Trajectory piecewise quadratic reduced-order model for subsurface flow, with application to PDE-constrained optimization

Abstract A new reduced-order model based on trajectory piecewise quadratic (TPWQ) approximations and proper orthogonal decomposition (POD) is introduced and applied for subsurface oil–water flow simulation. The method extends existing techniques based on trajectory piecewise linear (TPWL) approximations by incorporating second-derivative terms into the reduced-order treatment. Both the linear and quadratic reduced-order methods, referred to as POD-TPWL and POD-TPWQ, entail the representation of new solutions as expansions around previously simulated high-fidelity (full-order) training solutions, along with POD-based projection into a low-dimensional space. POD-TPWQ entails significantly more offline preprocessing than POD-TPWL as it requires generating and projecting several third-order (Hessian-type) terms. The POD-TPWQ method is implemented for two-dimensional systems. Extensive numerical results demonstrate that it provides consistently better accuracy than POD-TPWL, with speedups of about two orders of magnitude relative to high-fidelity simulations for the problems considered. We demonstrate that POD-TPWQ can be used as an error estimator for POD-TPWL, which motivates the development of a trust-region-based optimization framework. This procedure uses POD-TPWL for fast function evaluations and a POD-TPWQ error estimator to determine when retraining, which entails a high-fidelity simulation, is required. Optimization results for an oil–water problem demonstrate the substantial speedups that can be achieved relative to optimizations based on high-fidelity simulation.

[1]  D. W. Peaceman Interpretation of well-block pressures in numerical reservoir simulation with nonsquare grid blocks and anisotropic permeability , 1983 .

[2]  Tatjana Stykel,et al.  Model order reduction of coupled circuit‐device systems , 2012 .

[3]  Victor M. Calo,et al.  Fast multiscale reservoir simulations using POD-DEIM model reduction , 2015, ANSS 2015.

[4]  Charles Audet,et al.  Analysis of Generalized Pattern Searches , 2000, SIAM J. Optim..

[5]  G. Kerschen,et al.  The Method of Proper Orthogonal Decomposition for Dynamical Characterization and Order Reduction of Mechanical Systems: An Overview , 2005 .

[6]  Louis J. Durlofsky,et al.  Linearized reduced-order models for subsurface flow simulation , 2010, J. Comput. Phys..

[7]  Louis J. Durlofsky,et al.  Reduced-order modeling for thermal recovery processes , 2013, Computational Geosciences.

[8]  Marcus Meyer,et al.  Efficient model reduction in non-linear dynamics using the Karhunen-Loève expansion and dual-weighted-residual methods , 2003 .

[9]  Louis J. Durlofsky,et al.  Enhanced linearized reduced-order models for subsurface flow simulation , 2011, J. Comput. Phys..

[10]  Tamara G. Kolda,et al.  Categories and Subject Descriptors: G.4 [Mathematics of Computing]: Mathematical Software— , 2022 .

[11]  Benoy K. Ghose Strech: a subroutine for stretching time series and its use in stratigraphic correlation , 1984 .

[12]  Stacy E. Howington,et al.  Application of Proper Orthogonal Decomposition (POD) to inverse problems in saturated groundwater flow , 2011 .

[13]  Louis J. Durlofsky,et al.  Constraint reduction procedures for reduced‐order subsurface flow models based on POD–TPWL , 2015 .

[14]  Mehdi Ghommem,et al.  Complexity Reduction of Multiphase Flows in Heterogeneous Porous Media , 2016 .

[15]  Harbir Antil,et al.  Application of the Discrete Empirical Interpolation Method to Reduced Order Modeling of Nonlinear and Parametric Systems , 2014 .

[16]  Charbel Farhat,et al.  Progressive construction of a parametric reduced‐order model for PDE‐constrained optimization , 2014, ArXiv.

[17]  P. Toint Global Convergence of a a of Trust-Region Methods for Nonconvex Minimization in Hilbert Space , 1988 .

[18]  Ying Liu,et al.  A Global Maximum Error Controller-Based Method for Linearization Point Selection in Trajectory Piecewise-Linear Model Order Reduction , 2014, IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems.

[19]  Kevin Carlberg,et al.  The ROMES method for statistical modeling of reduced-order-model error , 2014, SIAM/ASA J. Uncertain. Quantification.

[20]  Arnold Heemink,et al.  Reduced models for linear groundwater flow models using empirical orthogonal functions , 2004 .

[21]  David Dureisseix,et al.  Fast Solution of Transient Elastohydrodynamic Line Contact Problems Using the Trajectory Piecewise Linear Approach , 2016 .

[22]  John R. Singler,et al.  New POD Error Expressions, Error Bounds, and Asymptotic Results for Reduced Order Models of Parabolic PDEs , 2014, SIAM J. Numer. Anal..

[23]  D. Venditti,et al.  Adjoint error estimation and grid adaptation for functional outputs: application to quasi-one-dimensional flow , 2000 .

