[petsc-users] Using TS

Max la Cour Christensen mlcch at dtu.dk
Tue Mar 15 06:33:25 CDT 2016


Barry, Matt, Emil, thanks for the explanations! They are very useful.

Emil: The application is the flow of oil and gas in the subsurface. The code uses a model of the rock in the subsurface and given a setup of wells, it computes a prediction for the production of oil and gas. It can also be used to model CO2 storage in the subsurface.

I think we will attempt to switch to TS. We are working with different formulations of the equations. In the following, I have summarised how I think IFunction and IJacobian should be implemented for the formulation of the most interest to us. If you can bare with me and confirm this that would be great. The equations are:

dm_o/dt = f_o(m,p)
dm_g/dt = f_g(m,p)
S_o(m,p) + S_g(m,p) = 1,

where

m_o is the mass of oil
m_g is the mass of gas
t is time,
f(m_x,p) contains fluxes for mass transfer between adjacent cells and source terms for wells
S_o is the oil saturation
S_g is the gas saturation
p is the pressure.

In this formulation, the primary variables are m_o, m_g and p.

The above looks simpler than it is. The code to evaluate these things is around 90k lines of Fortran.

If I understood correctly, IFunction and IJacobian would implement the following:

IFunction:

f_o(m,p) - dm_o/dt
f_g(m,p) - dm_g/dt
S_o(m,p) + S_g(m,p) - 1,

where dm_o/dt and dm_g/dt is given by the time derivative (u_t in PETSc) from IFunction()

IJacobian:

First 2 equations: \partial f(m,p) / \partial m - a and  \partial f(m,p) / \partial p
Last equation: \partial (S_o(m,p)+S_g(m,p)-1) / \partial m and \partial (S_o(m,p)+S_g(m,p)-1) / \partial p,

where a comes from PETSc IJacobian().

Is this correct usage?

Emil: Now for the adjoint implementation, we will need to provide a function for TSAdjointSetRHSJacobian, which computes the derivative of our system wrt. our control variables (control variables being the p in the PETSc manual) and some additional cost stuff: TSSetCostGradients() and possibly TSSetCostIntegrand(). Is this correct? Our cost function would typically be to maximize profit of an oil reservoir. In a simple way, this could be to maximize the number of oil barrels produced over the lifetime of the reservoir (e.g. 50 years). In the equations above, the number of oil barrels is contained in the source terms for the wells.

Many thanks,
Max


On Mar 13, 2016, at 4:02 AM, Emil Constantinescu <emconsta at mcs.anl.gov<mailto:emconsta at mcs.anl.gov>>
 wrote:

On 3/12/16 8:37 PM, Matthew Knepley wrote:
On Sat, Mar 12, 2016 at 8:34 PM, Emil Constantinescu
<emconsta at mcs.anl.gov<mailto:emconsta at mcs.anl.gov> <mailto:emconsta at mcs.anl.gov>> wrote:

   I also find it useful to go through one of the simple examples
   available for TS:
   http://www.mcs.anl.gov/petsc/petsc-current/src/ts/examples/tutorials/index.html
   (ex8 may be a good start).

   As Barry suggested, you need to implement IFunction and IJacobian.
   The argument "u" is  S_o, S_w, and p stacked together and "u_t"
   their corresponding time derivatives. The rest is calculus, but
   following an example usually helps a lot in the beginning.


Are you guys saying that IFunction and IJacobian are enough to do the
adjoint system as well?


Pretty much yes, but it depends on the cost function. This is the beauty of discrete adjoints - if you have the Jacobian (transpose, done internally through KSP) you're done. You need IJacobian for sure to do the backward propagation. If you have that, the rest is usually trivial. Mr. Hong Zhang (my postdoc) set up quite a few simple examples.

Emil

  Matt

   Out of curiosity, what is the application?

   Emil


   On 3/12/16 3:19 PM, Barry Smith wrote:


            This is only a starting point, Jed and Emil can fix my
       mistakes and provide additional details.


             In your case you will not provide a TSSetRHSFunction and
       TSSetRHSJacobian since everything should be treated implicitly
       as a DAE.

