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Linear and Nonlinear Solvers for Simulating Multiphase Flow within Large-Scale Engineered Subsurface Systems

Simulation of multiphase flow in the subsurface is well-known to be computationally challenging. While there have been many studies that have explored approaches to overcoming these challenges, they often utilize relatively simple case studies. In this paper, we focus on the unique numerical challenges posed by modeling large-scale engineered subsurface systems, characterized by discrete features embedded in a heterogeneous natural subsurface setting. The man-made features such as shafts, tunnels, and barriers often cause multiple challenges in modeling the domain for multiphase porous media flow. This flow scenario can have a wide range of applications such as nuclear waste repositories, enhanced recovery of a petroleum reservoir, geothermal engineering, and carbon sequestration. An example of these severe numerical challenges is the case of performance assessment (PA) for Waste Isolation Pilot Plant (WIPP), the only operating deep geological repository in the US, which simulates extreme material properties of bedded salt rock formation and extreme contrast due to open excavation next to the formation. The models have extremes not only of permeability and porosity but also of the constitutive models needed for multiphase flow; additionally, they have process models like salt creep closure reducing porosity over time, fracturing in clay and anhydrite interbeds of the bedded salt, gas generation from the waste materials, and unintentional human borehole intrusions in some scenarios. Numerical simulations require the solution of coupled systems of nonlinear PDEs; in our work, we use the open-source simulator PFLOTRAN which is based on Finite Volume discretization. The solution of the nonlinear equations requires use of the Newton-Raphson iteration at each time step, which entails the solution of the linearized Jacobian system at each iteration. The effects of all the processes (i.e., large number of unknowns, highly nonlinear constitutive relations, large contrasts in material properties in short distances) lead to an ill-conditioned Jacobian matrix that severely challenges traditional linear solver, i.e., stabilized biconjugate gradient with block Jacobi incomplete LU preconditioner (BCGS-ILU) leading to non-convergence for traditional Newton-Raphson nonlinear solver causing unacceptably long computation time for each model. This paper presents linear solvers such as constrained pressure residual (CPR) two-stage preconditioner with alternate-block-factorization (ABF) and quasi- implicit pressure and explicit saturation (QIMPES) decouplers and flexible generalized residual solver (FGMRES). The new general-purpose nonlinear solver, Newton trust-region dogleg Cauchy (NTRDC), is also introduced to resolve extreme nonlinearities in the models. We demonstrate the effectiveness of each method relative to the default BCGS-Newton solver. The two best cases had nearly 50 times speed-up and achieved completion of a simulation in 14 hours that never completed due to non-convergence with the default solver. We also investigate the strong scalability of each method and discuss some of the deficiencies found for Block Jacobi preconditioner using parallel domain decomposition, and node packing effects of modern processor architecture.

Preconditioner, Nonlinear, Porous media, Multiphas↗

A Scalable Interior‐Point Gauss–Newton Method for PDE‐Constrained Optimization With Bound Constraints

Here, we present a scalable approach to solve a class of partial differential equation (PDE)‐constrained optimization problems with bound constraints. This approach utilizes a robust full‐space interior‐point (IP)‐Gauss–Newton optimization method. To cope with the poorly‐conditioned IP‐Gauss–Newton saddle‐point linear systems that need to be solved approximately, once per optimization step, we propose two spectrally related preconditioners. These preconditioners leverage the limited informativeness of data in regularized PDE‐constrained optimization problems. A block Gauss–Seidel preconditioner is proposed for the GMRES‐based solution of the IP‐Gauss–Newton linear systems. It is shown, for a large‐class of PDE‐ and bound‐constrained optimization problems, that the spectrum of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix is asymptotically independent of discretization and is not impacted by the ill‐conditioning that notoriously plagues interior‐point methods. We exploit symmetry of the IP‐Gauss–Newton linear systems and propose a regularization and log‐barrier Hessian preconditioner for the preconditioned conjugate gradient (PCG)‐based solution of the equivalent IP‐Gauss–Newton–Schur complement linear systems. The eigenvalues of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix, that are not equal to one, are identical to the eigenvalues of the regularization and log‐barrier Hessian preconditioned Schur complement matrix. The scalability of the approach is demonstrated on two example problems. The numerical solution of these optimization problems is shown to require a discretization independent number of IP‐Gauss–Newton linear solves. Furthermore, the linear systems are solved in a discretization and IP ill‐conditioning independent number of preconditioned Krylov subspace iterations. The parallel scalability of the preconditioner, achieved via algebraic multigrid component solvers when applicable, and the aforementioned algorithmic scalability permits a parallel scalable means to compute solutions of a large class of PDE‐ and bound‐constrained problems.