[24]  Louis J. Durlofsky,et al.  Reduced-order flow modeling and geological parameterization for ensemble-based data assimilation , 2013, Comput. Geosci..

[25]  Danny C. Sorensen,et al.  Nonlinear Model Reduction via Discrete Empirical Interpolation , 2010, SIAM J. Sci. Comput..

[26]  Y. Yang,et al.  Nonlinear heat-transfer macromodeling for MEMS thermal devices , 2005 .

[27]  Jacob K. White,et al.  A trajectory piecewise-linear approach to model order reduction and fast simulation of nonlinear circuits and micromachined devices , 2001, IEEE/ACM International Conference on Computer Aided Design. ICCAD 2001. IEEE/ACM Digest of Technical Papers (Cat. No.01CH37281).

[28]  P. Astrid,et al.  On the Construction of POD Models from Partial Observations , 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

[29]  Laurent Cordier,et al.  Control of the cylinder wake in the laminar regime by Trust-Region methods and POD Reduced Order Models , 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

[30]  Charbel Farhat,et al.  The GNAT method for nonlinear model reduction: Effective implementation and application to computational fluid dynamics and turbulent flows , 2012, J. Comput. Phys..

[31]  Ning Dong,et al.  General-Purpose Nonlinear Model-Order Reduction Using Piecewise-Polynomial Representations , 2008, IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems.

[32]  Jacob K. White,et al.  A stabilized discrete empirical interpolation method for model reduction of electrical, thermal, and microelectromechanical systems , 2011, 2011 48th ACM/EDAC/IEEE Design Automation Conference (DAC).

[33]  Benjamin Peherstorfer,et al.  Localized Discrete Empirical Interpolation Method , 2014, SIAM J. Sci. Comput..

[34]  L. Durlofsky,et al.  Reduced-Order Modeling for Compositional Simulation by Use of Trajectory Piecewise Linearization , 2014 .

[35]  Stefan Volkwein,et al.  Galerkin proper orthogonal decomposition methods for parabolic problems , 2001, Numerische Mathematik.

[36]  Jentung Ku,et al.  Projection-Based Reduced-Order Modeling for Spacecraft Thermal Analysis , 2015 .

[37]  Louis J. Durlofsky,et al.  A New Differentiable Parameterization Based on Principal Component Analysis for the Low-Dimensional Representation of Complex Geological Models , 2014, Mathematical Geosciences.

[38]  Louis J. Durlofsky,et al.  Development and application of reduced‐order modeling procedures for subsurface flow simulation , 2009 .

[39]  B. T. Helenbrook,et al.  Proper-Orthogonal-Decomposition Based Thermal Modeling of Semiconductor Structures , 2012, IEEE Transactions on Electron Devices.

[40]  Karl Meerbergen,et al.  Accelerating Optimization of Parametric Linear Systems by Model Order Reduction , 2013, SIAM J. Optim..

[41]  C. Farhat,et al.  Efficient non‐linear model reduction via a least‐squares Petrov–Galerkin projection and compressive tensor approximations , 2011 .

[42]  Mehdi Ghommem,et al.  Global-Local Nonlinear Model Reduction for Flows in Heterogeneous Porous Media Dedicated to Mary Wheeler on the occasion of her 75-th birthday anniversary , 2014, 1407.0782.

[43]  S. Ravindran A reduced-order approach for optimal control of fluids using proper orthogonal decomposition , 2000 .

[44]  Rob A. Rutenbar,et al.  Faster, Parametric Trajectory-based Macromodels Via Localized Linear Reductions , 2006, 2006 IEEE/ACM International Conference on Computer Aided Design.

[45]  P. Holmes,et al.  The Proper Orthogonal Decomposition in the Analysis of Turbulent Flows , 1993 .

[46]  Michael F. Goodchild,et al.  Geographical data modeling , 1992 .

[47]  Yong P. Chen,et al.  A Quadratic Method for Nonlinear Model Order Reduction , 2000 .

[48]  D. Sorensen,et al.  Application of POD and DEIM on dimension reduction of non-linear miscible viscous fingering in porous media , 2011 .

[49]  J. Jansen,et al.  Reduced-order optimal control of water flooding using proper orthogonal decomposition , 2006 .

[50]  Linda R. Petzold,et al.  Approved for public release; further dissemination unlimited Error Estimation for Reduced Order Models of Dynamical Systems ∗ , 2003 .

[51]  Jacob K. White,et al.  Macromodel Generation for BioMEMS Components Using a Stabilized Balanced Truncation Plus Trajectory Piecewise-Linear Approach , 2006, IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems.

[52]  Razvan Stefanescu,et al.  POD/DEIM nonlinear model order reduction of an ADI implicit shallow water equations model , 2012, J. Comput. Phys..

[53]  Adrian Sandu,et al.  POD/DEIM reduced-order strategies for efficient four dimensional variational data assimilation , 2014, J. Comput. Phys..