SPE 93691
Non-Upwind Versus Upwind Schemes for Hyperbolic Conservation Laws
in Porous Media
M.G. Edwards, SPE, U. of Wales
Copyright 2005, Society of Petroleum Engineers Inc.
This paper was prepared for presentation at the 2005 SPE Reservoir Simulation Symposium
held in Houston, Texas U.S.A., 31 January 2005 – 2 February 2005.
This paper was selected for presentation by an SPE Program Committee following review of
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Abstract
Standard reservoir simulation schemes employ upstream
weighting approximations of the multi-phase/multi-component
convective fluxes. The upstream definition depends upon the
direction of the local phase velocities.
This paper presents novel convective flow approximation
schemes in a non-upwind finite volume framework, which
avoids both upwinding and characteristic decomposition,
leading to a fundamental simplification of current methods.
Stable lower order and higher order monotonicity preserving
non-upwind approximations are developed.
The schemes are locally conservative and the formulation is
consistent in IMPES mode (or sequentially implicit mode),
with respect to sign change in wave velocity and mass
balance.
Comparisons between velocity upwinding and the non-upwind
schemes are presented for gravity segregated flow problems
where waves undergo sign changes.
Introduction
Standard reservoir simulation schemes employ single-point
upstream weighting [1] (a first order upwind scheme) for
approximation of the convective fluxes when multiple phases
or components are present. The definition of the upstream
schemes depends upon the direction of the local phase
velocities. Higher order upwind approximations have also
been developed [2-7].
The most successful high resolution schemes for systems of
hyperbolic conservation laws in terms of actual front
resolution, depend upon a characteristic decomposition of the
system. A survey of upwind schemes is given in [8].
Monotonicity preserving higher order Godunov schemes have
also been developed for reservoir simulation [2, 7]. These
schemes depend on characteristic decomposition when applied
to hyperbolic systems with multiple phases or components
present. The decomposition leads to optimal upwind schemes
with minimum dissipation due to upwinding being applied to
each independent characteristic wave component. However
the decomposition adds complexity compared to the standard
scheme as additional computation is required to account for
the decomposition matrices. Special treatment of stagnation
points or “sonic points” where eigenvalues change sign is also
required [2].
In this paper lower order and higher order non-upwind
schemes are presented. These schemes are designed to be
monotonicity preserving and have no upwind or upstream bias
within the approximation and are independent of characteristic
decomposition.
The schemes are formulated within a locally conservative
finite volume framework and avoid dependence upon a
characteristic decomposition by employing a form of Local
Lax-Friedrichs (LLF) based flux [9]. While the LLF schemes
are related to the far more diffusive basic Lax-Friedrichs (LF)
scheme, LLF schemes are less diffuse and rely on the local
maximum absolute eigenvalue of the hyperbolic system to
remove sign dependence from the definition of flux.
The sign independence of the non-upwind schemes provides a
consistency in IMPES mode (or sequentially implicit mode),
between the transport equation fluxes, the pressure equation
flux and mass balance, that is not guaranteed when using an
upwind scheme due to possible sign change in local wave
velocity between time steps.
Comparisons between standard velocity upwinding and the
non-upwind schemes are presented for gravity segregated flow
problems where waves undergo sign changes, which illustrate
advantages of the non-upwind formulation.
2 Michael G. Edwards SPE 93691

Flow Equations Locally Conservative Upwind Approximation

Without loss of generality in terms of the numerical methods First we shall consider schemes in one spatial dimension on a
applicability, the schemes presented here are illustrated with computational grid with discrete nodes xi = i∆x and time
respect to two phase and three component two phase flow
models, with unit porosity and where capillary pressure and t n = n∆t . Before moving to systems we briefly recall that for
dispersion are neglected. The conservation equations over Ω a scalar equation of the form
are written as
∂s ∂f ( s )
+ =0 4
∂S ∂F ∂G ∂t ∂x
∫
Ω ∂t ∫
dτ + ( +
Ω ∂x ∂y
) dτ = M p 1
the standard explicit first order upwind scheme can be written
where as

