We present a fast marching method for reservoir simulation based on a
fractional flow formulation of two-phase, incompressible, immiscible flow
in two or three space dimensions. The method uses a fast marching level
set approach and is therefore considerably faster than conventional finite difference methods.
The fast marching approach compares favourably with a front tracking
method what regards speed and accuracy, but maintains
the advantage of being able to handle changing topologies of the front structure.