A Nonlinear Stability Analysis for Difference Equations Using Semi-Implicit Mobility
Authors: Peaceman D.W. 
Published: December 2007

Abstract
The usual linearized stability analysis of the finite-difference solution for two-phase flow in porous media is not delicate enough to distinguish porous media is not delicate enough to distinguish between the stability of equations using semi-implicit mobility and those using completely implicit mobility. A nonlinear stability analysis is developed and applied to finite-difference equations using an upstream mobility that is explicit, completely implicit, or semi-implicit. The nonlinear analysis yields a sufficient (though not necessary) condition for stability. The results for explicit and completely implicit mobilities agree with those obtained by the standard linearized analysis; in particular, use of completely implicit mobility particular, use of completely implicit mobility results in unconditional stability. For semi-implicit mobility, the analysis shows a mild restriction that generally will not be violated in practical reservoir simulations. Some numerical results that support the theoretical conclusions are presented.

Introduction
Early finite-difference, Multiphase reservoir simulators using explicit mobility were found to require exceedingly small time steps to solve certain types of problems, particularly coning and gas percolation. Both these problems are characterized percolation. Both these problems are characterized by regions of high flow velocity. Coats developed an ad hoc technique for dealing with gas percolation, but a more general and highly successful approach for dealing with high-velocity problems has been the use of implicit mobility. Blair and Weinaug developed a simulator using completely implicit mobility that greatly relaxed the time-step restriction. Their simulator involved iterative solution of nonlinear difference equations, which considerably increased the computational work per time step. Three more recent papers introduced the use of semi-implicit mobility, which proved to be greatly superior to the fully implicit method with respect to computational effort, ease of use, and maximum permissible time-step size. As a result, semi-implicit mobility has achieved wide use throughout the industry.
However, this success has been pragmatic, with little or no theoretical work to justify its use. In this paper, we attempt to place the use of semi-implicit mobility on a sounder theoretical foundation by examining the stability of semi-implicit difference equations. The usual linearized stability analysis is not delicate enough to distinguish between the semi-implicit and completely implicit difference equation. A nonlinear stability analysis is developed that permits the detection of some differences between the stability of difference equations using implicit mobility and those using semi-implicit mobility.

DIFFERENTIAL EQUATIONS
The ideas to be developed may be adequately presented using the following simplified system: presented using the following simplified system: horizontal, one-dimensional, two-phase, incompressible flow in homogeneous porous media, with zero capillary pressure. A variable cross-section is included so that a variable flow velocity may be considered. The basic differential equations are
(1)
(2)
The total volumetric flow rate is given by
(3)
Addition of Eqs. 1 and 2 yields
=O
SPEJ
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