MATHEMATICAL COMPUTER MODELLING

PERGAMON
Mathematical and Computer Modelling 30 (1999) 153-178 www.elsevier.nl/locate/n~cn~

Domain Decomposition Methods Applied to Sedimentary Basin Modeling

E. ZAKARIAN Institut Frarqais du P&role, 1 et 4, avenue de Bois-P&au 92852 Rueil-Mailmaison Cedex, France R. GLOWINSKI Department of Mathematics, University of Houston Houston, TX 77204-3476, U.S.A.
(Received accepted December
within the of flow in sedimentary Conjugate equation and reserved.

Abstract-A study several domain methods is sedimentary modeling. We a simplified for a basin by a parabolic equation strongly discontinuous gradient interface relaxation are first on a generalized to nonlinear model. 1999 Elsevier Ltd. All
Keywords-Sedimentary methods. modeling, Nonlinear equations,

Domain

1.

INTRODUCTION:

SYNOPSIS
and migrastratigraphic solid

The primary objective of basin modeling is to simulate the evolution of a sedimentary basin 1,~ taking into account the compaction
tion. A sedimentary material layers that have been deposited organic contained in reservoirs. under the effect of increased to accumulate erosion, to now, most basin simulators and compaction However, have been ple enough. can occur. for short) of the porous medium and hydrocarbon formation porous medium consisting layers is transformed hydrocarbons of stacked times. basin is a heterogeneous

from the onset of the basin up to present Then,

Over time.

into some stratigraphic temperature. This migration

into mobile hydrocarbons the porous medium flow. Up are simfrom deposition, displacements define flow or three-phase characteristics

flow through

takes place as a t.wo-phase only if their geometrical

have been able to handle those regions resulting are cut by faults, geometries, split basins This choice,

of the porous medium, most real life basins

along which block that

In order to handle these complex chosen. Indeed, A simplified faults subdomains.

Dom,ain Decomposition into subregions is considered although difficulties

Fmn&s

Methods (DDM, naturally

computational models,

model problem

where only one-phase usually encountered

(I.F.P.)

can occur and where compaction is realistic

is neglected.

not too close to usual basin in basin

enough to contain

the main numerical

of Institut

The authors would like to acknowledge help and suggestions of I. Faille. 0895.7177/1999/s - see front matter PII: SO895-7177(99)00188-O

the support

du P&ok

and the invaluable

@ 1999 Elsevier

Science

Ltd. All rights reserved.

Typeset

by 4n/ls-%?

154

E. ZAKARIAN AND R. GLOWINSKI

modeling. The equations governing the physical phenomena are discretized using a Finite Volume Method and the resulting finite-dimensional problem is solved using a nonoverlapping domain decomposition method, where one solves alternatively discrete Dirichlet and Neumann subproblems, as advocated in [l]. The interface problem is first solved by a relaxation-type method and then by a conjugate gradient-like algorithm (as advocated in, e.g., [2,3]). The article is organized as follows. In Section 2, we provide the mathematical model describing the physical phenomena under study. In Section 3, we describe the finite volume discretization of the above model. In Section 4, we discuss the domain decomposition based solution of the discrete problems. Finally, in Section 5, we present and discuss the results of numerical experiments.

2. SEDIMENTARY
2.1. Generalities

BASIN

MODELING

A well-chosen simplified model is sufficient to reproduce the main numerical difficulties traditionally observed in basin modeling. Such a model can be obtained by modeling the time evolution of the over-pressure (the over-pressure is the difference between the actual water pressure and the hydrostatic pressure) in a very simple basin configuration where compaction is neglected and where stratigraphic layers are not moving with time. The simplified problem can be either linear or nonlinear, depending on the relations between pressure and porosity used in the sedimentary basin model. 2.2. The Mathematical Model: (I) Governing Equations

We consider only incompressible one-phase (the water phase) fluid flow in a two-dimensional cross-section of a sedimentary basin. As already mentioned, we shall model the time evolution of the over-pressure. Starting from standard basin models (see, e.g., [4]), we obtain first the equation modeling the mass conservation of the water, namely

$w) +v. (PWCPVW) = 0,

(2.1)

where, in (2.1), pW,V,, and cp denote the density of the water, the velocity of the water, and the porosity of the medium, respectively. We suppose that ,oWis constant, implying that the fluid is incompressible. We suppose that the Darcys law is verified, namely

uw= cpvw =
where, in (2.4, U,, Pw, g,
CL~, and k

-+w -/A&),

(2-2)

denote the Darcys velocity, the water pressure, the

gravity, the water viscosity, and the porous medium intrinsic permeability tensor, respectively. The permeability tensor depends strongly on the actual lithology; it can vary by several orders of magnitude-four typically-from one layer to another. The following relations between porosity and pressure are encountered in the specialized literature (see, again, [4]): either cp = cpr + oo(PUJ - PO) or cp = cpT+ exp(aP,); in (2.3),(2.4), obtain cp,-,
ao, Po,

(2.3)

(2.4) Combining now (2.1) and (2.3), we

and a are constant quantities.

