Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation

S. Geiger, Gabriel James Lord, A. Tambue

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20 Citations (Scopus)
31 Downloads (Pure)


The transport of chemically reactive solutes (e.g. surfactants, CO2 or dissolved minerals) is of fundamental importance to a wide range of applications in oil and gas reservoirs such as enhanced oil recovery and mineral scale formation. In this work, we investigate exponential time integrators, in conjunction with an upwind weighted finite volume discretisation in space, for the efficient and accurate simulation of advection–dispersion processes including non-linear chemical reactions in highly heterogeneous 3D oil reservoirs. We model sub-grid fluctuations in transport velocities and uncertainty in the reaction term by writing the advection–dispersion–reaction equation as a stochastic partial differential equation with multiplicative noise. The exponential integrators are based on the variation of constants solution and solve the linear system exactly. While this is at the expense of computing the exponential of the stiff matrix representing the finite volume discretisation, the use of real Léja point or the Krylov subspace technique to approximate the exponential makes these methods competitive compared to standard finite difference-based time integrators. For the deterministic system, we investigate two exponential time integrators, the second-order accurate exponential Euler midpoint (EEM) scheme and exponential time differencing of order one (ETD1). All our numerical examples demonstrate that our methods can compete in terms of efficiency and accuracy compared with standard first-order semi-implicit time integrators when solving (stochastic) partial differential equations that model mixing and chemical reactions in 3D heterogeneous porous media. Our results suggest that exponential time integrators such as the ETD1 and EEM schemes could be applied to typical 3D reservoir models comprising tens to hundreds of thousands unknowns.
Original languageEnglish
Pages (from-to)323-334
Number of pages12
JournalComputational Geosciences
Issue number2
Publication statusPublished - 1 Mar 2012


  • Advection–dispersion–reaction equations
  • Fast time stepping
  • SPDEs
  • Langevin equation
  • Sub-grid physics
  • Mixing and chemical reaction


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