PDE-constrained optimization↗

A high accuracy/resolution spectral element/Fourier–Galerkin method for the simulation of shoaling non-linear internal waves and turbulence in long domains with variable bathymetry

A high-order hybrid continuous-Galerkin numerical method, designed for the simulation of non-linear, non -hydrostatic internal waves and turbulence in long computational domains with complex bathymetry, is presented. The spatial discretization in the non-periodic wave-propagating directions, utilizes the nodal spectral element method. Such a high-order element-based discretization allows the highly accurate representation of complex domain geometry along with the flexibility of concentrating resolution in areas of interest. Under the assumption of the normal-to-isobath propagation of non-linear internal waves, a third periodic direction is incorporated via a Fourier-Galerkin discretization. The distinct non-hydrostatic nature of non-linear internal waves and, any instabilities and turbulence therein, necessitates the numerically challenging solution of the pressure Poisson problem. A defining feature of this work is the application of a domain decomposition approach, combined with block-Jacobi/deflation-based preconditioning to the pressure Poisson problem. Such a combined approach is particularly suitable for the long high aspect-ratio complex domains of interest and enables the efficient high-accuracy reproduction of the non-hydrostatic dynamics of non-linear internal waves. Implementation details are also described in the context of the stability of the solver and its parallelization strategy. A series of benchmarks of increasing complexity demonstrate the robustness of the flow solver. The benchmarks culminate with the three-dimensional simulation of a convectively breaking mode-one non-linear internal wave over a realistic South-China-Sea bathymetric transect and background current/stratification profiles.

Deflation↗

Block encoding of the three-dimensional heterogeneous Poisson equation with application to fracture flow

Quantum linear system (QLS) algorithms offer the potential to solve large-scale linear systems exponentially faster than classical methods. However, applying QLS algorithms to real-world problems remains challenging due to issues such as state preparation, data loading, and efficient information extraction. In this work, we study the feasibility of applying QLS algorithms to solve discretized three-dimensional (3D) heterogeneous Poisson equations, with specific examples relating to groundwater flow through geologic fracture networks. We explicitly construct a block encoding for the 3D heterogeneous Poisson matrix by leveraging the sparse local structure of the discretized operator. While classical solvers benefit from preconditioning, we show that block encoding the system matrix and preconditioner separately does not improve the effective condition number that dominates the QLS run-time. This differs from classical approaches where the preconditioner and the system matrix can often be implemented independently. Nevertheless, due to the structure of the problem in three dimensions, the quantum algorithm achieves a run-time of 𝑂⁡(𝑁 2/3 polylog 𝑁 ⋅log (1/𝜖)), outperforming the best classical methods (with run times of 𝑂⁡(𝑁⁢log 𝑁 ⋅log (1/𝜖))) and offering exponential memory savings. These results highlight both the promise and limitations of QLS algorithms for practical scientific computing, and point to effective condition-number reduction as a key barrier in achieving quantum advantages.

58 GEOSCIENCES↗

Tusas: A fully implicit parallel approach for coupled phase-field equations

In this study, we develop a fully-coupled, fully-implicit approach for phase-field modeling of solidification in metals and alloys. Predictive simulation of solidification in pure metals and metal alloys remains a significant challenge in the field of materials science, as microstructure formation during the solidification process plays a critical role in the properties and performance of the solid material. Our simulation approach consists of a finite element spatial discretization of the fully-coupled nonlinear system of partial differential equations at the microscale, which is treated implicitly in time with a preconditioned Jacobian-free Newton-Krylov method. The approach is algorithmically scalable as well as efficient due to an effective preconditioning strategy based on algebraic multigrid and block factorization. We implement this approach in the open-source Tusas framework, which is a general, flexible tool developed in C++ for solving coupled systems of nonlinear partial differential equations. The performance of our approach is analyzed in terms of algorithmic scalability and efficiency, while the computational performance of Tusas is presented in terms of parallel scalability and efficiency on emerging heterogeneous architectures. We demonstrate that modern algorithms, discretizations, and computational science, and heterogeneous hardware provide a robust route for predictive phase-field simulation of microstructure evolution during additive manufacturing.