∆t n
F = (V1, CV1)T , sin +1 = sin − (f − f in−1 / 2 ) 5
∆x i +1 / 2
G = (V2 , CV2 )T
where the approximate interface flux is defined by
are the fluxes, (V1 ,V2 ) is the phase velocity vector (defined
1⎛ n
fin+1 / 2 = ⎜( f + f n ) − λi +1 / 2 ( sin+1 − sin ) ⎞⎟ 6
below), and S = ( S , SC )T , C = ( S , C )T are the vectors of 2 ⎝ i +1 i ⎠
conservative and primitive variables respectively, S is the where
miscible phase saturation and C the component concentration ⎧⎪ n ( sin+1 − sin ) > ε
fin ) /( sin+1 − sin )
in the miscible phase, M p is a specified phase flow rate. The λi +1 / 2 = ⎨( f i +1 −
⎪⎩ ∂f / ∂s ( sin+1 − sin ) ≤ ε
system considered here is comprised of an aqueous phase
(water and polymer concentration) together with an oil phase.
Phase quantities bear suffices a and o respectively. The This definition of wave speed ensures that shocks are captured
velocities are defined via Darcy’s law, where for the aqueous
with precision for any finite jump in si with λi +1 / 2 assuming
phase velocity
the Rankine-Hugoniot shock speed across a mesh interval. In
this form the first order scheme appears as a central scheme
Va = (V1, V2 ) = −λa K (∇φ + ρa g∇h ) and is comprised of a central difference in flux with a central
difference of a specific diffusion term. The scheme can be
In this work, the phase velocity is expressed in terms of total seen in its original upwind form by noting that for a positive
velocity VT = Va + Vo with wave speed the flux uses data to the left and reduces to
fin+1 / 2 = f ( sin ) , otherwise fin+1 / 2 = f ( sin+1) and the flux
Va = f ( VT − gλo ∆ρK∇h ) 2
uses data to the right as with single point upstream weighting.
where f = f ( S ) is the fractional flow, λa , λo are the phase While the definition of Eq's. 5, 6 does not require any explicit
mobilities and K is the permeability tensor. The saturation of sign dependence in the scheme, the upwind directions are
the remaining phase is deduced from the volume balance clearly detected. This explicit scheme is the most fundamental
equation, where saturations sum to unity. The incompressible scheme for scalar conservation laws in one dimension and is
flow condition leads to stable, locally conservative and monotonicity preserving
subject to a maximum CFL condition of unity. This scheme
∫ ∇ • VT dτ = M 3 also requires an entropy fix to disperse expansion shocks [8].

