VERSATILE, FULLY IMPLICIT, BLACK OIL SIMULATOR WITH VARIABLE BUBBLE-POINT OPTION.

The objective of this paper is to present a general description of the simulator and to describe in detail the numerical methods and specific programming techniques utilized. At the heart of the model is the variable bubble point formulation. This employs relatively complex Jacobian building routines and switching schemes. These are specially designed for efficiency and acceleration of convergence. The automatic timestep selector for thermal simulation presented by Sammon and Rubin has been modified to accommodate the substitution of variables in black oil simulation. Techniques for implementation of this timestep selector are presented. A series of tests are presented to compare the classical and the modified Newton-Raphson procedures and to illustrate the efficiency and stability of the model.