97 MATHEMATICS AND COMPUTING↗

Scalable preconditioning for the stabilized contact mechanics problem

We present a family of preconditioning strategies for the contact problem in fractured and faulted porous media. We combine low-order continuous finite elements to simulate the bulk deformation with piecewise constant Lagrange multipliers to impose the frictional contact constraints. This formulation is not uniformly inf-sup stable and requires stabilization. We improve previous work by Franceschini et al. (2020) by introducing a novel jump stabilization technique that requires only local geometrical and mechanical properties. We then design scalable preconditioning strategies that take advantage of the block structure of the Jacobian matrix using a physics-based partitioning of the unknowns by field type, namely displacement and Lagrange multipliers. The key to the success of the proposed preconditioners is a pseudo-Schur complement obtained by eliminating the Lagrange multiplier degrees of freedom, which can then be efficiently solved using an optimal multigrid method. Numerical results, including complex real-world problems, are presented to illustrate theoretical properties, scalability and robustness of the preconditioner. A comparison with other approaches available in the literature is also provided.

58 GEOSCIENCES↗

Some Experiences with Nonoverlapping Schur Complement Parallel Preconditioning for CFD Calculations

In this work we consider solving matrices which arise from the discretization of advection-diffusion field equations on arbitrary triangulated domains using stabilized numerical methods. The talk will discuss several candidate matrix preconditioning algorithms based on the 2 x 2 block factorization induced by an apriori partitioning of the triangulated domain. Application of the 2 x 2 block preconditioner requires the formation and inversion of the Schur complement submatrix. We consider several strategies for simplifying this task: incomplete Schur complement factorizations, drop tolerance element filling, Schur complement probing, and localized Schur complement inversion. Numerical results will be shown comparing performance and efficiency of these approximations. The matrix preconditioner has also been embedded into a Newton algorithm for solving the nonlinear Euler and Navier-Stokes equations governing compressible flow. The remainder of the talk will show numerous examples in CFD to demonstrate the efficiency and robustness of the techniques.

Barth, Timothy J.↗

On the Prediction of Surface Melt Over the Greenland Ice Sheet at NWP and S2S Timescales

Greenland surface melt “events” – encompassing large swaths of the ice sheet over approximately 4-10 day periods – have occurred with increasing frequency in the 21st Century. Surface processes are significant to the ice sheet’s overall contribution to sea level. In addition, the sudden onset of widespread surface melt produces hazardous conditions for researchers and for communities adjacent to the ice sheet. The mechanisms producing melt events, their associated large-scale forcing, and timescales of interest are highly variable and poorly understood. Here we examine the predictability of melt events in a numerical weather prediction system (NWP) and a subseasonal-to-seasonal system (S2S). The NASA Global Modeling and Assimilation Office forward processing (GMAO-FP) is an NWP system that incorporates an evolving, global hybrid 4D ensemble–variational (4DEnVar) data assimilation system and a state-of-the-art model that is run twice-daily with forecasts out to five and ten days. The GMAO S2S system is a hindcast-anomaly, coupled-model prediction system initialized with an atmospheric analysis, and in situ and satellite ocean data assimilation. Both systems represent ice sheet surface hydrology and snowpack processes. We examine the performance of the systems over the period 2018-2023, a span that includes approximately nine significant events, against analyses and satellite-derived melt extent. In addition to extent, we examine related conditions and their role in the melt forecast, including the onset of both omega and Rex atmospheric blocking patterns, sea surface temperatures, sea ice extent, water vapor transport, precipitation, and surface preconditioning. We further examine the tendency for false-alarm events in each system and assess reasons for the forecast performance. North Atlantic atmospheric blocking patterns leading to surface melt are well forecast by the NWP system out to around eight days, while the S2S system generally underestimates the magnitude of such events at monthly lead times. These systems suggest that while short term forecasts of ice sheet melt and melt events are relatively robust, S2S predictions of surface conditions are highly dependent on the ability of a coupled system to generate the short-term atmospheric conditions associated with surface melt events.

Richard Cullather↗

A Note on Substructuring Preconditioning for Nonconforming Finite Element Approximations of Second Order Elliptic Problems

In this paper an algebraic substructuring preconditioner is considered for nonconforming finite element approximations of second order elliptic problems in 3D domains with a piecewise constant diffusion coefficient. Using a substructuring idea and a block Gauss elimination, part of the unknowns is eliminated and the Schur complement obtained is preconditioned by a spectrally equivalent very sparse matrix. In the case of quasiuniform tetrahedral mesh an appropriate algebraic multigrid solver can be used to solve the problem with this matrix. Explicit estimates of condition numbers and implementation algorithms are established for the constructed preconditioner. It is shown that the condition number of the preconditioned matrix does not depend on either the mesh step size or the jump of the coefficient. Finally, numerical experiments are presented to illustrate the theory being developed.

