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At least 19 records

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↗

Enhancing high-fidelity nonlinear solver with reduced order model

Abstract We propose the use of reduced order modeling (ROM) to reduce the computational cost and improve the convergence rate of nonlinear solvers of full order models (FOM) for solving partial differential equations. In this study, a novel ROM-assisted approach is developed to improve the computational efficiency of FOM nonlinear solvers by using ROM’s prediction as an initial guess. We hypothesize that the nonlinear solver will take fewer steps to the converged solutions with an initial guess that is closer to the real solutions. To evaluate our approach, four physical problems with varying degrees of nonlinearity in flow and mechanics have been tested: Richards’ equation of water flow in heterogeneous porous media, a contact problem in a hyperelastic material, two-phase flow in layered porous media, and fracture propagation in a homogeneous material. Overall, our approach maintains the FOM’s accuracy while speeding up nonlinear solver by 18–73% (through suitable ROM-assisted FOMs). More importantly, the proximity of ROM’s prediction to the solution space leads to the improved convergence of FOMs that would have otherwise diverged with default initial guesses. We demonstrate that the ROM’s accuracy can impact the computational efficiency with more accurate ROM solutions, resulting in a better cost reduction. We also illustrate that this approach could be used in many FOM discretizations (e.g., finite volume, finite element, or a combination of those). Since our ROMs are data-driven and non-intrusive, the proposed procedure can easily lend itself to any nonlinear physics-based problem.

97 MATHEMATICS AND COMPUTING↗

A DG-IMEX Method for Two-moment Neutrino Transport: Nonlinear Solvers for Neutrino–Matter Coupling

Neutrino-matter interactions play an important role in core-collapse supernova (CCSN) explosions as they contribute to both lepton number and/or four-momentum exchange between neutrinos and matter, and thus act as the agent for neutrino-driven explosions. Due to the multiscale nature of neutrino transport in CCSN simulations, an implicit treatment of neutrino-matter interactions is desired, which requires solutions of coupled nonlinear systems in each step of the time integration scheme. In this paper we design and compare nonlinear iterative solvers for implicit systems with energy coupling neutrino-matter interactions commonly used in CCSN simulations. Specifically, we consider electron neutrinos and antineutrinos, which interact with static matter configurations through the Bruenn 85 opacity set. The implicit systems arise from the discretization of a nonrelativistic two-moment model for neutrino transport, which employs the discontinuous Galerkin (DG) method for phase-space discretization and an implicit-explicit (IMEX) time integration scheme. In the context of this DG-IMEX scheme, we propose two approaches to formulate the nonlinear systems — a coupled approach and a nested approach. For each approach, the resulting systems are solved with Anderson-accelerated fixedpoint iteration and Newton’s method. The performance of these four iterative solvers has been compared on relaxation problems with various degree of collisionality, as well as proto-neutron star deleptonization problems with several matter profiles adopted from spherically symmetric CCSN simulations. Here, numerical results suggest that the nested Anderson-accelerated fixed-point solver is more efficient than other tested solvers for solving implicit nonlinear systems with energy coupling neutrino-matter interactions.

79 ASTRONOMY AND ASTROPHYSICS↗

thornado-transport: Anderson- and GPU-accelerated nonlinear solvers for neutrino-matter coupling

Algorithms for neutrino-matter coupling in core-collapse supernovae (CCSNe) are investigated in the context of a spectral two-moment model, which is discretized in space with the discontinuous Galerkin method, integrated in time with implicit-explicit (IMEX) methods, and implemented in the toolkit for high-order neutrino-radiation hydrodynamics (thornado). The model considers electron neutrinos and antineutrinos and tabulated opacities from Bruenn (1985), which includes neutrino-electron scattering and pair processes. The nonlinear system arising from implicit time discretization of the equations governing neutrino-matter coupling is iterated to convergence using Anderson-accelerated fixed-point methods, which avoid formation of Jacobians and inversion of dense linear systems. Numerical experiments show that, for a given tolerance, a nested iteration scheme which aims to reduce opacity evaluations can lower the computational cost. Our initial port to GPUs, using both OpenMP and OpenACC, shows an overall speedup of up to ~ 100× when compared to results using a single CPU core. These results indicate that the algorithms implemented in thornado are well-suited to GPU acceleration.

