Identification of diffusion parameters in a nonlinear convection–diffusion equation using the augmented Lagrangian method

Numerical identification of diffusion parameters in a nonlinear convection–diffusion equation is studied. This partial differential equation arises as the saturation equation in the fractional flow formulation of the two-phase porous media flow equations. The forward problem is discretized with the finite difference method, and the identification problem is formulated as a constrained minimization problem. We utilize the augmented Lagrangian method and transform the minimization problem into a coupled system of nonlinear algebraic equations, which is solved efficiently with the nonlinear conjugate gradient method. Numerical experiments are presented and discussed. This work was partially supported by the Research Council of Norway (NFR), under grant 128224/431.     

基于扩展Lagrange乘子的Clough接触面模型及应用

双曲线接触面本构模型能比较真实地模拟堆石材料与混凝土面板间的接触关系,扩展Lagrange乘子法能比较精确地计算接触面间接触状态。在吸取Clough双曲线接触面本构关系应用于无厚度的Goodman单元和有厚度的Desai薄层单元的成功经验的基础上,将Clough双曲线接触面模型引入扩展Lagrange乘子法进行摩擦接触问题的求解。介绍了基于扩展Lagrange乘子法的序列二次规划法（SQP）提法,详细推导了在扩展Lagrange算法的非线性接触计算中引入Clough双曲线接触面本构关系的数值列式和实施步骤。数值算例和工程实例的计算结果证明该方法是成功的,能够比较真实地模拟堆石-混凝土墙（混凝土面板）之间的接触状态。     

Closed-loop reservoir management on the Brugge test case

This paper proposes an augmented Lagrangian method for production optimization in which the cost function to be maximized is defined as an augmented Lagrangian function consisting of the net present value (NPV) and all the equality and inequality constraints except the bound constraints. The bound constraints are dealt with using a trust-region gradient projection method. The paper also presents a way to eliminate the need to convert the inequality constraints to equality constraints with slack variables in the augmented Lagrangian function, which greatly reduces the size of the optimization problem when the number of inequality constraints is large. The proposed method is tested in the context of closed-loop reservoir management benchmark problem based on the Brugge reservoir setup by TNO. In the test, we used the ensemble Kalman filter (EnKF) with covariance localization for data assimilation. Production optimization is done on the updated ensemble mean model from EnKF. The production optimization resulted in a substantial increase in the NPV for the expected reservoir life compared to the base case with reactive control.     

New point-to-face contact algorithm for 3-D contact problems using the augmented Lagrangian method in 3-D DDA

This paper presents a new point-to-face contact algorithm for contacts between two polyhedrons with planar boundaries. A new discrete numerical method called three-dimensional discontinuous deformation analysis (3-D DDA) is used and formulations of normal contact submatrices based on the proposed algorithm are derived. The presented algorithm is a simple and efficient method and it can be easily coded into a computer program. This approach does not need to use an iterative algorithm in each time step to obtain the contact plane, unlike the ‘Common-Plane’ method applied in the existing 3-D DDA. In the present 3-D DDA method, block contact constraints are enforced using the penalty method. This approach is quite simple, but may lead to inaccuracies that may be large for small values of the penalty number. The penalty method also creates block contact overlap, which violates the physical constraints of the problem. These limitations are overcome by using the augmented Lagrangian method that is used for normal contacts in this research. This point-to-face contact model has been programmed and some illustrative examples are provided to demonstrate the new contact rule between two blocks. A comparison between results obtained by using the augmented Lagrangian method and the penalty method is presented as well.     

Minimum principle and related numerical scheme for simulating initial flow and subsequent propagation of liquefied ground

The problem of predicting the evolution of liquefied ground, modelled as a viscoplastic material, is addressed by combining a minimum principle for the velocity field, which characterizes such an evolution, and a time step integration procedure. Two different numerical schemes are then presented for the finite element implementation of this minimum principle, namely, the regularization technique and the decomposition‐co‐ordination method by augmented Lagrangian. The second method, which proves more accurate and efficient than the first, is finally applied to simulate the incipient flow failure and subsequent spreading of a liquefied soil embankment subject to gravity. The strong influence of liquefied soil residual shear strength on reducing the maximum amplitude of the ground displacement is particularly emphasized in such an analysis. Copyright © 2005 John Wiley & Sons, Ltd.     

