = b(i) - a(i) * c(i - 1) / w(i - 1)
g(i) = (d(i) - a(i) * g(i - 1)) / w(i)
Next i
x(n) = g(n)
For i = n - 1 To 1 Step -1
x(i) = g(i) - c(i) * x(i + 1) / w(i)
Next i
End Sub
27
Dr. Do Quang Khanh

HCMUT

Sub VBA111()
' Linear reservoir: constant pressures at the two end points
Dim nx As Integer, nt As Integer, ipr As Integer

Program Structure

'Input
ReDim a(nx) As Double, b(nx) As Double, c(nx) As Double
ReDim d(nx) As Double, p(nx) As Double
'
dx = xlen / (nx - 1)
dt = tend / nt
alpha = phi * mu * ct / (0.00633 * k) * dx ^ 2 / dt
'Initialization
t=0
'Time steps
For it = 1 To nt
'make a, b, c, d,
Call Thomas(a, b, c, d, p)
Next it
End With
End Sub
28

HCMUT

## Discretize the region of interest

Discretize the diffusivity equation
Central difference in space
Forward difference in time

where =

2
(
x )
=
( p n +1 p n )

ct
0.00633k
29

## Finite Difference Template

HCMUT

t
n+1

t
n
t
t
x i-1

xi
30

x i+1

x
Dr. Do Quang Khanh

Explicit Solution
HCMUT

Explicit equations
Left boundary (i = 1)

(or no flow)

## Interior points (i = 2,,nx-1)

pin1 (2 ) pin + pin+1

pin +1

n +1
nx

## = given right value

31

(or no flow)
Dr. Do Quang Khanh

Stability
HCMUT

Implicit: stable
Explicit: at less than 2 it is unstable!
Ex: What is the maximum timestep that
we can take with the explicit FDE for the
following data:

32

HCMUT

## Linear Reservoir with Const. Press. Boundaries:

Suppose we have a sand packed core container 20ft
long. We pressure it with air at 100 psia. Then we open
valve on both ends to the atmospheric pressure, 14.7
psia. Consider the finite difference equation for this
flow problem in the following form:
n +1
i +1

n +1
i

2p

n +1
i 1

+p

=(p

n +1
i

p )
n
i

## Suppose we are using 5 grid points with a grid point on

each end. Fill in the table of the matrix coefficients and
right hand side for the first timestep. Include the
proper boundary conditions. Use exact values where
you can, but use the math symbols elsewhere.
34