Laiu, Paul↗

PETSc/TAO Users Manual (Rev. 3.19)

This manual describes the use of the Portable, Extensible Toolkit for Scientific Computation (PETSc) and the Toolkit for Advanced Optimization (TAO) for the numerical solution of partial differential equations and related problems on high-performance computers. PETSc/TAO is a suite of data structures and routines that provide the building blocks for the implementation of large-scale application codes on parallel (and serial) computers. PETSc uses the MPI standard for all distributed memory communication. PETSc/TAO includes a large suite of parallel linear solvers, nonlinear solvers, time integrators, and opti mization that may be used in application codes written in Fortran, C, C++, and Python (via petsc4py; see Getting Started). PETSc provides many of the mechanisms needed within parallel application codes, such as parallel matrix and vector assembly routines. The library is organized hierarchically, enabling users to employ the level of abstraction that is most appropriate for a particular problem. By using techniques of object-oriented programming, PETSc provides enormous flexibility for users. PETSc is a sophisticated set of software tools; as such, for some users it initially has a much steeper learning curve than packages such as MATLAB or a simple subroutine library. In particular, for individuals without some computer science background, experience programming in C, C++, python, or Fortran and experience using a debugger such as gdb or lldb, it may require a significant amount of time to take full advantage of the features that enable efficient software use. However, the power of the PETSc design and the algorithms it incorporates may make the efficient implementation of many application codes simpler than “rolling them” yourself. For many tasks a package such as MATLAB is often the best tool; PETSc is not intended for the classes of problems for which effective MATLAB code can be written. There are several packages, built on PETSc, that may satisfy your needs without requiring directly using PETSc. We recommend reviewing these packages functionality before starting to code directly with PETSc. PETSc can be used to provide a “MPI parallel linear solver” in an otherwise sequential, or OpenMP parallel code. This approach cannot provide extremely large improvements in the application time by utilizing large numbers of MPI processes but can still improve the performance. Certainly all parts of a previously sequential code need not be parallelized but the matrix generation portion must be parallelized to expect true scalability to large numbers of MPI processes. See PCMPI for details on how to utilize the PETSc MPI linear solver server. Since PETSc is under continued development, small changes in usage and calling sequences of routines will occur. PETSc has been supported for twenty-five years; see mailing list information on our website for information on contacting support.

97 MATHEMATICS AND COMPUTING↗

PETSc/TAO Users Manual V.3.21

This manual describes the use of the Portable, Extensible Toolkit for Scientific Computation (PETSc) and the Toolkit for Advanced Optimization (TAO) for the numerical solution of partial differential equations (PDEs) and related problems on high-performance computers. PETSc/TAO is a suite of data structures and routines that provide the building blocks for implementing large-scale application codes on parallel (and serial) computers. PETSc uses the MPI standard for all distributed memory communication. PETSc/TAO includes a large suite of parallel linear solvers, nonlinear solvers, time integrators, and optimizers that may be used in application codes written in Fortran, C, C++, and Python (via petsc4py; see Getting Started ). The library is organized hierarchically, enabling users to employ the abstraction level most appropriate for a particular problem. By using techniques of object-oriented programming, PETSc provides enormous flexibility for users.

97 MATHEMATICS AND COMPUTING↗

Iterative methods in GPU-resident linear solvers for nonlinear constrained optimization

Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra methods are often inefficient. For example, methods for solving ill-conditioned linear systems have relied on conditional branching, which degrades performance on hardware accelerators such as graphical processing units (GPUs). To improve the efficiency of solving ill-conditioned systems, our computational strategy separates computations that are efficient on GPUs from those that need to run on traditional central processing units (CPUs). Our strategy maximizes the reuse of expensive CPU computations. Iterative methods, which thus far have not been broadly used for ill-conditioned linear systems, play an important role in our approach. In particular, we extend ideas from Arioli et al., (2007) to implement iterative refinement using inexact LU factors and flexible generalized minimal residual (FGMRES), with the aim of efficient performance on GPUs. In conclusion, we focus on solutions that are effective within broader application contexts, and discuss how early performance tests could be improved to be more predictive of the performance in a realistic environment.

97 MATHEMATICS AND COMPUTING↗

An aggregation-based nonlinear multigrid solver for two-phase flow and transport in porous media

A nonlinear multigrid solver for two-phase flow and transport in a mixed fractional-flow velocity-pressure-saturation formulation is proposed. The solver, which is under the framework of the full approximation scheme (FAS), extends our previous work on nonlinear multigrid for heterogeneous diffusion problems. The coarse spaces in the multigrid hierarchy are constructed by first aggregating degrees of freedom, and then solving some local flow problems. The mixed formulation and the choice of coarse spaces allow us to assemble the coarse problems without visiting finer levels during the solving phase, which is crucial for the scalability of multigrid methods. Specifically, a natural generalization of the upwind flux can be evaluated directly on coarse levels using the precomputed coarse flux basis vectors. We find that the resulting solver is applicable to problems discretized on general unstructured grids. The performance of the proposed nonlinear multigrid solver in comparison with the standard single level Newton's method is demonstrated through challenging numerical examples. It is observed that the proposed solver is robust for highly nonlinear problems and clearly outperforms Newton's method in the case of high Courant-Friedrichs-Lewy (CFL) numbers.