Frictionless contact formulation for dynamic analysis of nonlinear saturated porous media based on the mortar method

A finite element algorithm for frictionless contact problems in a two‐phase saturated porous medium, considering finite deformation and inertia effects, has been formulated and implemented in a finite element programme. The mechanical behaviour of the saturated porous medium is predicted using mixture theory, which models the dynamic advection of fluids through a fully saturated porous solid matrix. The resulting mixed formulation predicts all field variables including the solid displacement, pore fluid pressure and Darcy velocity of the pore fluid. The contact constraints arising from the requirement for continuity of the contact traction, as well as the fluid flow across the contact interface, are enforced using a penalty approach that is regularised with an augmented Lagrangian method. The contact formulation is based on a mortar segment‐to‐segment scheme that allows the interpolation functions of the contact elements to be of order N. The main thrust of this paper is therefore how to deal with contact interfaces in problems that involve both dynamics and consolidation and possibly large deformations of porous media. The numerical algorithm is first verified using several illustrative examples. This algorithm is then employed to solve a pipe‐seabed interaction problem, involving large deformations and dynamic effects, and the results of the analysis are also compared with those obtained using a node‐to‐segment contact algorithm. The results of this study indicate that the proposed method is able to solve the highly nonlinear problem of dynamic soil–structure interaction when coupled with pore water pressures and Darcy velocity. Copyright © 2015 John Wiley & Sons, Ltd.     

On the Implementation of augmented Lagrangian method in the two‐dimensional discontinuous deformation Analysis

The discontinuous deformation analysis (DDA) is a discontinuum‐based method, which employs a penalty method to represent the contact between blocks. The penalty method is easy to be implemented in the program, but the contact constraint is only approximately satisfied. Penetrations between contacting blocks are unavoidable even if the penalty value is very large. To improve the contact precision in the DDA, an augmented Lagrangian method is introduced, which can make use of advantages of both the Lagrangian multiplier method and the penalty method. This paper provides a detailed implementation of the augmented Lagrangian method in the DDA program and compares it with the standard DDA on the computational efficiency and contact precision. Copyright © 2013 John Wiley & Sons, Ltd.     

Fully coupled poromechanical back analysis of the pulse test by inverse method

In this paper, we investigate the pulse test, which is usually considered as efficient for measuring the permeability of weakly permeable porous media. The pulse is first analyzed and we show that it is a fully poromechanical coupled problem. Owing to those couplings, the problem is 2D‐axisymmetrical, rather than 1D as is usually considered to be the case. As a consequence, the 1D solutions, for example under constant mean stress hypothesis, although giving good approximates of permeability and storage coefficient, are not rigorous and an enhanced back analysis of the test requires 2D solutions. Therefore, no analytical solution exists, and the problem has to be solved using 2D‐axisymmetrical numerical modelings of the pulse test. The finite element method is considered in this paper. We then proceed to formulate the pulse test back analysis as a parameter identification problem, and we focus on intrinsic permeability, Biot coefficient, drained Young's modulus and reservoir compressibility levels. This parameter identification problem is solved by an inverse method consisting of the minimization of a cost‐functional, through a gradient‐based algorithm. This new method of interpretation of the pulse test is finally applied to laboratory tests on Meuse/Haute–Marne argillite and is shown to give encouraging results. Copyright © 2010 John Wiley & Sons, Ltd.     

Lagrange multiplier-based domain decomposition methods for a non-linear sedimentary basin problem

We present two Lagrange multiplier-based domain decomposition methods for solving iteratively a non-linear sedimentary basin problem. Both methods are Uzawa-type algorithms derived from saddle point equations of Lagrangian and augmented Lagrangian functionals. Numerical experiments show that both methods are scalable with respect to the mesh size.     

利用有限单元伽勒金法反求非线性流情况下砾石层的渗透系数

地下水流问题的数字计算机的应用,现虽处于高度发展阶段,但在采用这种数学物理模型时,首先要知道含水层的导水性能。过去利用水位观察资料或抽水试验资料计算水文地质参数的方法,只能适用于简单的含水体系,由于高度复杂的地质体并且间隙水流为非线性的这类参数如何确定还没有解决,如果利用近期发展起来的有限单元法来反求参数是一种理想的选择,特别是与古典的伽勒金法结合起来,既可简化数学处理过程,并有利于解非线性流问题。古典的伽勒金法原来只能适用于简易的分析域,而且要求介质为均一,但与空间离散的有限单元法结合起来,还便于解非均质而且边界不规则的问题。     

