A posteriori error estimates and stopping criteria for space-time domain decomposition for two-phase flow between different rock types
The SMAI Journal of computational mathematics, Volume 5 (2019), pp. 195-227.

We consider two-phase flow in a porous medium composed of two different rock types, so that the capillary pressure field is discontinuous at the interface between the rocks. This is a nonlinear and degenerate parabolic problem with nonlinear and discontinuous transmission conditions on the interface. We first describe a space-time domain decomposition method based on the optimized Schwarz waveform relaxation algorithm (OSWR) with Robin or Ventcell transmission conditions. Complete numerical approximation is achieved by a finite volume scheme in space and the backward Euler scheme in time. We then derive a guaranteed and fully computable a posteriori error estimate that in particular takes into account the domain decomposition error. Precisely, at each iteration of the OSWR algorithm and at each linearization step, the estimate delivers a guaranteed upper bound on the error between the exact and the approximate solution. Furthermore, to make the algorithm efficient, the different error components given by the spatial discretization, the temporal discretization, the linearization, and the domain decomposition are distinguished. These ingredients are then used to design a stopping criterion for the OSWR algorithm as well as for the linearization iterations, which together lead to important computational savings. Numerical experiments illustrate the efficiency of our estimates and the performance of the OSWR algorithm with adaptive stopping criteria on a model problem in three space dimensions. Additionally, the results show how a posteriori error estimates can help determine the free Robin or Ventcell parameters.

Published online:
DOI: 10.5802/smai-jcm.47
Classification: 65M08, 65M15, 65M50, 65M55, 76S05
Keywords: two-phase Darcy flow, discontinuous capillary pressure, finite volume scheme, domain decomposition method, optimized Schwarz waveform relaxation, Robin and Ventcell transmission conditions, linearization, a posteriori error estimate, stopping criteria
Elyes Ahmed 1; Sarah Ali Hassan 2; Caroline Japhet 3; Michel Kern 4; Martin Vohralík 4

1 Inria, 2 rue Simone Iff, 75589 Paris, France Current address: Department of Mathematics, University of Bergen, Bergen, Norway
2 Inria, 2 rue Simone Iff, 75589 Paris, France & Université Paris-Est, CERMICS (ENPC), 77455 Marne-la-Vallée 2, France
3 Université Paris 13, Sorbonne Paris Cité, LAGA, CNRS (UMR 7539), 93430, Villetaneuse, France
4 Inria, 2 rue Simone Iff, 75589 Paris, France & Université Paris-Est, CERMICS (ENPC), 77455 Marne-la-Vallée, France
License: CC-BY-NC-ND 4.0
Copyrights: The authors retain unrestricted copyrights and publishing rights
@article{SMAI-JCM_2019__5__195_0,
     author = {Elyes Ahmed and Sarah Ali Hassan and Caroline Japhet and Michel Kern and Martin Vohral{\'\i}k},
     title = {A posteriori error estimates and stopping criteria  for space-time domain decomposition  for two-phase flow between different rock types},
     journal = {The SMAI Journal of computational mathematics},
     pages = {195--227},
     publisher = {Soci\'et\'e de Math\'ematiques Appliqu\'ees et Industrielles},
     volume = {5},
     year = {2019},
     doi = {10.5802/smai-jcm.47},
     language = {en},
     url = {https://smai-jcm.centre-mersenne.org/articles/10.5802/smai-jcm.47/}
}
TY  - JOUR
AU  - Elyes Ahmed
AU  - Sarah Ali Hassan
AU  - Caroline Japhet
AU  - Michel Kern
AU  - Martin Vohralík
TI  - A posteriori error estimates and stopping criteria  for space-time domain decomposition  for two-phase flow between different rock types
JO  - The SMAI Journal of computational mathematics
PY  - 2019
SP  - 195
EP  - 227
VL  - 5
PB  - Société de Mathématiques Appliquées et Industrielles
UR  - https://smai-jcm.centre-mersenne.org/articles/10.5802/smai-jcm.47/
DO  - 10.5802/smai-jcm.47
LA  - en
ID  - SMAI-JCM_2019__5__195_0
ER  - 
%0 Journal Article
%A Elyes Ahmed
%A Sarah Ali Hassan
%A Caroline Japhet
%A Michel Kern
%A Martin Vohralík
%T A posteriori error estimates and stopping criteria  for space-time domain decomposition  for two-phase flow between different rock types
%J The SMAI Journal of computational mathematics
%D 2019
%P 195-227
%V 5
%I Société de Mathématiques Appliquées et Industrielles
%U https://smai-jcm.centre-mersenne.org/articles/10.5802/smai-jcm.47/
%R 10.5802/smai-jcm.47
%G en
%F SMAI-JCM_2019__5__195_0
Elyes Ahmed; Sarah Ali Hassan; Caroline Japhet; Michel Kern; Martin Vohralík. A posteriori error estimates and stopping criteria  for space-time domain decomposition  for two-phase flow between different rock types. The SMAI Journal of computational mathematics, Volume 5 (2019), pp. 195-227. doi : 10.5802/smai-jcm.47. https://smai-jcm.centre-mersenne.org/articles/10.5802/smai-jcm.47/