which together with Eq. 2 are used to determine pressure and
velocity. An incompressible two phase gas-oil system is also
considered in the results section. For further details of flow
equations see [1].
For the initial value problem (IVP) field data is prescribed. For
initial boundary value problems (IBVP), considered here in
two-dimensions, an initial flow field is prescribed together
with flux or pressure boundary values. Zero normal flow is
imposed on solid walls.
Systems of Hyperbolic Equations
In order to apply such a scheme to a system of hyperbolic
conservation laws of the form of Eq 1 the system is first
decomposed into characteristic form. First we consider the
system in one dimension. Decomposition is performed via the
transformation
∆ S = R∆ W 7
where R is the matrix of right eigen-vectors of the system
Jacobian matrix A = ∂F / ∂S and the matrix of eigenvalues
Λ is defined via
SPE 93691 Non-Upwind Versus Upwind Schemes for Hyperbolic Conservation Laws in Porous Media
Λ = R −1AR
and ∆S, ∆W represent the respective conservative and
characteristic variable increments. The upwind scheme is in
effect applied to each characteristic wave component and the
discrete system is recomposed into conservation form. The
first order scheme for a system can be written as
∆t n
Sin +1 = Sin − (f −fn ) 9
∆x i +1 / 2 i −1 / 2
with approximate flux defined by
= ⎛ (f n + f n ) − R Λ i +1 / 2 R −1(Sin+1 − Sin ) ⎞⎟
1
fn
i +1 / 2 2 ⎜⎝ i +1 i
⎠ 9. Note that the scheme is still locally conservative. The
provided the definition of the discrete eigenvalues Λ i +1 / 2
have an appropriate generalization of Eq. 6 such that
conservation and exact shock speed are maintained. The CFL
condition now applies with respect to the maximum
eigenvalue of the system. The appearance of the matrix of
eigenvectors Ri +1 / 2 in the system flux approximation is a
consequence of characteristic component upwinding. This
leads to an optimal diffusive operator in terms of numerical
diffusion provided the shock jump criteria can be satisfied for
the system in hand.
Locally Conservative Non-Upwind Schemes (1-D)
Lax-Friedrichs (LF): A well known scheme that is
monotonicity preserving and has no sign dependence is due to
Lax and Friedrichs, and takes the form
∆t n
Sin +1 = Sin − (f −fn )
2∆x i +1 i −1
1 variables, followed by recomposition to the conservative
+ (Sin+1 − 2Sin + Sin−1)
2
In practice this scheme is too diffusive. This is due to the extra
large coefficient of numerical diffusion that corresponds with
a CFL of unity even in the scalar case.
Local Lax-Friedrichs (LLF): A less diffusive scheme of this
type can be constructed by noting that if the matrix of
eigenvalues in Eq. 10 are proportional to the unit matrix (equal
eigenvalues) then the dependency of the discrete flux on the
matrix of eigenvectors is removed, leaving a much simpler
coefficient of artificial diffusion. A simpler scheme can be
constructed in this way by replacing the diagonal matrix of
absolute eigen-values Λ i +1 / 2 with the matrix
j 1
Λ LFi +1 / 2 = max max λi +1 / 2 I
[xL , x R ] j
where the maximum absolute eigen-value of the system over
the local interval [xi , xi +1] is used and multiplies the identity
3
matrix I. The maximum over the interval also ensures that the
8
entropy condition is satisfied by the LLF scheme. Such a
scheme has previously been proposed for the Euler equations
[9]. For the system considered here
Λ LFi +1 / 2 = max {max( ∂Va / ∂s , Va / s )}I
[xL , x R ]
The discrete flux then takes the simpler form
= ⎛ (f n + f n ) − Λ LFi +1 / 2 (Sin+1 − Sin ) ⎞⎟
1
fn
i +1 / 2 2 ⎜⎝ i +1 i
12
⎠
The flux of Eq. 12 is called the Local Lax-Friedrich flux LLF.
10 The non-upwind LLF scheme is then defined be Eq's. 12 and
crucial monotonicity preserving property of the scheme is
subject to the CFL condition, applied with respect to
maximum absolute eigenvalue over the field. Extension to
higher order accuracy is discussed in the next section. Since
the modulus of each eigenvalue in the diffusion operator is
replaced by the maximum absolute eigenvalue over the system