Impact of time-lapse seismic data for permeability estimation

We consider the impact of using time-lapse seismic data in addition to production data for permeability estimation in a porous medium with multiphase fluid flows, such as a petroleum reservoir under water-assisted production. Since modeling seismic wave propagation in addition to modeling fluid flows in the reservoir is quite involved, it is assumed that the time-lapse seismic data have already been inverted into fluid saturation differences (pseudoseismic data). Because an inversion process often leads to considerable error growth, we will consider pseudoseismic data with large uncertainties. The impact of pseudoseismic data is assessed through permeability estimation with and without such data and through application of some uncertainty measures for the estimated parameters. A multiscale algorithm is used for the parameter estimations, so that potential differences in attainable permeability resolution will be easily revealed. The numerical examples clearly indicate that the permeability estimation problem is stabilized at a higher level of resolution when pseudoseismic data are applied in addition to production data, even if the pseudoseismic data have large associated uncertainties. Use of the parameter uncertainty measures confirm these results.     

Uncertainty in simulated groundwater-quality trends in transient flow

In numerical modeling of groundwater flow, the result of a given solution method is affected by the way in which transient flow conditions and geologic heterogeneity are simulated. An algorithm is demonstrated that simulates breakthrough curves at a pumping well by convolution-based particle tracking in a transient flow field for several synthetic basin-scale aquifers. In comparison to grid-based (Eulerian) methods, the particle (Lagrangian) method is better able to capture multimodal breakthrough caused by changes in pumping at the well, although the particle method may be apparently nonlinear because of the discrete nature of particle arrival times. Trial-and-error choice of number of particles and release times can perhaps overcome the apparent nonlinearity. Heterogeneous aquifer properties tend to smooth the effects of transient pumping, making it difficult to separate their effects in parameter estimation. Porosity, a new parameter added for advective transport, can be accurately estimated using both grid-based and particle-based methods, but predictions can be highly uncertain, even in the simple, nonreactive case.     

Numerical solution and convergence analysis of steam injection in heavy oil reservoirs

In this paper, the numerical methods for solving the problem of steam injection in the heavy oil reservoirs are presented. We consider a 3-dimensional model of 3-phase flow, oil, water, and steam, with the effect of 3-phase relative permeability. Interphase mass transfer of water and steam is considered; oil is assumed nonvolatile. We apply the simultaneous solution approach to solve the corresponding nonlinear discretized partial differential equation in the fully implicit form. The convergence of finite difference scheme is proved by the Rosinger theorem. The heuristic Jacobian-Free-Newton-Krylov (HJFNK) method is proposed for solving the system of algebraic equations. The result of this proposed numerical method is well compared with some experimental results. Our numerical results show that the first iteration of the full approximation scheme (FAS) provides a good initial guess for the Newton method. Therefore, we propose a new hybrid-FAS-HJFNK method while there is no steam in the reservoir. The numerical results show that the hybrid-FAS-HJFNK method converges faster than the HJFNK method.     

水工隧洞钢筋混凝土衬砌外水压力取值方法研究

外水压力是隧洞衬砌承受的主要荷载之一,也是控制其建设与运行或检修过程中衬砌结构安全的关键因素。目前外水压力的取值仍然以经验公式为主,存在很大的局限性和不准确性。首先分析对比了衬砌外水压力的折减系数法、理论解析方法和数值分析方法几种取值方法,然后进行了不同渗透环境和衬砌支护条件下的衬砌外水压力计算。结果表明,随着围岩渗透性和衬砌厚度的增大,衬砌外表面的水压力越大;对于渗流数值计算,模型范围应取距离隧洞中心不小于30倍洞径;考虑渗流场的时间效应,开挖完成10 d后隧洞的渗流场趋于稳定,衬砌支护20 d后衬砌外侧水压力分布趋于稳定。     

Optimal experimental design for reservoir property estimates in geothermal exploration

During geothermal reservoir development, drilling deep boreholes turns out to be extremely expensive and risky. Thus, it is of great importance to work out the details of suitable borehole locations in advance. Here, given a set of existing boreholes, we demonstrate how a sophisticated numerical technique called optimal experimental design helps to find a location of an additional exploratory borehole that reduces risk and, ultimately, saves cost. More precisely, the approach minimizes the uncertainty when deducing the effective permeability of a buried reservoir layer from a temperature profile measured in this exploratory borehole. In this paper, we (1) outline the mathematical formulation in terms of an optimization problem, (2) describe the numerical implementation involving various software components, and (3) apply the method to a 3D numerical simulation model representing a real geothermal reservoir in northern Italy. Our results show that optimal experimental design is conceptually and computationally feasible for industrial-scale applications. For the particular reservoir and the estimation of permeability from temperature, the optimal location of the additional borehole coincides with regions of high flow rates and large deviations from the mean temperature of the reservoir layer in question. Finally, the presentation shows that, methodologically, the optimization method can be generalized from estimating permeability to finding any other reservoir properties.     