[1] Elyes Ahmed; Sarah Ali Hassan; Caroline Japhet; Michel Kern; Martin Vohralík A posteriori error estimates and stopping criteria for space-time domain decomposition for two-phase flow between different rock types (2017) (https://hal.inria.fr/hal-01540956)

[2] Elyes Ahmed; Jérôme Jaffré; Jean E. Roberts A reduced fracture model for two-phase flow with different rock types, Math. Comput. Simulation, Volume 137 (2017), pp. 49-70 | DOI | MR

[3] Elyes Ahmed; Caroline Japhet; Michel Kern Global-in-time domain decomposition for a nonlinear diffusion problem (2019) (https://hal.inria.fr/hal-02263280, accepted in the Proceedings of the 25th International Conference on Domain Decomposition Methods)

[4] Elyes Ahmed; Caroline Japhet; Michel Kern Space-time domain decomposition for two-phase flow between different rock types (2019) (https://hal.inria.fr/hal-02275690)

[5] Clarisse Alboin; Jérôme Jaffré; Jean E. Roberts; Xuewen Wang; Christophe Serres Domain decomposition for some transmission problems in flow in porous media, Numerical treatment of multiphase flows in porous media (Beijing, 1999) (Lecture Notes in Physics), Volume 552, Springer, 2000, pp. 22-34 | DOI | MR | Zbl

[6] Sarah Ali Hassan; Caroline Japhet; Michel Kern; Martin Vohralík A posteriori stopping criteria for optimized Schwarz domain decomposition algorithms in mixed formulations, Comput. Methods Appl. Math., Volume 18 (2018) no. 3, pp. 495-519 | DOI | MR | Zbl

[7] Sarah Ali Hassan; Caroline Japhet; Martin Vohralík A posteriori stopping criteria for space-time domain decomposition for the heat equation in mixed formulations, Electron. Trans. Numer. Anal., Volume 49 (2018), pp. 151-181 | DOI | MR | Zbl

[8] Boris Andreianov; Konstantin Brenner; Clément Cancès Approximating the vanishing capillarity limit of two-phase flow in multi-dimensional heterogeneous porous medium, ZAMM, Z. Angew. Math. Mech., Volume 94 (2014) no. 7-8, pp. 655-667 | DOI | MR | Zbl

[9] Mario Arioli; Daniel Loghin; Andrew J. Wathen Stopping criteria for iterations in finite element methods, Numer. Math., Volume 99 (2005) no. 3, pp. 381-410 | DOI | MR | Zbl

[10] Khalid Aziz; Antonín Settari Petroleum Reservoir Simulation, Applied Science Publishers, 1979

[11] Roland Becker; Claes Johnson; Rolf Rannacher Adaptive error control for multigrid finite element methods, Computing, Volume 55 (1995) no. 4, pp. 271-288 | DOI | MR

