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Accelerating iterative solution methods using reduced‐order models as solution predictors
Author(s) -
Markovinović R.,
Jansen J. D.
Publication year - 2006
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.1721
Subject(s) - iterative method , acceleration , reduction (mathematics) , subspace topology , iterative and incremental development , projection (relational algebra) , mathematics , mathematical optimization , computer science , algorithm , mathematical analysis , physics , geometry , software engineering , classical mechanics
We propose the use of reduced‐order models to accelerate the solution of systems of equations using iterative solvers in time stepping schemes for large‐scale numerical simulation. The acceleration is achieved by determining an improved initial guess for the iterative process based on information in the solution vectors from previous time steps. The algorithm basically consists of two projection steps: (1) projecting the governing equations onto a subspace spanned by a low number of global empirical basis functions extracted from previous time step solutions, and (2) solving the governing equations in this reduced space and projecting the solution back on the original, high dimensional one. We applied the algorithm to numerical models for simulation of two‐phase flow through heterogeneous porous media. In particular we considered implicit‐pressure explicit‐saturation (IMPES) schemes and investigated the scope to accelerate the iterative solution of the pressure equation, which is by far the most time‐consuming part of any IMPES scheme. We achieved a substantial reduction in the number of iterations and an associated acceleration of the solution. Our largest test problem involved 93 500 variables, in which case we obtained a maximum reduction in computing time of 67%. The method is particularly attractive for problems with time‐varying parameters or source terms. Copyright © 2006 John Wiley & Sons, Ltd.