An operator‐split ALE model for large deformation analysis of geomaterials

Analysis of large deformation of geomaterials subjected to time‐varying load poses a very difficult problem for the geotechnical profession. Conventional finite element schemes using the updated Lagrangian formulation may suffer from serious numerical difficulties when the deformation of geomaterials is significantly large such that the discretized elements are severely distorted. In this paper, an operator‐split arbitrary Lagrangian–Eulerian (ALE) finite element model is proposed for large deformation analysis of a soil mass subjected to either static or dynamic loading, where the soil is modelled as a saturated porous material with solid–fluid coupling and strong material non‐linearity. Each time step of the operator‐split ALE algorithm consists of a Lagrangian step and an Eulerian step. In the Lagrangian step, the equilibrium equation and continuity equation of the saturated soil are solved by the updated Lagrangian method. In the Eulerian step, mesh smoothing is performed for the deformed body and the state variables obtained in the updated Lagrangian step are then transferred to the new mesh system. The accuracy and efficiency of the proposed ALE method are verified by comparison of its results with the results produced by an analytical solution for one‐dimensional finite elastic consolidation of a soil column and with the results from the small strain finite element analysis and the updated Lagrangian analysis. Its performance is further illustrated by simulation of a complex problem involving the transient response of an embankment subjected to earthquake loading. Copyright © 2007 John Wiley & Sons, Ltd.     

考虑起始坡降双层地基的大应变非线性固结

天然软土成层分布特性及土中渗流存在起始水力坡降的现象已被人们熟知。但变荷载下能同时考虑黏土中起始水力坡降、软土非线性压缩渗透特性及大应变特性的双层地基固结理论还鲜见报道。在拉格朗日坐标系中建立以超静孔压为变量的双层软土地基大应变非线性固结模型并给出其有限差分解。通过与考虑起始水力坡降的单层地基大应变非线性固结数值计算结果对比,验证了差分解的可靠性。着重分析了上、下土层起始坡降无量纲参数R1、R2对双层地基固结性状的影响,分析在大应变与小应变假定下双层地基超静孔压消散及固结沉降变形的异同。结果表明：上层土无量纲参数R1对双层地基固结性状的影响程度较下层土无量纲参数R2显著;大应变假定下双层地基渗流前锋的下移速度要快于小应变假定下的移动速度;大应变假定下考虑起始水力坡降的双层软土地基超静孔压消散速率要比小应变假定下快,且大应变假定下考虑起始水力坡降的双层地基最终沉降量要比小应变假定下大。     

Stability analysis of slopes with general nonlinear failure criterion

The upper bound method of limit analysis of perfect plasticity is applied to stability problems of slopes with a general nonlinear failure criterion. Based on the upper bound method, a numerical procedure is suggested, which converts the complex system of differential equations to an initial value problem. Using this numerical procedure, an effective numerical method, called the inverse method, suitable for the solution of slope stability problems in soil mechanics with a general nonlinear failure criterion, is presented. A general nonlinear failure criterion for soils is also suggested, from which the effects of nonlinear failure parameters on the stability of slopes are discussed.     

基于压水试验的地层渗流场反分析

地下工程建设过程中,地下水分布以及岩体渗透参数确定至关重要。基于对解决欠定反分析问题的目标函数分析,通过利用适应度函数、地质统计原理和变差函数等优化,得到了解决地层渗透系数一类水文地质问题的罚函数,为解决欠定的反分析问题提供了一个优化评判准则,并结合粒子群算法建立优化反分析数学模型;提出利用压水试验钻孔水头变化反分析得到地层渗透系数的新方法。对南京地铁上元门车站,进行现场压水试验得到钻孔水头高度,利用经过罚函数优化的反分析数值计算获得地层渗透系数,对压水试验区域的电阻率跨孔CT探测验证了该方法区域上的正确性,该区域的钻孔原位渗透系数测试验证了该方法在数值上的准确性。结果表明,经过罚函数优化的反分析计算的准确率达到90%,说明该方法有助于得到全面的地层水文地质信息,对后续的治理具有指导作用,希望能对类似工程有一定的借鉴意义。