ZE

croPwdt

ap?lJ
-

PWV. E(VPw

- plug) = 0;

(2.5)

Sedimentary

Basin

Modeling

155

similarly, combining (2.1) and (2.4) yields (2.6) Let us define the over-pressure P by
P = P, - pwgz,

(3.7)

with g = Igl. Combining (2.5) and (2.7), we obtain the following linear parabolic equation: =

c+v.~vP=o;
pw while combining (2.6) and (2.7) yields the nonlinear equation
exp(ap,,g*)g(exp(aP)) - J. EVP

(2.8)

= 0,

(2.9)

also of the parabolic type. 2.3. The Mathematical Model Model: (II) B oundary Conditions and Description of the

Complete

It follows from (2.8) and (2.9) that the models that we consider include linear or nonlinear
parabolic equations. We suppose that the porous medium region that we consider is of rectangular

shape as the one in Figure 2.1; we denote it by R.

01 Figure

45 R and its discretization.

-i

2.1. A domain

The boundary conditions depend on time and are of the Dirichlet type on the north and south sides and are of the Dirichlet or Neumann type on the east and west sides. Hence, the problem is to find a function P(x, t) : fi x [0, T) 4 R verifying (after simplifying the notation)
;H(P) - V .l%VP

= 0,

in R x (O,T), in 0,
on (rh U Ts) x (0, T),

P(G 0) = PO(X),
P = PO, P=PD

(2.10)

or

l?VP.n=FN,

on (Tw U r~) x (0, T),

E. ZAKARIAN AND R. GLOWINSKI

where n is the unit vector of the outward normal at do and where H(P) H(P) =

is defined by

ap,
exp(aP),

(linear case), (nonlinear case),

with c~ > 0. The initial value Po is defined as the solution of the following steady-state analogue of (2.10) -V.EVPo=O, PO(X) = P&, O), or = K(lc)VPo(z) in R, on IN U ITS, (2.11)

PO(Z) = PD(z, 0)

.n = FN(z,0),

OnrwurE.

3. DERIVATION
3.1. Discretization

OF THE

DISCRETE

MODEL

To discretize problems (2.10),(2.11) we have chosen a finite volume method, like those discussed in [5]. A Cartesian fixed grid (like the one shown in Figure 2.1) is chosen. We suppose that K is constant on each cell and that the boundary between two layers is the union of common interfaces of adjacent cells. The problem is to compute the over-pressure P at the center of each cell or, to be more precise, to find a vector P E RI J such that
p = {pij}l<KI --I-l<j<J,

(3.1)

where, in (3.1), Pij denotes the value of the pressure at the center of the cell (i,j). 3.2. The Linear Case reduce, in the linear

Using the finite volume techniques discussed in [5], problems (2.10),(2.11) case, to finite-dimensional problems of the following type: AP+l where, in (3.2), we have the following.
l

= b(Pn),

(3.2)

Vector Pn is a d(= Ix J)-dimensional vector given by (3.1); it approximates P at t = nAt, where At is the time step. Matrix A is a real d x d matrix, symmetric and positive definite. It contains only five nonzero coefficients on each row and column. Matrix A is constant in time (i.e., does not depend on n). Vector b is a real d-dimensional vector, whose components depend on the grid, on CY, At, k, of the boundary conditions and of the previous discrete solution, namely vector Pn._

In this article, linear systems such as (3.2) have been solved by a Gaussian elimination method using a band storage of matrix A. 3.3. The Nonlinear Case

For the nonlinear model, the solution of problem (2.10) requires the solution of a nonlinear equation of the following form: 3 (Pn+l, P) = 0, (3.3) where, in (3.3), the nonlinear operator F originates from the finite volume discretization and depend, therefore of the grid, and also on k, At and on CY. We obtain then a system of d nonlinear equations. In this article, nonlinear systems such as (3.3) have been solved by the Newtons method.

Sedimentary

Basin Modeling

157

4. DOMAIN 4.1. Generalities:

a domain of the unlike

DECOMPOSITION

METHODS

Synopsis
finite-dimensional closely and Neumann problems (3.2)) (3.3),

In order to solve the linear or nonlinear

decomposition of this where one alternates methods the the solution type

we have selected
advocated in [I].

method with overlapping, of Dirichlet is that, in principle, in [3,4]).

relat,ed to a method, subproblems.

One of t,he advantages precond,2t~o712ng, methods without. r*onju,qate the solution

they do not need interface domain decomposition

Dirichlet-Dirichlet (discussed, problem meth,od.

or Neumann-Neumann

overlapping gradient-like

for example,

In this article.

we shall investigate

of the interface

by a relaxation-type

method and then by a nonpreconditio,netl

4.2.