[12] Daniel Bennequin; Martin J. Gander; Laurence Halpern A homographic best approximation problem with application to optimized Schwarz waveform relaxation, Math. Comput., Volume 78 (2009) no. 265, pp. 185-223 | DOI | MR | Zbl

[13] Heiko Berninger; Sébastien Loisel; Oliver Sander The 2-Lagrange multiplier method applied to nonlinear transmission problems for the Richards equation in heterogeneous soil with cross points, SIAM J. Sci. Comput., Volume 36 (2014) no. 5, p. A2166-A2198 | DOI | MR | Zbl

[14] Michiel Bertsch; Roberta Dal Passo; Cornelis J. Van Duijn Analysis of oil trapping in porous media flow, SIAM J. Math. Anal., Volume 35 (2003) no. 1, pp. 245-267 | DOI | MR | Zbl

[15] Konstantin Brenner; Clément Cancès; Danielle Hilhorst Finite volume approximation for an immiscible two-phase flow in porous media with discontinuous capillary pressure, Comput. Geosci., Volume 17 (2013) no. 3, pp. 573-597 | DOI | MR | Zbl

[16] Filipa Caetano; Martin J. Gander; Laurence Halpern; Jérémie Szeftel Schwarz waveform relaxation algorithms for semilinear reaction-diffusion equations, Netw. Heterog. Media, Volume 5 (2010) no. 3, pp. 487-505 | DOI | MR | Zbl

[17] Clément Cancès Nonlinear parabolic equations with spatial discontinuities, NoDEA, Nonlinear Differ. Equ. Appl., Volume 15 (2008) no. 4-5, pp. 427-456 | DOI | MR | Zbl

[18] Clément Cancès Finite volume scheme for two-phase flows in heterogeneous porous media involving capillary pressure discontinuities, M2AN Math. Model. Numer. Anal., Volume 43 (2009) no. 5, pp. 973-1001 | DOI | Numdam | MR | Zbl

[19] Clément Cancès; Thierry Gallouët; Alessio Porretta Two-phase flows involving capillary barriers in heterogeneous porous media, Interfaces Free Bound., Volume 11 (2009) no. 2, pp. 239-258 | DOI | MR | Zbl

[20] Clément Cancès; Iuliu Sorin Pop; Martin Vohralík An a posteriori error estimate for vertex-centered finite volume discretizations of immiscible incompressible two-phase flow, Math. Comput., Volume 83 (2014) no. 285, pp. 153-188 | DOI | MR | Zbl

[21] Guy Chavent; Jérôme Jaffré Mathematical models and finite elements for reservoir simulation, Studies in Mathematics and Its Applications, 17, North-Holland, 1986 | Zbl

[22] Daniele A. Di Pietro; Eric Flauraud; Martin Vohralík; Soleiman Yousef A posteriori error estimates, stopping criteria, and adaptivity for multiphase compositional Darcy flows in porous media, J. Comput. Phys., Volume 276 (2014), pp. 163-187 | DOI | MR | Zbl

[23] Daniele A. Di Pietro; Martin Vohralík; Soleiman Yousef Adaptive regularization, linearization, and discretization and a posteriori error control for the two-phase Stefan problem, Math. Comput., Volume 84 (2015) no. 291, pp. 153-186 | DOI | MR | Zbl

[24] Guillaume Enchéry; R. Eymard; Anthony Michel Numerical approximation of a two-phase flow problem in a porous medium with discontinuous capillary forces, SIAM J. Numer. Anal., Volume 43 (2006) no. 6, pp. 2402-2422 | DOI | MR | Zbl

[25] Alexandre Ern; Martin Vohralík A posteriori error estimation based on potential and flux reconstruction for the heat equation, SIAM J. Numer. Anal., Volume 48 (2010) no. 1, pp. 198-223 | DOI | MR | Zbl

[26] Alexandre Ern; Martin Vohralík Adaptive inexact Newton methods with a posteriori stopping criteria for nonlinear diffusion PDEs, SIAM J. Sci. Comput., Volume 35 (2013) no. 4, p. A1761-A1791 | DOI | MR | Zbl