and local interval, it follows that the price to be paid for this
simplification is extra numerical diffusion when compared to
characteristic upwinding for a system. However, the LLF
scheme is always less diffusive than the original Lax-
Friedrichs scheme since the original scheme is based on a
uniformly maximum coefficient of diffusion which effectively
corresponds to having a unit CFL number in the coefficent of
numerical diffusion.
Higher Order Non-Upwind Schemes
In the scalar case a higher order approximation is applied to
the conservation variable. When an upwind scheme is applied
to a system the higher order approximation is typically
introduced wave by wave and applied to the characteristic
variables. In contrast, when using the discrete LLF flux Eq.
12, the extension to higher order accuracy is simpler to
achieve since the non-upwind system formulations have no
dependency upon characteristic variables in this definition of
flux. Consequently a higher order approximation can be
introduced for the left and right states respectively and be
expressed directly in terms of the conservative variables.
Alternatively the higher order expansions can also be applied
to other sets of variables such as primitive or characteristic
variables. In this work the primitive variables are selected.
In one dimension the scheme is expressed as a two-step
process. First the higher order states are defined using a
MUSCL formalism [10]. Higher order left and right hand side
states are obtained by expansions about the states L and R, viz
S L = Si + PΦ ( ri++1 / 2 )(Cin+1 − Cin )
11
2
13
S R = Si +1 − PΦ ( ri−+1 / 2 )(Cin+1 − Cin )
1
2
4 Michael G. Edwards
where Φ ( ri++1 / 2 ) and Φ ( ri−+1 / 2 ) are flux limiters, or in this
case slope limiters [10] and P is the transformation matrix
between conservative and primitive variables. The slope
limiters are functions of adjacent discrete gradients where
r+
= (Cin − Cin−1 ) /(Cin+1 − Cin ),
i +1 / 2
ri−+1 / 2 = (Cin+ 2 − Cin+1 ) /(Cin+1 − Cin )
The slope limiters constrain the expansions to ensure that the
higher order data remains monotonic. Details can be found in
[10, 7 and 11]. The above flux of Eq. 12 is now applied to the
higher order data so that the local Riemann problem is
resolved with a higher order flux of the form
fin+1 / 2 =
1
2
((f (S L ) + f (S R )) − Λ LFi +1 / 2 (S R − S L ))
The flux of Eq. 15 is now used to integrate the system via Eq.
9. The higher order spatial scheme as defined by Eq's 13-15
and 9 which uses first order forward-Euler time stepping. The
CFL condition of the scheme is dependent on the choice of
limiter, typically an upper limit of 1/2 is selected. Extension to
higher order time accuracy is achieved either by using the
scheme of [6] or with the second or third order monotonicity
preserving Runge-Kutta schemes of [12]. Note that the first
order flux is recovered if the limiters are set to zero.
Non-Upwind Schemes in Two Dimensions
The higher dimensional extension of the above scheme is
based on a generalization of the one dimensional discrete flux.
The flow equations Eq. 1 are integrated in space and time over
a discrete control-volume ΩCV with surface δΩCV by direct
use of the Gauss divergence theorem applied to yield a surface
integral of divergence
∫ΩCV (S(t + ∆t ) − S(t + ∆t ))dτ =
16
− ∫∆t ∫δΩCV (Fdy − Gdx )dt + ∫∆t M p dt
The discrete scheme is developed from Eq 16, space only
permits a brief summary here. The two-dimensional normal
flux ℑ = (F∆y − G∆x ) / ( ∆y , − ∆x ) is approximated in an
analogous form to Eq 15. Higher order states are defined using
a MUSCL based formalism [10], which essentially follows the
above 1-D principle applied relative to each control-volume
face. The higher order left and right hand side states are
obtained by Taylor expansions and as in 1-D the expansions
are constrained with slope limiters to ensure that the higher
order data remains monotonic. For a structured grid limiting is
performed in the co-ordinate directions. The limiting is based
on the Fromm limiter Φ ( r ) = min(2,2 r , (1 + r ) / 2) . Note as
before, that the first order flux is recovered if the limiters are
set to zero. Formal time integration is achieved as above,
employing either [6] or [12], without disturbing monotonicity
SPE 93691
subject to a reduced theoretical CFL limit in 2-D (as with
standard schemes), although here up to 1/2 is used. Discrete
approximations developed for general unstructured grids
comprised of quadrilateral and-or triangular cells will be
presented in a future report.
We note that the LLF formulation can also be used to simplify
14 the higher order Godunov scheme locally in the presence of
stagnation points (or if equal eigenvalues are detected),
however the details are beyond the scope of this paper. A
comparison between higher order LLF and higher order
Godunov is presented in [13].
Results
One Dimension
The schemes are first compared for gravity segregation with
15
reverse flow in one-dimension. Initial data consists of a
vertical aqueous phase column above an oil column of equal
volume (95% oil saturation) , separated by a diaphram which
is removed at time t=0. The heavier miscible phase moves
downwards, creating a shock followed by a constant state,
contact discontinuity (due to polymer) and rarefaction wave.
The oil moves upwards creating a shock at the opposite end of
the rarefaction. The computed and exact water saturation
solutions are shown in Fig’s 1-3 at time 1.25, (exact solution
solid line, computed using 100 nodes square symbol) with the
prescribed initial data S,C = 0.05, 0.1, x < 0.5 , S,C = 1.0, 0.7
otherwise.
A comparison between the basic first order Lax Friedrichs
scheme Fig.1 and the first order Local Lax Friedrichs Fig.2
demonstrates the additional diffusion inherent in the most
basic Lax Friedrichs approximation. While all first order
schemes fail to detect the contact, constant state and shock
caused by the miscible phase when using a grid of 100 nodes,
the additional diffusion of the basic Lax Friedrichs scheme
(Fig. 1) is clearly seen in comparison to Fig. 2. The higher
order (HO) LLF scheme result and the higher order velocity
upwind results are shown in Fig’s 3 and 4 respectively. The
comparison for water saturation shows that both the higher
order schemes resolve the two shocks and contact
discontinuity induced by the polymer concentration
discontinuity. However the HO velocity upwind scheme “over
squares” the base of the right moving shock leading to a local
trough in the solution Fig. 4. For velocity upwinding it is
necessary to employ a reduced limiter (less antidiffusion),
here the alternative Van Leer limiter Φ ( r ) = max(0,2r /(1 + r ))
is used. This has the effect of removing the trough, at the
expense of additional smearing of the left hand shock Fig. 6.
While both the higher order non-upwind LLF based scheme
and velocity upwind schemes achieve a considerable
improvement in front resolution compared to the first order
scheme, the LLF scheme yields the best overall results.
Two Dimensions
A gravity driven two-phase flow problem is used to compare
the new non-upwind formalism with standard velocity
upwinding in two dimensions. In this case the initial condition
SPE 93691 Non-Upwind Versus Upwind Schemes for Hyperbolic Conservation Laws in Porous Media
consists of an oil lens sitting on top of a shale barrier, in an
otherwise gas filled reservoir, with solid walls at the sides and
top boundaries, and pressure specified on the lower boundary,
the boundaries and initial interface are shown in Fig. 7.
All oil saturation contours are shown at the same output time
on a 32x32 mesh, where the shock due to the downward
moving (heavier) oil phase has formed followed by the
Buckley-Leverett expansion. The first order upwind result is
shown in Fig. 8. The higher order LLF scheme result is shown
in Fig. 9, where a CFL of 0.45 is used. The velocity upwind
scheme is only found to be stable for much smaller CFL
numbers. For example using a CFL of 1/3 that of LLF scheme,
the velocity upwind scheme is still found to be unstable, the
result (for CFL=0.15) is shown in Fig. 10. An instability above
the shale tip can be seen to be developing. In this case a stable
result using higher order upstream weighting on velocity could
only be obtained with a CFL of 1/10th that of the LLF scheme,
Fig. 11.
The higher order schemes are each able to detect the shock
and expansion about the shale corner. As in 1-D shocks are
again well resolved. The higher order LLF scheme result, Fig.
9, shows that the non-upwind scheme is able to capture the
key flow features. Comparison with the first order scheme
result Fig. 8, shows that the higher order schemes provide
improved resolution of the evolving shock front as the oil
flows from the shale. This is also confirmed by the
comparison between mass of oil remaining versus time curves
for the low and higher order schemes, Fig. 12. Where 1st order
is small dashed, LLF HO is large dashed, fine grid (reference
solution) is solid and velocity upwind HO is dash-dot. In this
case, while the higher order velocity upwind scheme can
produce a result of similar resolution to the new LLF scheme,
velocity upwinding is found to be much more sensitive.
Conclusions
A novel formalism is presented for hyperbolic conservation
laws in reservoir simulation. The scheme has the following
properties:
1) Upwinding and characteristic decomposition are
circumvented, leading to a fundamental simplification of
current methods.
2) A mathematical basis for stability and monotonicity is
retained while avoiding both upwinding and characteristic
decomposition.
3) Local conservation is maintained and the new formulation
offers consistency in IMPES mode (or sequentially implicit
mode), with respect to sign change in wave velocity and mass
balance.
Results are presented for gravity driven flows involving two
phase flow and three component two-phase flow, where the
wave direction changes sign (reverse flow). Both the one and
two dimensional results indicate that the non-upwind scheme
5
compares favorably both interms of robustness and resolution
over velocity upwinding.
Two dimensional gravity driven flow tests indicate that a
stable result can only be computed with velocity upwinding by
using 1/10th the CFL number of the LLF scheme. These
comparisons raise concerns about the robustness of velocity
upwinding when the saturation equations are updated
explicitly (IMPES) and the flow is predominantly gravity
driven or segregated with sign change in wave direction.
Finally it is noted that the new formulation offers the benefits
of being directly applicable to other systems of hyperbolic
conservation laws without requiring a characteristic
decomposition.
Nomenclature
CFL number = Distanced travelled in time step / grid step size
S saturation
C polymer concentration
f = f ( S ) fractional flow
S = ( S , SC )T vector of conservation variables
fn Control-volume face flux
i +1 / 2
λi +1 / 2 interface wave speed
A = ∂F / ∂S System Jacobian
Λ diagonal matrix of system eigenvalues of Jacobian
R matrix of system eigenvectors of Jacobian
λa aqueous phase mobility
λo oleic phase mobility
Va aqueous phase velocity
Vo oleic phase velocity
Acknowledgements
Support of EPSRC grant GR/S70968/01 is gratefully
acknowledged.
References
1. Aziz K and Settari A. “Petroleum Reservoir Simulation”
Applied Science Publishers, London, 1979
2. Bell J. B. Colella P. and Trangenstein J.A. “Higher Order
Godunov methods for general systems of hyperbolic
conservation laws.” J. Comput. Phys 82 1989 362-397.
3. Blunt M. J. and Rubin B. “Implicit Flux-Limiting Schemes
for Petroleum Reservoir Simulation”. J. Comput. Phys 102
1992 194-210.
4. Rubin B. and Edwards M.G. ''Extension of the TVD Mid-
Point Scheme to Higher Order Accuracy in Time'' SPE
25265 Twelfth SPE Reservoir Simulation Symposium, New
Orleans Louisiana USA, pp 375-386, Feb 28 - Mar 3 1993
5. Edwards M G. Delshad M. Pope G. A. and Sepehrnoori “A
High Resolution Method Coupled with Local Grid
refinement for Three Dimensional Aquifer Remediation” In
Situ, 23, 4, pp 333-377, 1999
6. Thiele M and Edwards M G “Physically Based Higher
Order Godunov Schemes for Compositional Simulation”
6 Michael G. Edwards SPE 93691