Notation
a basin R divided into two nonoverlapping between the two subdomains (see Figure subdomains, RI and 02. and denote

Let us consider by y the interface

4.1, below for more details).

Figure 4.1. Domain decomposition

of R

It can be shown that two subdomains

the problem

on the global

domain

is equivalent through

to the problem the interface,

on the

if and only if pressure

and flux are continuous

name11

where the subscript REMARK 4.1. With

i. refers to a quality

related

to n,, for i = 1,2. at the midpoint of each I

finite volume methods, PLlr and Fily are computed in the interface y. notation: methods

cell edge contained In the following,

we shall use the following of edges contained

E for the criterion N, for the number A = {+}y;,, edge located on y,

used to stop the iterative in y,

to be investigated, at the midpoint of the jth

where Xj denotes

the value of the over-pressure cells contained

N, for the number

of finite-volume Euclidian

in Ri, for i = 1,2,

II . II for the canonical

norm of RN-,

i.e., jlX/l = (~~_1A~)1/2.

158

E. ZAKARIAN AND R. GLOWINSKI

4.3. The Quarteroni Method For discussed before [l] CFD describe problem (2.10), and popularized published (Israel For simplicity,

with Interface Relaxation both the Quarteroni. and nonlinear we shall use a known before-for us (4.2) X+l as follows: condi(4.3)

in

In 1nndust~ was

this method already it in mid 1970s-if method the

shall call X0 is

of Quarteroni.

for k 2 0, assuming

that

Xk is known we compute

solve (3.2) (or (3.3)) on R, with PI, = X (E RN,) as Dirichlet tion on the east-side boundary of fir; denote compute by P; (E RN,) the solution of this problem, y,

the flux Ff (E RN,) of PF through

(4.4) condition (4.5)

solve (3.2) (or (3.3)) on a~, using Fi Iy = -Ff I-, as a Neumann on the west-side boundary; denote by Pk (E IWNa)the solution by X;+r = P& of this problem.

Define X t+l

(E RN,);

(4.6)

if ]]Xi+l - A]] < E ]Ix]], take PI = PIa, = PF, Pa = Pin2 = P$ else, update X by Ak+ = Xk + 0 (Xi+ - X), do k = k + 1, and return in (4.7), 6 is a relaxation 4.4. 4.4.1. The Automatic Generalities value of the relaxation parameter 8, i.e., the value for which the iteration number parameter. Adjustment of the Relaxation Parameter to (4.3); (4.7)

The optimum

is minimal, depends strongly on the basin characteristics (permeability heterogenity, mostly) and also of the solution itself in the nonlinear case. A technique which can adjust automatically 8 at each iteration will be highly worthwhile. In the linear case, such an estimation can be done exactly, based on some least-residual strategy; on the other hand in the nonlinear case we shall use a more heuristical approach to estimate the optimal value of 8. Before going into the details of the automatic adjustment of parameter 0 it is helpful to understand that algorithm (4.2)-(4.7) is nothing but an algorithm to solve the fixed-point problem X = G(X), where, in (4.8), X is the trace on y of the solution of the discrete where G is the mapping from lRNa into RN- defined as follows.
l

(4.8) problems (3.2) (or (3.3)) and boundary

Solve (3.2) (or (3.3)) on s11, with PI, = ~1as Dirichlet condition y of Rr; denote by P~(P)(E lWN1) the solution of this problem. Compute the flux Fi(p)(, of PI(P) through Solve (3.2) (or (3.3)) on fiz with y.

on the east-side

l l

F2l7 = -Fl(~)lr

as Neumann condition on the west-side solution of this problem.

boundary

y of Rz; denote

by P~(P)(E

WNZ) the

Sedimentary Basin Modeling

159

Define then G : RN- + RN- by G(P) = P2(/4)ly.

(4.9)

It follows then from (4.1) that PI(X) and Pz(X) are the restrictions on Ri and 02 of the global solution P if and only if (4.8) holds. It is clear that if the global discrete problem is linear then operator G is afine, i.e., there exists a real N, x N, matrix A, and fi E RN,, such that G(P) = AP + P, V p E ll+ (4.10)

Before going into the details of several methods for the automatic search of optimal relaxation parameters, let us mention that in the particular case of linear elliptic operators with constant coefficients, on simple shaped domains, optimal relaxation parameters can be obtained analytically, as shown in [6]. 4.4.2. Automatic adjustment of /3 in the linear case shows that X+l belongs to the line of iRNC~ described by X + 0 (AX + 0 when tl describes IR. Let us define the following vectors: rk = AX + /3 - X, x(e) = x + Qrk, r(B) = AX(Q) + 0 - X(B). (4.11) (4.12) (4.13)

Using (4.7),(4.8),(4.10)

X) ,

The idea here is to take for optimal value of 0 at iteration h-, the value 0k of Q for which the function 0 -+ IV(e) I/ reaches its minimum over IR. It follows from (4.11)-(4.13) that rk(e) = rk + B (Ark - r) ~ which implies in turn that