[27] Robert Eymard; Thierry Gallouët; Raphaèle Herbin Finite volume methods, Handbook of Numerical Analysis, Vol. VII, North-Holland, 2000, pp. 713-1020 | DOI | MR | Zbl

[28] Robert Eymard; Thierry Gallouët; Raphaèle Herbin Finite volume approximation of elliptic problems and convergence of an approximate gradient, Appl. Numer. Math., Volume 37 (2001) no. 1-2, pp. 31-53 | DOI | MR

[29] Martin J. Gander Optimized Schwarz methods, SIAM J. Numer. Anal., Volume 44 (2006) no. 2, pp. 699-731 | DOI | MR | Zbl

[30] Martin J. Gander; Laurence Halpern; Frédéric Nataf Optimal Schwarz waveform relaxation for the one dimensional wave equation, SIAM J. Numer. Anal., Volume 41 (2003) no. 5, pp. 1643-1681 | DOI | MR | Zbl

[31] Benjamin Ganis; Kundan Kumar; Gergina Pencheva; Mary F. Wheeler; Ivan Yotov A global Jacobian method for mortar discretizations of a fully implicit two-phase flow model, Multiscale Model. Simul., Volume 12 (2014) no. 4, pp. 1401-1423 | DOI | MR | Zbl

[32] Florian Haeberlein; Laurence Halpern; Anthony Michel Newton-Schwarz optimised waveform relaxation Krylov accelerators for nonlinear reactive transport, Domain decomposition methods in science and engineering XX (Lect. Notes Comput. Sci. Eng.), Volume 91, Springer, 2013, pp. 387-394 | DOI | MR

[33] Laurence Halpern; Florence Hubert A finite volume Ventcell-Schwarz algorithm for advection-diffusion equations, SIAM J. Numer. Anal., Volume 52 (2014) no. 3, pp. 1269-1291 | DOI | MR | Zbl

[34] Rainer Helmig Multiphase Flow and Transport Processes in the Subsurface, Springer, 1997 | Zbl

[35] Thi-Thao-Phuong Hoang; Jérôme Jaffré; Caroline Japhet; Michel Kern; Jean E. Roberts Space-time domain decomposition methods for diffusion problems in mixed formulations, SIAM J. Numer. Anal., Volume 51 (2013) no. 6, pp. 3532-3559 | DOI | MR | Zbl

[36] Thi-Thao-Phuong Hoang; Caroline Japhet; Michel Kern; Jean E. Roberts, Decomposition Methods in Science and Engineering XXII (Lecture Notes in Computational Science and Engineering), Volume 104 (2016), pp. 531-540 | DOI | MR

[37] Caroline Japhet; Frédéric Nataf The best interface conditions for domain decomposition methods: absorbing boundary conditions, Absorbing Boundaries and Layers, Domain Decomposition Methods, Nova Sci. Publ., 2001, pp. 348-373 | MR

[38] Pavel Jiránek; Zdeněk Strakoš; Martin Vohralík A posteriori error estimates including algebraic error and stopping criteria for iterative solvers, SIAM J. Sci. Comput., Volume 32 (2010) no. 3, pp. 1567-1590 | DOI | MR | Zbl

[39] Hanyu Li; Mary F. Wheeler Sequential Refinement Solver using Space-Time Domain Decomposition for Non-linear Multiphase Flow Problems (2019) (https://arxiv.org/abs/1901.09436)

[40] Knut-Andreas Lie; Stein Krogstad; Ingeborg S. Ligaarden; Jostein R. Natvig; Halvor M. Nilsen; Bård Skaflestad Open source MATLAB implementation of consistent discretisations on complex grids, Comput. Geosci., Volume 16 (2012) no. 2, pp. 297-322 | DOI | Zbl

[41] Véronique Martin An optimized Schwarz waveform relaxation method for the unsteady convection diffusion equation in two dimensions, Appl. Numer. Math., Volume 52 (2005) no. 4, pp. 401-428 | DOI | MR | Zbl