Maliassov, Serguei↗

A Robust Locally Preconditioned Semi-Coarsening Multigrid Algorithm for the 2-D Navier-Stokes Equations

The goal of this thesis is to develop an efficient and robust locally preconditioned semi-coarsening multigrid algorithm for the two-dimensional Navier-Stokes equations. This thesis examines the performance of the multigrid algorithm with local preconditioning for an upwind-discretization of the Navier-Stokes equations. A block Jacobi iterative scheme is used because of its high frequency error mode damping ability. At low Mach numbers, the performance of a flux preconditioner is investigated. The flux preconditioner utilizes a new limiting technique based on local information that was developed by Siu. Full-coarsening and-semi-coarsening are examined as well as the multigrid V-cycle and full multigrid. The numerical tests were performed on a NACA 0012 airfoil at a range of Mach numbers. The tests show that semi-coarsening with flux preconditioning is the most efficient and robust combination of coarsening strategy, and iterative scheme - especially at low Mach numbers.

Cain, Michael D.↗

Fast inversion, preconditioned quantum linear system solvers, fast Green's-function computation, and fast evaluation of matrix functions

Preconditioning is the most widely used and effective way for treating ill-conditioned linear systems in the context of classical iterative linear system solvers. We introduce a quantum primitive called fast inversion, which can be used as a preconditioner for solving quantum linear systems. The key idea of fast inversion is to directly block encode a matrix inverse through a quantum circuit implementing the inversion of eigenvalues via classical arithmetics. We demonstrate the application of preconditioned linear system solvers for computing single-particle Green's functions of quantum many-body systems, which are widely used in quantum physics, chemistry, and materials science. We analyze the complexities in three scenarios: the Hubbard model, the quantum many-body Hamiltonian in the plane-wave-dual basis, and the Schwinger model. We also provide a method for performing Green's function calculation in second quantization within a fixed-particle manifold and note that this approach may be valuable for simulation more broadly. Aside from solving linear systems, fast inversion also allows us to develop fast algorithms for computing matrix functions, such as the efficient preparation of Gibbs states. Furthermore, we introduce two efficient approaches for such a task, based on the contour-integral formulation and the inverse transform, respectively.

97 MATHEMATICS AND COMPUTING↗

Algebraic Nonoverlapping Domain Decomposition Methods for Stabilized FEM and FV Discretizations

We consider preconditioning methods for convection dominated fluid flow problems based on a nonoverlapping Schur complement domain decomposition procedure for arbitrary triangulated domains. The triangulation is first partitioned into a number of subdomains and interfaces which induce a natural 2 x 2 partitioning of the p.d.e. discretization matrix. We view the Schur complement induced by this partitioning as an algebraically derived coarse space approximation. This avoids the known difficulties associated with the direct formation of an effective coarse discretization for advection dominated equations. By considering various approximations of the block factorization of the 2 x 2 system, we have developed a family of robust preconditioning techniques. A computer code based on these ideas has been developed and tested on the IBM SP2 using MPI message passing protocol. A number of 2-D CFD calculations will be presented for both scalar advection-diffusion equations and the Euler equations discretized using stabilized finite element and finite volume methods. These results show very good scalability of the preconditioner for various discretizations as the number of processors is increased while the number of degrees of freedom per processor is fixed.

Barth, Timothy J.↗

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part II: Nonlinearities and DAEs

Fully implicit Runge--Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic framework for solving the nonlinear equations that arise from IRK methods (and discontinuous Galerkin discretizations in time) applied to nonlinear numerical PDEs, including PDEs with algebraic constraints. Several new linearizations of the nonlinear IRK equations are developed, offering faster and more robust convergence than the often-considered simplified Newton, as well as an effective preconditioner for the true Jacobian if exact Newton iterations are desired. Inverting these linearizations requires solving a set of block 2 x 2 systems. Under quite general assumptions, it is proven that the preconditioned 2 x 2 operator's condition number is bounded by a small constant close to one, independent of the spatial discretization, spatial mesh, and time step, and with only weak dependence on the number of stages or integration accuracy. Moreover, the new method is built using the same preconditioners needed for backward Euler-type time stepping schemes, so can be readily added to existing codes. The new methods are applied to several challenging fluid flow problems, including the compressible Euler and Navier--Stokes equations, and the vorticity-streamfunction formulation of the incompressible Euler and Navier--Stokes equations. Up to 10th-order accuracy is demonstrated using Gauss IRK, while in all cases fourth-order Gauss IRK requires roughly half the number of preconditioner applications as required by standard Singly diagonally implicit Runge--Kutta methods.