I~rk(~)112+ 20 (r, = Ilrkl12

which clearly shows that e,&= We have then

Ark - rk)RN,, + e2 ]]Ar - rklj2,

( rk, rk - Ark)RNcL IlArk - rkj12

(4.14)

Xkfl = Xk + &rk. The above least-residual method is quite easy to implement once the vector Ar shown by (4.14). In order to compute Ark we shall proceed as follows. Observing that, from (4.10), we have Ark = G (r) - G (0) ,

(4.15) is known, as

we shall compute Ark as we computed Xt+ in algorithm (4.2)-(4.7), but with the source terms equal to zero and homogeneous boundary conditions, except on y, where rk will play the role played by Xk in (4.2)-(4.7). It follows from the above construction that algorithm (4.2))(4.7), with the relaxation parameter 0, obtained via (4.14), requires the solution, at each iteration, of two subproblems per subdomain; this is not surprising, after all, since a least-squares strategy is used to compute ok. We observe that the two subproblems to solve on each subdomain are associated to the same matrix, but have different right-hand sides.

160

E. ZAKARIAN AND R. GLOWINSKI Automatic adjustment of 8 in the nonlinear case

4.4.3.

The method advocated, in Section 4.4.2, to compute an optimal value of the parameter 0 can be generalized, in principle, to the nonlinear case; we should proceed as follows. (i) Define rk and xk(e) by rk = G (Xk) - X and

x(e) = Xk + erk,
respectively. (ii) Define jk : ]w ---) R+ by

_ik

(6) = f (IG(A(e)) -

xk(e)li2.

(4.16)

(iii) Solve then, the following minimization problem

(4.17) (iv) Update Xk by xksl = A + ekrk. REMARK (4.18)

4.2. If we apply the above procedure in the linear case, we recover ek and X+l given 4.3. The solution of the one-dimensional minimization problem (4.17) can be achieved

by relations (4.14) and (4.15). REMARK using the methods discussed in [7, Section 6.31. I As seen in the above reference, the calculation of ok given by (4.17) may be costly in the nonlinear case. We shall, therefore, describe an alternative to (4.17) which is much simpler to implement. It is defined as follows. (i) Define x-(e) and x(e) by

xk-l(e)
and

= xk-l + e (G (xk-l)

- A-~)

x(e) = xk + e (G (xk) - xk)

respectively. (ii) Define ek and gk by ek = A _ A-1 and g = G (X) respectively. (iii) Define zk : R 4 R+ by Z,(e) = i (iv) Solve the minimization problem
ek

- G

(Xk-) ,

p(e) -

xk-1(e)I12.

(4.19)

&
ve E R.

Zk(ek) 5 Zk(eh

(4.20)

Sedimentary

Basin Modeling

161

The

ek =
(v) Update X by

(ek,ek- gk),,c, llg - ekl12

- A) .

(4.21)

A+ = A + e,+(G (A)

(4.22) I

The above procedure is, to our knowledge, due to A. Quarteroni; it has been applied and further discussed in [8]. When applied to algorithm (4.2)-(4.7) it requires the solution of only one subproblem on each subdomain per iteration.
REMARK 4.4. It is clear that the relaxation strategy associated to (4.20),(4.21) leads to a realization of algorithm (4.2)-(4.7) w hic h is much cheaper, per iteration, than those associated with (4.14) and (4.16),(4.17). On the other hand, we can expect that algorithm (4.2)-(4.7) equipped

with (4.14) (linear case) and (4.16)-(4.17) ( nonlinear case) will require less iterations than if equipped with (4.20),(4.21). C oncerning now the global computational time, numerical experiments show that there exist situations where the relaxation strategy based on (4.20),(4.21) lead to a faster convergence of algorithm (4.2)-(4.7) actually, the opposite may also happen. than the strategies based on (4.14) or (4.16),(4.17); I

In the following sections, we shall discuss conjugate gradient variants of algorithm (4.2)-(4.7). 4.5.
4.5.1. Conjugate Gradient Variants of Algorithm (4.2)-(4.7): (I)*The Linear Case

Generalities

We have seen in Section 4.4.1 that algorithm (4.2)-(4.7) for solving the matching on y equation X - G(X) = 0, with operator G defined by (4.9),(4.10) symmetric, we can not expect operator

can be viewed as an iterative method

(4.23)

in the linear case. If, in model (2.10), tensor n is not

P + P -

G(P),

(-1.24)

from IRNcb into RN,, to be the gradient of a functional defined over IwNcL, i.e., equation (4.23) is not the Eulers equation of some minimization problem in RN<. implying that it can not be , solved directly by a conjugate gradient algorithm; on the other hand, we can always apply the conjugate gradient methodology to the following minimization problem