             First move everything in the three equations to the left
       side and then differentiate through the \partial/\partial t so
       that it only applies to the S_o, S_w, and p. For example for the
       first equation using the product rule twice you get something like

             \phi( p ) \rho_o( p ) \partial S_o/ \partial t + phi( p )
       S_o  \partial \rho_o( p )  \partial t  + \rho_o( p ) S_o
       \partial \phi( p )  \partial t - F_o = 0

             \phi( p ) \rho_o( p ) \partial S_o/ \partial t  + phi( p )
       S_o \rho_o'(p)  \partial p \partial t + \rho_o( p ) S_o \phi'( p
       ) \partial  p   \partial t  - F_o = 0

       The two vector arguments to your IFunction are exactly the S_o,
       S_w, and p and \partial S_o/ \partial t ,  \partial S_w/
       \partial t, and  \partial p/ \partial t so it is immediate to
       code up your IFunction once you have the analytic form above

       For the IJacobian and the "shift business" just remember that
       dF/dU means take the derivative of the IFunction with respect to
       S_o, S_w, and p treating the \partial S_o/ \partial t ,
       \partial S_w/ \partial t, and  \partial p/ \partial t as if they
       were independent of S_o, S_w, and p. For the dF/dU_t that means
       taking the derivate with respect to the \partial S_o/ \partial t
       ,  \partial S_w/ \partial t, and  \partial p/ \partial t
       treating the S_o, S_w, and p as independent of \partial S_o/
       \partial t ,  \partial S_w/ \partial t, and  \partial p/
       \partial t.   Then you just need to form the sum of the two
       parts with the a "shift" scaling dF/dU + a*dF/dU_t

       For the third equation everything is easy. dF/dS_o = 1 dF/dS_w =
       1 dF/dp = 0  dF/d (\partial S_o)/\partial t = 0  (\partial
       S_w)/\partial t = 0 (\partial p)/\partial t = 0

       Computations for the first two equations are messy but
       straightforward. For example for the first equation dF/dS_o =
       phi( p ) \rho_o'(p)  \partial p \partial t  + \rho_o( p ) \phi'(
       p ) \partial  p + dF_o/dS_o  and dF/d (\partial S_o)/\partial t)
       = \phi( p ) \rho_o( p )


           Barry

           On Mar 12, 2016, at 12:04 PM, Matthew Knepley
           <knepley at gmail.com<mailto:knepley at gmail.com> <mailto:knepley at gmail.com>> wrote:

           On Sat, Mar 12, 2016 at 5:41 AM, Max la Cour Christensen
           <mlcch at dtu.dk<mailto:mlcch at dtu.dk> <mailto:mlcch at dtu.dk>> wrote:

           Hi guys,

           We are making preparations to implement adjoint based
           optimisation in our in-house oil and gas reservoir
           simulator. Currently our code uses PETSc's DMPlex, Vec, Mat,
           KSP and PC. We are still not using SNES and TS, but instead
           we have our own backward Euler and Newton-Raphson
           implementation. Due to the upcoming implementation of
           adjoints, we are considering changing the code and begin
           using TS and SNES.

           After examining the PETSc manual and examples, we are still
           not completely clear on how to apply TS to our system of
           PDEs. In a simplified formulation, it can be written as:

           \partial( \phi( p ) \rho_o( p ) S_o )/ \partial t = F_o(p,S)
           \partial( \phi( p ) \rho_w( p ) S_w )/ \partial t = F_w(p,S)
           S_o + S_w = 1,

           where p is the pressure,
           \phi( p ) is a porosity function depending on pressure,
           \rho_x( p ) is a density function depending on pressure,
           S_o is the saturation of oil,
           S_g is the saturation of gas,
           t is time,
           F_x(p,S) is a function containing fluxes and source terms.
           The primary variables are p, S_o and S_w.

           We are using a lowest order Finite Volume discretisation.

           Now for implementing this in TS (with the prospect of later
           using TSAdjoint), we are not sure if we need all of the
           functions: TSSetIFunction, TSSetRHSFunction, TSSetIJacobian
           and TSSetRHSJacobian and what parts of the equations go
           where. Especially we are unsure of how to use the concept of
           a shifted jacobian (TSSetIJacobian).

           Any advice you could provide will be highly appreciated.

           Barry and Emil,

           I am also interested in this, since I don't know how to do it.

               Thanks,

                  Matt

           Many thanks,
           Max la Cour Christensen
           PhD student, Technical University of Denmark



           --
           What most experimenters take for granted before they begin
           their experiments is infinitely more interesting than any
           results to which their experiments lead.
           -- Norbert Wiener





--
What most experimenters take for granted before they begin their
experiments is infinitely more interesting than any results to which
their experiments lead.
-- Norbert Wiener

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