58 GEOSCIENCES↗

Implementing a unified solver for nonlinearly constrained optimization

SQP and interior-point methods (also referred to as Lagrange-Newton methods) typically share key algorithmic components, such as strategies for computing descent directions and mechanisms that promote global convergence. Building on this insight, we introduce a unifying framework with eight building blocks that abstracts the workflows of Lagrange-Newton methods. We then present Uno, a modular C++ solver that implements our unifying framework and allows the automatic combination of a wide range of strategies with no programming effort from the user. Uno is meant to (1) organize mathematical optimization strategies into a coherent hierarchy; (2) offer a wide range of efficient and robust methods that can be compared for a given instance; (3) enable researchers to experiment with novel optimization strategies; and (4) reduce the cost of development and maintenance of multiple optimization solvers. Uno’s software design allows user to compose new customized solvers for emerging optimization areas such as robust optimization or optimization problems with complementarity constraints, while building on reliable nonlinear optimization techniques. We demonstrate that Uno is highly competitive against state-of-the-art solvers filterSQP, IPOPT, SNOPT, MINOS, LANCELOT, LOQO, and CONOPT on a subset of 429 small problems from the CUTE collection. Uno is available as open-source software under the MIT license at https://github.com/cvanaret/Uno and via its C, Julia, Python, Fortran, and AMPL interfaces.

97 MATHEMATICS AND COMPUTING↗

Fast nonlinear iterative solver for an implicit, energy-conserving, asymptotic-preserving charged-particle orbit integrator

Here recently, an asymptotic-preserving (AP) particle orbit integrator has been proposed with remarkable properties including exact energy conservation, the ability to capture of all first-order drifts (including the ∇B-drift), the ability to capture trapped-passing boundaries with parallel velocity extremely close to the critical velocity, and the ability to transition from strongly to weakly magnetized spatial regions. The new AP orbit integrator is implicit, employing a Crank-Nicolson (CN) temporal discretization to ensure exact energy conservation. This, in turn, requires a local nonlinear iteration involving particle velocities and positions, and the local electromagnetic fields, to obtain the new-time solution. Ref. [1] did not attempt to provide an efficient solver for this system, and employed a brute-force GMRES-driven Jacobian-free Newton-Krylov (JFNK) solver to invert the particle orbit equations at every timestep for expediency. While JFNK is robust and reliable, it is also expensive and very intrusive for practical implementations of the method (it requires having the JFNK machinery available and solving a 6 x 6 Jacobian system iteratively once per iteration per particle).

97 MATHEMATICS AND COMPUTING↗

New Time Integrators and Capabilities in SUNDIALS Versions 6.2.0-7.4.0

SUNDIALS is a well-established numerical library that provides robust and efficient time integrators and nonlinear solvers. This article overviews several significant improvements and new features added over the last 3 years to support scientific simulations run on high-performance computing systems. Notably, three new classes of one-step methods have been implemented: low storage Runge–Kutta, symplectic partitioned Runge–Kutta, and operator splitting. In addition, we describe new timestep adaptivity support for multirate methods, adjoint sensitivity analysis capabilities for explicit Runge–Kutta methods, additional options for Anderson acceleration in nonlinear solvers, and improved error handling and logging.

Computer science↗

A Monte Carlo Thermal Radiative Transfer Solver with Nonlinear Elimination

Here in this paper, we present a new Monte Carlo method for solving the thermal radiative transfer (TRT) equations via the method of nonlinear elimination (NLEM). This method is inspired by the previous application of NLEM to thermal radiation diffusion. Our approach, called diffusion accelerated Implicit Monte Carlo (DAIMC), is a hybrid technique which combines a Monte Carlo method for solving a purely-absorbing transport equation and a diffusion solution that accounts for effective scattering, or absorption–reemission. The method aims to improve the implicitness of the traditional implicit Monte Carlo (IMC) method. We derive DAIMC generally for 3D Cartesian geometries, but in this paper, we present results and analysis in 1D slab geometry. These preliminary results indicate that DAIMC implementations may provide more accurate and robust TRT solutions than IMC in certain test problems.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Enabling New Flexibility in the SUNDIALS Suite of Nonlinear and Differential/Algebraic Equation Solvers

In recent years, the SUite of Nonlinear and DIfferential/ALgebraic equation Solvers (SUNDIALS) has been redesigned to better enable the use of application-specific and third-party algebraic solvers and data structures. Throughout this work, we have adhered to specific guiding principles that minimized the impact to current users while providing maximum flexibility for later evolution of solvers and data structures. The redesign was done through the addition of new linear and nonlinear solvers classes, enhancements to the vector class, and the creation of modern Fortran interfaces. The vast majority of this work has been performed “behind-the-scenes,” with minimal changes to the user interface and no reduction in solver capabilities or performance. These changes allow SUNDIALS users to more easily utilize external solver libraries and create highly customized solvers, enabling greater flexibility on extreme-scale, heterogeneous computational architectures.

97 MATHEMATICS AND COMPUTING↗