(4.25)

where

J.(P)=

fll~ G(cL)II~, -

(4.26)

i.e., to the least-squares formulation of problem (4.23). Suppose now that k is symmetric over 0; in order to investigate the symmetry properties of the operator defined by (4.24), we shall return, first, to the original continuous models by considering the following Dirichlet problem acp-VZQp= f, cp = 0, in R, on l?, (4.27)

162

E. ZAKARIAN

AND R. GLOWINSKI

Figure

4.2. A two subdomain

decomposition

of R.

with:

a E L(R),

fl bounded in lRd(d 2 1); r the boundary of R; the source term f E L2(s1); the coefficient = = .7 u(z) > 0 a.e. on R; the tensor K E (LW(R))dW with K(z)<. 5 2 c$J2, Yc E Rd, a.e.

on fl, cy > 0. From the above conditions on fl, a, k, and f, the Dirichlet problem (4.27) has of 0, a unique solution in H, (Cl), as shown, for example, in [9]. C onsider now a decomposition like the one shown in Figure 4.2, and let us define X by x = PI-r. We have then X E H,,l(r), where, for y as in Figure 4.2, H;i2(r) we shall denote = {cl I P = i%,Z E H;(W) ; (see, e.g., [lo]), that (4.29) (4.28)

by Hoi12(y) the dual space of H$(y). H;,l(r) c L2(fi)

It can be shown

c H&,12(~),

the injections

being continuous

with = L2(r), P(y) = H&12(y). boundary integral type problem on y,

&i(r)

The above function X is the unique solution of the following which is really at the basis of the Quarteroni method X - AX = where, by
a.21 (~2oly,

(4.30) defined (with obvious notation)

in (4.30),

A is the operator

from H,,/(y) onto H ii2(r)

V . kV.zi on afl1 \r,

= 0,

in fii, 21 = P, on Y,

(4.31a)

zi =o,

az2 - V . Ei7.z~ = 0, z2 = 0, on

af12\y,

RV, & =

in 02, = z2 . n2 = -KVzi
47,

(4.31b) . ni, on Y, (4.31c)

and where cpze is defined

by
acp1l-J -

v . Ev$qlJ= f,
CplO = 0,

in Rr,

on

ach,
in Rs, ni, on y.

(4.32a)

ay32.0 V . kV(P20 = f, P20 = 0, on aa2 \ Y,

(4.32b) KVvss . n2 = -KVvre

Sedimentary

Basin

Modeling

163

Equation (4.27) is in fact the discrete analogue of equations such as (4.30) in the linear case. Similarly, matrix

A in (4.10) is the discrete analogue of the operator A defined by (4.31) (we use

the same notation, for simplicity). It follows from (4.31) that we have A = -S,?!& where, Yi = 1,2, Si is the Steklov-Poincard operator which to p E Hii2(r) gVzi . ni( E H&,12(r)) via the solution of
a.& -

(1.33) associates t,he flux

V. IZVZi = 0, on dRi \ 7,

in R,, I -1 - PL: on y:

Zi = 0,

(4.34)

= operator Si is an isomorphism from H,$(r) onto Hi012 (y) and is self-adjoint if tensor K is symmetric on 0. Combining (4.30) and (4.33) shows that X is solution of
(If s,-%) J+ = $920 / 7,

(4.35)

itself equivalent to
(Sl + s2p = 572 ($920 I Y)

(4.36) methods & la Quarteroni, methods,

Equation (4.35) is at the foundation of the domain decomposition while (4.36) is associated to the so-called Dirichlet-Dirichlet which are discussed, for example, in [2,3,11].

domain decomposition

If 2 is symmetric over R, operators S1 and S2 are self-adjoint isomorphisms from H,/(r) onto Hoi2(r); furthermore, S1 and S2 are H112 (y)-elliptic, i.e., there exist two positive constants cyl o. and c.rz, such that, Vi = 1,2, we have

where (., .) denotes the duality pairing between Hoi12 (y) and H,/(r) if g is sufficiently smooth (g E L2(r), for example).

such that (g_ 1~)= ,J, gp dy?

It follows from the above properties of 51 and S2 that, if I? is symmetric over at, then (4.36) is the Euler equation of the following minimization problem

(4.37)

with J(P) = f
((Sl + S2) PL, PL) -

(S2 (cp20 I,)

14 3

dp E H,,/(y).

(4.38)

After appropriate space discretizations, problem (4.36),(4.37) can be solved by conjugate gradient algorithm, like those discussed in, e.g., [2,3,11]. Concerning now equation (4.35), operator I + SclS1 is not symmetric, in general. even if Sl and S2 are self-adjoint, implying that it has to be reformulated in order to be solved by conjugate gradient methods; (4.36) is such a reformulation, an alternative being to use a least-squares formulation of (4.35), which will have the advantage of making problem (4.35) solvable by conjugate gradient methods, even if tensor g is not symmetric over 0. The least-squares/conjugate gradient approach will be discussed in the following paragraphs.

164

E. ZAKARIAN AND R. GLOWINSKI

4.52.