[42] Ricardo H. Nochetto; Alfred Schmidt; Claudio Verdi A posteriori error estimation and adaptivity for degenerate parabolic problems, Math. Comput., Volume 69 (2000) no. 229, pp. 1-24 | DOI | Numdam | MR | Zbl

[43] Jan Papež; Ulrich Rüde; Martin Vohralík; Barbara Wohlmuth Sharp algebraic and total a posteriori error bounds for h and p finite elements via a multilevel approach (2017) (https://hal.inria.fr/hal-01662944, submitted for publication)

[44] Jan Papež; Zdeněk Strakoš; Martin Vohralík Estimating and localizing the algebraic and total numerical errors using flux reconstructions, Numer. Math., Volume 138 (2018) no. 3, pp. 681-721 | DOI | MR | Zbl

[45] Gergina Pencheva; Martin Vohralík; Mary F. Wheeler; Tim Wildey Robust a posteriori error control and adaptivity for multiscale, multinumerics, and mortar coupling, SIAM J. Numer. Anal., Volume 51 (2013) no. 1, pp. 526-554 | DOI | MR | Zbl

[46] Valentine Rey; Pierre Gosselet; Christian Rey Strict lower bounds with separation of sources of error in non-overlapping domain decomposition methods, Internat. J. Numer. Methods Engrg., Volume 108 (2016) no. 9, pp. 1007-1029 | DOI | MR | Zbl

[47] Valentine Rey; Christian Rey; Pierre Gosselet A strict error bound with separated contributions of the discretization and of the iterative solver in non-overlapping domain decomposition methods, Comput. Methods Appl. Mech. Engrg., Volume 270 (2014), pp. 293-303 | DOI | MR | Zbl

[48] David Seus; Koondanibha Mitra; Iuliu Sorin Pop; Florin Adrian Radu; Christian Rohde A linear domain decomposition method for partially saturated flow in porous media, Comput. Methods Appl. Mech. Engrg., Volume 333 (2018), pp. 331-355 | DOI | MR

[49] Gurpreet Singh; Mary F. Wheeler A space-time domain decomposition approach using enhanced velocity mixed finite element method, J. Comput. Phys., Volume 374 (2018), pp. 893-911 | DOI | MR | Zbl

[50] Jan Ole Skogestad; Eirik Keilegavlen; Jan M. Nordbotten Domain decomposition strategies for nonlinear flow problems in porous media, J. Comput. Phys., Volume 234 (2013), pp. 439-451 | DOI | MR | Zbl

[51] Jan Ole Skogestad; Eirik Keilegavlen; Jan M. Nordbotten Two-scale preconditioning for two-phase nonlinear flows in porous media, Transp. Porous Media, Volume 114 (2016) no. 2, pp. 485-503 | DOI | MR | Zbl

[52] Cornelis J. van Duijn; Johannes Molenaar; M. J. de Neef The effect of capillary forces on immiscible two-phase flow in heterogeneous porous media, Transport in Porous Media, Volume 21 (1995) no. 1, pp. 71-93 | DOI

[53] Martinus Th. van Genuchten A closed form for predicting the hydraulic conductivity of unsaturated soils, Soil Sci. Soc. Amer. J., Volume 44 (1980), pp. 892-898 | DOI

[54] Martin Vohralík; Mary F. Wheeler A posteriori error estimates, stopping criteria, and adaptivity for two-phase flows, Comput. Geosci., Volume 17 (2013) no. 5, pp. 789-812 | DOI | MR | Zbl

[55] Ivan Yotov A mixed finite element discretization on non-matching multiblock grids for a degenerate parabolic equation arising in porous media flow, East-West J. Numer. Math., Volume 5 (1997) no. 3, pp. 211-230 | MR | Zbl

[56] Ivan Yotov Interface solvers and preconditioners of domain decomposition type for multiphase flow in multiblock porous media, Scientific computing and applications (Adv. Comput. Theory Pract.), Volume 7, Nova Sci. Publ., Huntington, NY, 2001, pp. 157-167 | MR | Zbl

Cited by Sources: