8th ASCE Specialty Conference on Probabilistic Mechanics and Structural Reliability PMC2000-251

NONLINEAR STOCHASTIC DRILL-STRING VIBRATIONS

P.D. Spanos, Fellow ASCE

L. B. Ryon Chair, Rice University, Houston TX 77005
spanos@rice.edu

A.M. Chevallier
Graduate Student, Rice University, Houston TX 77005
acheval@rice.edu

Abstract

A study of downhole vibrations of drill-strings bottom-hole assemblies is undertaken. The lateral behavior
of the system is of interest. The nonlinear nature of the problem is addressed by considering a lateral clear-
ance between the drill-string and the borehole that induces a stiffening of the system when exceeded. The
stochastic input force is defined by its power spectral density and it is applied laterally to the bit. The method
of statistical linearization is used, nd expressions for computing the equivalent linear system of the bottom-
hole assembly are presented. The adopted procedure involves a prefiltering of the bit excitation to derive a
dynamic system under white-noise and colored white-noise excitations. Then, the Lyapunov equation for the
covariance of the linearized system is solved. Further, a Monte-Carlo simulation is conducted by means of
an auto-regressive moving-average digital filter, and the equations of motion are integrated by the Newmark
method. Numerical results pertaining to data obtained by measurement-while-drilling tools are presented.
The study facilitates the assessment of the appropriateness of the method of statistical linearization for “real
world” problems encountered even in conservative industrial applications such as drilling.

Introduction

Failure of rotary oilwell drilling downhole tools is one of the most prevalent drilling prob-
lems. Specifically, the lowest part of the string, called the Bottom-Hole Assembly (BHA),
is the region of most failures. Longitudinal, rotational and transverse vibrations are simul-
taneously present at the BHA, but lateral vibrations are considered the main cause of failure
(Chin 1994).
Downhole vibrational mechanisms are not fully understood, and despite the inherent stochas-
tic nature of BHA dynamics, only few theoretical models pursue a probabilistic approach
(Bogdanoff and Goldberg (1961), Skaugen (1987), Kotsonis and Spanos (1997)).
The paper considers the dynamic behavior of a BHA accounting for the presence of the
well borehole. The system excitation is taken as a stochastic force laterally applied to the
bit.

Mathematical Formulation of the Problem

A rotary oilwell drill-string is primarily composed of drill-pipes and drill-collars. Its role
is to convey a rotary downward motion to the drill-bit and to circulate the drilling fluid
(drilling mud). A typical drill-string can extend over several kilometers. The drill-pipes

Spanos and Chevallier 1

are thin-walled tubes that make up for the longest part of the string; they are driven into
the ground while their weight is partly supported by the drilling rig at the surface. The
drill-collars are heavy thick-walled tubes and constitute the lowest part of the string. They
are designed to apply the necessary Weight-On-Bit (WOB) to bore into the formation. The
BHA is essentially made of drill-collars and the drill-bit.

Drill-String Finite-Element Model

A finite-element model is derived for the dynamic lateral behavior of the BHA. The model
consists of linear elements with two degrees of freedom per node. The resulting system of
equations of motion for the BHA is

Mu (t) + Cu_ (t) + Ku(t) = g(t) ; (1)

where M, C, K are the system mass, damping and stiffness matrices, respectively, g t ()
( ) _ ( ) ( )
is the excitation applied to the system, and u t , u t , u t , are the displacement, velocity
and acceleration vectors, respectively.
Small slope assumptions are invoked and the Euler-Bernoulli beam theory is chosen to
derive the stiffness of the BHA. Basic equations are modified to account for the effect of
an axial load on the lateral displacements (Przemieniecki (1968), Spanos et al. (1997)).
This load permits the consideration of the WOB and results in a decrease of the natural
frequencies for compressible loads and a “stiffening” of the string for tensile loads.
A consistent mass matrix is utilized to represent the BHA mass. The formulation allows
for the consideration of added-mass effects due to the presence of drilling mud inside and
outside of the drill-string (Spanos et al. 1997).
Finally, Rayleigh damping is assumed for the BHA. That is,

C = M +  K ; (2)

where the coefficients  and  are appropriately selected to yield meaningful modal damp-
ing.

Well Borehole Consideration

The well borehole is accounted for as shown in figure (1). The BHA lateral displacement
is unconstrained until a clearance value a is exceeded. For nodes with lateral displacement
of magnitude larger than a, an additional spring is activated to model contact with the wall.
A Hertzian contact law is assumed, described by the equation
8
< k2 ( ui (t) a)3=2 if u 6 a
F(ui (t)) = 0 if a 6 ui 6 a ui (t) = 1; 3; 5; : : : ; N 1 :
:
k2 (ui (t) a) 3=2
if u > a
(3)
In equation (3), k2 is the rock Hertzian stiffness coefficient, and N is the total number of
degrees-of-freedom. Incorporating equation (3) into equation (1) yields

Mu (t) + Cu_ (t) + Ku(t) + F(u)(t) = g(t) : (4)

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 θ1 k2
k2
u1

θ2
k2 k2
u2

θi
k2 k2
ui

θn-1 k2
k2
un-1

θn k2
k2
un
Clearance Clearance
a a
u

0 Lateral displacement

Figure 1. Bottom-Hole Assembly Finite-Element Model for Lateral Behavior Considering

Well Borehole Contact

Excitation Model

The lateral excitation of the BHA depends strongly on the type of the drill-bit which is
used, which, in turn, depends on the kind of formation one bores into. Two major types of
bits are used by the drilling community, namely roller-cone and polycrystalline diamond
compact (PDC) bits. Brakel (1986) has presented spectra of lateral excitations induced
by either type. They most noticeably differ in their frequency content, as the excitations
induced by roller-cone bits tend to possess significant levels of energy over the entire range
[0 50]
; rad:s 1 , whereas PDC bits produce lateral excitations of frequency content centered
at the rotational driving frequency. In this context, excitations triggered by roller-cone bits
are modeled as band-limited white-noises, as shown in figure (2-a). By contrast, the lateral
()
excitations induced by PDC bits, g t , are modeled by passing a white-noise w t through ()
a second order filter
gt ( ) + _ ( ) + ( ) = ( )
g t Æg t w t ; (5)
whose parameters and Æ are selected based on field data. A spectrum corresponding
to the signal generated by equation (5) is shown in figure (2-b). It is assumed, for both
types of bits, that the excitation is a zero-mean, stationary process, and follows a normal
distribution.

Statistical Linearization – Covariance Matrix Solution Procedure

The statistical linearization method is next utilized to obtain an equivalent linear system of
the nonlinear equations of motion (4). The equivalent linear system is sought in the form

Mu (t) + Cu_ (t) + (K + Keq )u(t) = g(t) ; (6)

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 x 10
5 (a) Roller−Cone Bit x 10
7 (b) PDC Bit
4

5 3.5

Power Spectral Density (N2.s.rad−1)

Power Spectral Density (N .s.rad )

−1
4 3

2
2.5
3

2
2
1.5
1
1

0 0.5

−1 0
−50 0 50 −10 0 10
Frequency (rad.s−1) Frequency (rad.s−1)

Figure 2: Excitation PSD for BHA with a PDC Bit

where Keq is the equivalent linear system stiffness matrix (Roberts and Spanos (1990)).
Define a state vector z t as ()
 t
z(t) = u(t) u_ (t) g(t) g_ (t) : (7)

The linearized equation of motion (6) can be re-written in the first-order matrix equation
form
zt Fz t h t ; _( ) = ( ) + ( )
(8)
where 2 3
0 I 0 0
6 M 1 (K + Keq ) M 1C M 1
0 7
F = 64 0 0 0 I
7
5 ; (9)
0 0 Æ
and  t
h(t) = 0 0 0 w : (10)
Next, introduce the covariance matrix of the state vector z (t)
 
V = E z(t) zt (t) ; (11)

and the covariance matrix of the state excitation vector h (t)

 
!f (t;  ) = E h(t) ht ( ) = R Æ (t ) : (12)

The equation for V can be written as the Lyapunov matrix equation

F V + VF t + R = 0 ; (13)

which can be solved numerically to determine V (see, for instance, Beavers and Denman
(1975)).

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Nonlinear Time Domain Solution Procedure

The original nonlinear problem is next solved in the time domain using Monte-Carlo simu-
lations. Time histories compatible with the spectra corresponding to both types of drill-bits
are first generated by means of an auto-regressive moving-average digital filter (see, for
instance, Spanos and Zeldin (1998)). The generated time histories are then used as excita-
tions for the system, and the governing equations of motion are solved using a Newmark-
direct integration scheme (Bathe and Wilson (1976)).

Numerical Results

The drill-string is taken to have total length m : 0 . Drill-pipes have an outer diame- 13 (42 7 )
17 1 (6 75 )
ter (OD) of : cm : 00 and drill-collars have an OD of : cm 00 . The drill-string
00 . Elements in the finite-element model are taken of
20 3 (8 )
36
has an inside diameter of : cm 13 (2 )
0 65 (2 1 ) 10 (3 9 )
16
length : m : 0 and the lateral clearance a is cm : 00 .
The total system comprises elements. The top of the BHA is subject to a “clamped” 40
Boundary Condition (BC), and a stabilizer is placed at length : m from the top imposing 52
a “pinned” BC at that node; the bit has a “free” BC. The external force is applied laterally
to the bit.
Rayleigh damping is assumed and modal damping is selected between and for the 2% 10%
first five modes.
Figures (3) and (4) show results for numerical simulations regarding PDC and roller-cone
Normalized Std. Dev. of the Bit Lateral Displacement (m)

8
Monte−Carlo Simulations
Statistical Linearization

2
0 0.01 0.02 0.03 0.04 0.05 0.06 0.07
Normalized Wall Hertzian Stiffness

Figure 3: Results for BHA with a PDC bit

bits BHA’s, respectively. The results are normalized on the abscissa with respect to the co-
efficient in the original BHA stiffness matrix corresponding to the bit lateral displacement
23
elevated to the power = , and on the ordinate by the clearance a.
Results in the time domain reflect averaging over Monte-Carlo simulations, each of 250
which possesses over 1250 data points.
Figures (3) and (4) show that the two methods provide quite similar results. As the non-
linearity is increased, the statistical linearization eventually stops converging, as shown in
figure (4).

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 Normalized Std. Dev. of the Bit Lateral Displacement (m)
Monte−Carlo Simulations
Statistical Linearization
2.5

1.5

Statistical Linearization Does Not Converge ↑

0.5

0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
Normalized Wall Hertzian Stiffness

Figure 4: Results for BHA with a Roller-Cone bit

Conclusions
A finite-element model of a drill-string is used to study downhole lateral displacements of a
BHA. Consideration of the string-wall interaction introduces nonlinearity in the equations
of motion. The standard deviation of the lateral displacement of the drill-bit is obtained
first by defining an equivalent linear system and subsequently by means of Monte-Carlo
simulations. Results generated by both methods in conjunction with available field data,
are found in good agreement. Thus, this approach may be a viable tool for parameters
studies of commercial drilling systems.
Acknowledgements
The partial support of this work from a grant form the Department of Energy is gracefully acknowledged.

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