Least-Squares

Formulation of Problem (4.23)

Back to problem (4.23) it was shown in Section 4.5.1 that it can be reformulated as the following least-squares problem x E I+, j(X) I j(P), where j(p) = ;IIP - G(~)ll~. (4.40) v/L E iRNy (4.39)

We also know (from Section 4.4.5) that in the linear case G(P) with A E L(WNa, RN*) and 0 E lRNa. 4.5.3. Conjugate Gradient Solution of the Least-Squares Problem (4.39) = & + P, v/_L RN, E (4.41)

Since the operator /.A-+ p - G(p) is afine (from (4.41)), the functional j(.) in (4.39),(4.40) is convex, implying that problem (4.39) can be solved by a conjugate gradient algorithm operating in lRNcL. In order to keep as much as possible of the simplicity of the Quarteroni method, the metric used for the conjugate gradient algorithm will be the one associated to the norm ]] . II, namely the one defined by

Applying the results in [12, Chapter 71, we obtain then the following algorithm for solving problem (4.39) (we have used the notation j for the gradient of j): X0 E RNa is given; compute go = j (P) and set w0 = go. For k > 9, assuming that X, g, wk are known, compute x+l, (4.44) g+, wk+ as follows. Solve
(4.45)

(4.42)

(4.43)

j (Ak - PkWk) 6 j (A -

PWk) ,

JPER

and compute

x+l = A - pkw,
!s k+l = j @+I) .

(4.46) (4.47)

If ]]gk+]]/]]go]] < E take X = Xk+l; else, compute yk = and Do k = k + 1 and return to (4.46).

--in-

Ilgkf1112

(4.48)

Wk+l _ k+l + ykw. -g

(4.49)

Sedimentary

Basin Modeling

165

The practical implementation It follows from (4.40),(4.41)

of algorithm (4.42)-(4.49) that

re q uires the solution of the line search

problem (4.45) and the calculation

of j/(X), Vk > 0. Let us start with (4.45).

j(p) = f IIP- (& + P)l12, vp

implying that

RN-,

(A - pw)= f 11 - pwk) (A = ; I/X-

(Xk - pw) - /j/l2

AX - p - p (w - dw) (12.

Let us define rk and F by

rk = A -

AX - /3,

r = wk -dw, respectively. We have then j (A - pw) = ; llrk - pFe1j21 which implies in turn that (4.50) The costly part in the computation of Pk is clearly the calculation of vector dw; we shall compute this vector as we computed Observe also that

Ark in Section 4.4.2, costing us one subproblem per subdomain.

rk+i = rk - Pk& (4.51) of p, we have

In order to compute j(Xk)

is we observe that if 6~ E IWNfi a perturbation

(j(P), b4Ew =(~-(d~+P),(I-d)6,u),N,,

which implies that Y(P) solving j(X) = (I - d)(p - (dp + P))? VP E RN<,; (4.52)

= 0 is of course equivalent to solve the normal equation (I - At) (I - A) X = (I - At) p.

Collecting the above results, algorithm (4.42)-(4.49)

takes the following more practical form: (4.53)

X0 E RN0 is given: compute

r = X0 - (AX + /3) ,
go =

(4.54) (4.55) (4.56)

(I - At) r,

w = g?

166

E. ZAKARIAN R. GLOWINSKI AND

For k > 0, assuming that X, rkgk, wk are known, we compute Xkfl, r+, gkfl, wk+l as follows:

i==wk-Awk
gk = (I _ At) 1-;.

(4.57) (4.58) (4.59)

x+i = A - pkwk, rk+i = rk - pkrk, g

k+l_ g k pkg.

(4.60) (4.61) (4.62)

If l~gk+~(/~~go~l E take X = Xk+l, else compute I yk =

llgfl12
llgkl12

(4.63) (4.64) I

wk+l = g+l + ykwk.

Do k = k + 1 and return to (4.57). Algorithm (4.53)-(4.64) deserves several remarks; among them are the following. REMARK 4.5. Looking at algorithm (4.53)-(4.64) it is clear that the costly parts of it are

(i) the calculation of AX0 + p in (4.54) and of Aw in (4.57); this issue has been addressed already and we know that the calculation of the above vectors implies the solution of one subproblem per subdomain; (ii) the calculation of A% in (4.55), and of A% in (4.58). We shall see in Section 4.6 that the calculation of those vectors requires also the calculation of one subproblem per subdomain at each iteration of algorithm (4.53)-(4.64). Thus, algorithm (4.53)-(4.64) will require the solution of two subproblems per subdomain per iteration, which make sense since it relies on a least-squares formulation. is a solution method for the least-squares REMARK 4.6. Since algorithm (4.53)-(4.64) (4.39),(4.40), a very natural stopping criterion would be Ilrk+lll/llroll < E. 4.5.4. Interpretation of the least-squares approach on problem (4.27) problem