97 MATHEMATICS AND COMPUTING↗

A scalable multidimensional fully implicit solver for Hall magnetohydrodynamics

We propose an optimally performant fully implicit algorithm for the Hall magnetohydrodynamics (HMHD) equations based on multigrid-preconditioned Jacobian-free Newton-Krylov methods. HMHD is a challenging system to solve numerically because it supports stiff fast dispersive waves. The preconditioner is formulated using an operator-split approximate block factorization (Schur complement), informed by physics insight. We use a vector-potential formulation (instead of a magnetic field one) to allow a clean segregation of the problematic $\nabla$ x $\nabla$ x operator in the electron Ohm's law subsystem. This segregation allows the formulation of an effective damped block-Jacobi smoother for multigrid. We demonstrate by analysis that our proposed block-Jacobi iteration is convergent and has the smoothing property. The resulting HMHD solver is verified linearly with wave propagation examples, and nonlinearly with the GEM challenge reconnection problem by comparison against another HMHD code. We demonstrate the excellent algorithmic and parallel performance of the algorithm up to 16384 MPI tasks in two dimensions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Implicit solvers for unstructured meshes

Implicit methods for unstructured mesh computations are developed and tested. The approximate system which arises from the Newton-linearization of the nonlinear evolution operator is solved by using the preconditioned generalized minimum residual technique. These different preconditioners are investigated: the incomplete LU factorization (ILU), block diagonal factorization, and the symmetric successive over-relaxation (SSOR). The preconditioners have been optimized to have good vectorization properties. The various methods are compared over a wide range of problems. Ordering of the unknowns, which affects the convergence of these sparse matrix iterative methods, is also investigated. Results are presented for inviscid and turbulent viscous calculations on single and multielement airfoil configurations using globally and adaptively generated meshes.

Venkatakrishnan, V.↗

Iterative solution techniques in boundary element analysis

Iterative techniques for the solution of the algebraic equations associated with the direct boundary element analysis (BEA) method are discussed. Continuum structural response analysis problems are considered, employing single- and multizone boundary element models with and without zone condensation. The impact on convergence rate and computer resource requirements associated with the sparse and blocked matrices, resulting in multizone BEA, is studied. Both conjugate gradient and generalized minimum residual preconditioned iterative solvers are applied for these problems and the performance of these algorithms is reported. Included is a quantification of the impact of the preconditioning utilized to render the boundary element matrices solvable by the respective iterative methods in a time competitive with direct methods.

Kane, J. H.↗

Implicit solvers for unstructured meshes

Implicit methods were developed and tested for unstructured mesh computations. The approximate system which arises from the Newton linearization of the nonlinear evolution operator is solved by using the preconditioned GMRES (Generalized Minimum Residual) technique. Three different preconditioners were studied, namely, the incomplete LU factorization (ILU), block diagonal factorization, and the symmetric successive over relaxation (SSOR). The preconditioners were optimized to have good vectorization properties. SSOR and ILU were also studied as iterative schemes. The various methods are compared over a wide range of problems. Ordering of the unknowns, which affects the convergence of these sparse matrix iterative methods, is also studied. Results are presented for inviscid and turbulent viscous calculations on single and multielement airfoil configurations using globally and adaptively generated meshes.

Venkatakrishnan, V.↗

Preconditioning matrices for the pseudospectral approximation of first-order operators

The behavior of the eigenvalues of preconditioning matrices for the pseudospectral approximation to the derivative operator has been analyzed in one and two dimensions. The one-dimensional analysis resulted in real and positive eigenvalues for the selected tridiagonal matrices. In the two-dimensional analysis, the eigenvalues of the selected block-diagonal matrices behaved well, but the preconditioner is full and therefore not suitable for applications. The Richardson scheme has been applied in the unpreconditioned as well as the preconditioned version to find the solution of the model problem.

Funaro, D.↗