SPE 66403 SPE Reservoir Simulation Symposium Houston

TX USA 11-14 Feb 2001
7. Edwards M.G. "A Higher Order Godunov Scheme Coupled
With Dynamic Local Grid Refinement for Flow In a Porous
Medium" Comput. Methods. Appl. Mech. Engrg , Vol 131,
pp 287 - 308, 1996.
8. Godlewski E. and Raviart P. Numerical Approximation of
Hyperbolic Systems of Conservation Laws App. Math. Sci.
118 Springer-Verlag, New York. 1996
9. Liu X. D. and Osher S. "Convex ENO High Order Multi-
Dimensional Schemes without Field by Field
Decomposition or Staggered Grids" J. Comput. Phys 141,
1-27 1998
10. Van Leer B. “Towards the Ultimate Conservative
Difference Scheme, V. A second-order sequel to
Godunov’s method. J. Comput. Phys. 32 1979 101-136.
11. Sweby P. K. “High resolution Schemes using Flux Limiters
for Hyperbolic Conservation Laws” SIAM J. Numer. Anal.
21 1984 995-1011.
12. Shu C. W. and Osher S. Efficient Implementation of
Essentially Non-Oscillatory Shock Capturing Schemes
J.Comput. Phys, 77:439-471 1988.
13. Edwards M G “Non-Upwind Monotonicity Based Finite
Volume schemes for Hyperbolic Conservation Laws in
Porous Media” proc: 9th European Conference on the
Mathematics of Oil Recovery ECMOR IX Cannes France
30th Aug – 2nd Sept 2004

FIGURES NEXT PAGE FIGURES NEXT PAGE

SPE 93691 Non-Upwind Versus Upwind Schemes for Hyperbolic Conservation Laws in Porous Media 7

1 1

0.9 0.9

0.8
0.8

0.7
0.7
0.6
0.6
Sw

C
0.5
0.5
0.4
0.4
0.3
0.3
0.2
0.2
0.1
0.1
0 0.5 1 0 0.25 0.5 0.75 1
z z

FIG 1: (a) Saturation; Original 1st order LF FIG 1: (b) Concentration; Original 1st order LF

1 1

0.9 0.9

0.8 0.8

0.7
0.7
0.6
0.6
Sw

0.5
0.5
0.4
0.4
0.3
0.3
0.2

0.1 0.2

0 0.1
0 0.25 0.5 0.75 1 0 0.25 0.5 0.75 1
z z

FIG 2: (a) Saturation; 1st order LLF FIG 2: (b) Concentration; 1st order LLF
8 Michael G. Edwards SPE 93691

1 1

0.9 0.9

0.8 0.8

0.7 0.7

0.6 0.6
Sw

C
0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.25 0.5 0.75 1 0 0.25 0.5 0.75 1
z z

FIG 3: (a) Saturation; LLF HO (Fromm) FIG 3: (b) Concentration; LLF HO (Fromm)

1 1

0.9 0.9

0.8 0.8

0.7 0.7

0.6 0.6
Sw

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.25 0.5 0.75 1 0 0.25 0.5 0.75 1
z z

FIG 4: (a) Saturation FIG 4: (b) Concentration

Velocity Upwind HO-Fromm Velocity Upwind HO-Fromm
SPE 93691 Non-Upwind Versus Upwind Schemes for Hyperbolic Conservation Laws in Porous Media 9

1 1

0.9 0.9

0.8 0.8

0.7 0.7

0.6 0.6
Sw

C
0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.25 0.5 0.75 1 0 0.25 0.5 0.75 1
z z

FIG 5: (a) Saturation; LLF HO (Fromm) FIG 5: (b) Concentration; LLF HO (Fromm)

1 1

0.9 0.9

0.8 0.8

0.7 0.7

0.6 0.6
Sw

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.25 0.5 0.75 1 0 0.25 0.5 0.75 1
z z

FIG 6: (a) Saturation FIG 6: (b) Concentration

Velocity Upwind HO-VL Velocity Upwind HO-VL
10 Michael G. Edwards SPE 93691

oil

gas

Fig 7: Initial Data

Fig 8: 1st Order Upwind CFL=0.45 Fig 9: LLF HO CFL=0.45

Fig 10:Velocity Upwind HO, CFL=0.15 Fig 11: Velocity Upwind HO, CFL=0.04
SPE 93691 Non-Upwind Versus Upwind Schemes for Hyperbolic Conservation Laws in Porous Media 11

0.15

0.14
1st Order
0.13
LLF HO
0.12 Velocity HO
0.11 reference
Mo

0.1

0.09

0.08

0.07

0.06

0.05
0 10 20 30 40 50
pv
Time

Fig. 12 Oil V Time