It is always easier to investigate sophisticated algorithms on a related continuous model, if such model exists, since discretization brings additional complications which dilute the understanding of the basic mechanism of the algorithms. The problems discussed here are no exception to the above statement. We shall consider therefore the Dirichlet problem (4.27) and discuss its solution via the least-squares/conjugate gradient variant of the Quarteroni domain decomposition method whose finite-dimensional implementation has been discussed above. Giving simplicity priority to rigor we shall suppose that we look for X = ~1~ in L2(r) (which makes sense for the finite-dimensional approximations of problem (4.27)). A least-squares formulation of problem (4.27) in the spirit of the Quarteroni domain decomposition method is provided by (4.65) with J(P) = ilIP - p2112yyp (4.66)

Sedimentary

Basin

Modeling

167

where,

in (4~36)~ CPZ(= (PZ(P))

is an afine function of p, via the solution of ayl Pl = 0, acp2 -

V . EVqi
on dG\y,

= f,

in Ri,
91 =P, on Y,

(4.67a)

V I?Vp2 = f,

in R2> . nl, on y.

(p2 = 0,

on

af12b,

EV(p2 . n2 = -kVp2

(4.67b)

Problem (4.65) can be viewed as an optimal control problem in the sense of [13]; since problem (4.27) is well posed it is very easy to see that problem (4.65) has a unique solution. There is no basic difficulty at solving-formally-the least-squares problem (4.65) by a conjueasily J(p), dp E L2(y). Using a gate gradient algorithm operating in L2(r) if we can compute

standard perturbation analysis, we obtain, with obvious notation, that Wcl) =

sY = s JP cp2N~h

J(&WY

=
sY +

(p - lp2)Q
(~92 sY

- 972) h (-1.68)
dy>

~16~2

where, from (4.67), 6~1 and 6~2 verify

(4.69a) a&s - V. I?X76p2 = 0,

Q2 = 0,

in R2, . nl, on 7.

on afi2\Y,

EVS$+J. n2 = -EVdpi

(4.69b)

Let, now, pl and p2 be two smooth functions defined over Ri and s22. respectively. and satisfying
Pi =O, on a%\?, Vi = 1,2.

(4.70)

Multiplying by pi and p:! we obtain from (4.69) that, after summation and integration by parts,

&/
i=l Complete (4.70) by

Oz

(aPi& EV6YiVpi) + .
Pl = pa>

dx = k/p,nV~Yy,
1=1 7

ni dy.

(4.71)

on y.

(4.72)

Next, take (4.69b) and (4.72) int o account and transpose I?; it follows then from (4.71) t,hat
2 apihqi CJ +I +

KtVpi . 069,)

dx = 0.

fli (

(1.73)

Integrating by parts over Qi and taking (4.69a) into account, (4.73) yields
api - V * RVpi)

6qi dx =

J
Y

I?Vpl

. ni6p dy +

J
Y

ktVp2

. n26y2 dy.

(4.74)

Suppose that pl, p:! verify

api - V. EVpi RtVp2.

= 0,
n2 = 9

in Ri,
- p,

vi = 1,2,
011 y.

(4.75) (4.76)

168

E. ZAKARIAN AND R. GLOWINSKI

We have then, from (4.74)-(4.76),

7(v2 p)+zdy = ntVpl s -I . nlbpddy,

which, combined with (4.68), implies J(P) = I-L 92 IT ntVpl . nl/ vI_L E L2(Y)?

(4.77)

where pr is obtained from p, cpr,(~2 via the solution of the following adjoint equations ap2 - V . gtOp2
P2 =o, on dotz\y,

= 0,

in 02, n2 = cp2- p, on y,

(4.78a)

KtVp2.

am - -V . ntVpl
Pl = 0,

0,
PI =

in CIr,
~2, on 7.

on

(4.78b)

d%\y,

We now have the fundamental information that we need to solve (4.65) by a conjugate gradient algorithm; such an algorithm is described as follows: X0 E L2 (y) is given; solve acpy-V.&q$=O, p: = 0, on
%\y, py =

(4.79)

in Rr,
X0,

on y,

(4.80a)

a& - V. EV& cp; = 0, on

dfl2\7,

= 0,

in R2, nr, on Y,

&pi

. n2 = --EVqy. = 0, in 02,

(4.80b)

api - V . c&p;
P; =o, on
dfl2\y,

=t K Vp; . n2 = &! - x0, in Rr,

on Y,

(4.81a) on Y, (4.81b)

spy - V. RtVpy = 0,
P? =o, on %\7,

PY = Pii>

and set go =

X0- cp!jy - E"opy.

nr

(4.82) (4.83)

UI = g?

For lc 2 0, assuming that A, g, wk are known, compute A+, gk+, wk+r as follows. Solve a& cprk = 0,
W2 -

- v. Ev$.Q on Q\Y,

= 0,

in Rr, on y,

& = wk,
= 0,

(4.84a)

v . kvq2p,
&7$52

in 02, nr, on Y,

$Qk = 0,

on

afi2\7,

n2 = -EVp-r in Cl2,

(4.8413)

afik - v. k$i2k = 0,
@-2k= 0, on
i-592\7, 8

(4.85a)

Vpz . n2 = cpzk - wk, = 0, in Rr, on y.

on Y, (4.85b)

aPrk - V . $v& Fr = 0, on %\y,

PI = p2,

Sedimentary

Basin Modeling

169

set
(4.86) and compute (4.87) (4.88) (4.89)
If II!/+lII~Z(r)/lI.CIoII~(l) 5 5, take

X = X+l:

else, compute

(4.90)
u,k+l =
(p+1 +

ypP.
Quarteroni but method;

(4.91) I its cost that

Do X: = I? + 1 and return The above algorithm is twice least-squares per iteration combining

to (4.84~~). respects definitely the spirit of the original Quarteroni methodologies than the one of the gradient method,

higher

we can hope

and conjugate

will lead to algorithms

which are

at the same time fast and robust,. 4.6. 4.6.1. There nonlinear in Section problem Conjugate Gradient Variants of Algorithm (4.2)-(4.7): (II) The Nonlinear Case

Generalities:

Synopsis at modifying DDM algorithms is nothing (4.53)-(4.64) but a method or (4.79). (4.91) t,o handle wc have shown to solve t,hc fixed-point

is no basic difficulty situations 4.4.1 (4.8), that the

like those described Qunrteroni

in Sections

2 and 3. After discretization,

name11 X = G(X),

with operator follows:

G : RN,, 4

IR,J defined in Section

G(P)

4.4.1.

Operator

G can be made explicit

as

= BIPI(CL)+&P,(P., uf

+Fw+d.

(-1.92)

wit511pi (CL) E iRNt. i = 1.2, solutions

AI (PI (~1) = b1l-l+ clr

AZ where,
l l l

(4.93)
+b.w+~2~

(Pi)

bpt(p)

(-l.94)

in (4.92)-(4.94): B1,B2,B3 are ~r,x N1, N, x N2, NO x N, matrices. respectively, and d E RN,,; and cl E !RN1: b:s is a _Vz x N,, on tensor k, into A1 is a nonlinear A2 is a nonlinear matrix operator from iRN1 into RN1, bl is a N1 x N, matrix operator from IRNz into RN2, b2 is it Nz and vectors formulation in (4.92)-(4.94) of the fixed-point depend
x

N1 matrix,

and cz E IRNZ. on the discretization, time step. (4.8) Taking is given by of the solution at the previous (4.92)-(4.94)

The various operators account, a least-squares

and also, for some of them,

problem

(1.95)

170

E. ZAKARIAN

AND R. GLOWINSKI

with j(p) = f ]](I - B3) P - Blpl - B2~2

- d112.

(4.96)

where, in (4.96), p1 = p1 (p), p2 = p2(~) are the solutions of equations (4.93)-(4.94), respectively, and where ]] . (1denotes the canonical Euclidian norm of RN-. The least-squares problem (4.95) has therefore the structure of a discrete control problem in the sense of [13]. To solve the leastsquares problem (4.95), it would make sense to apply some of the methods discussed in, e.g., [14] (see also the references therein). In the present article, we shall address the conjugate gradient solution of problem (4.95) (actually, conjugate gradient is one of the methods considered in [14] for the solution of least-squares problems). requires the knowledge of the gradient j(p) issue will be discussed in the next paragraph.
4.6.2.

The conjugate gradient solution of problem (4.95) of functional j(.) at p, V/A E RN-; this important

Gradient

calculation

Let us define

R(p) E IWNcL by
R(P) = (~-B~)P--B~PI -B2~2, v'c1 E IwN-.

(4.97)

If 6~ is a perturbation of p, we have, from (4.96),(4.97)

b.(p) = (j (1-1)) WWiv,=

We also have, from (4.93),(4.94),

((I - Bi) R(P) > b&v< -

2 (BfW4
i=l

~P&N<&.

(4.98)

A:(pl)6pl

= bl&, ba@,

(4.99) (4.100)

A;(P~)SP~ = b26pl+

respectively; in (4.99),(4.100), matrix Ai (pi) denotes the differential of Ai at pi. Consider now {Zi,Z2} E RN x lRNz. Multiplying both sides of equations (4.99),(4.100) by zi and 22, respectively, we obtain, after transposition and summation:

(A; (d

ZI, SPI WN1+ A; (~2)" z2,6~2

>

>

WN2-

b:zz,

~PI),,,

(b;zl + bkz2, Sp),,_

. (4.101)

Suppose that ai and zs are the solutions of the adjoint equations A2(p2)tz2 = A:(p#zl

@R(P), @R(P),

(4.102) (4.103)

= b;z2 +

respectively; we have then, from (4.98),(4.101)-(4.103),

j(p)
4.6.3.

= (I-B;)

R(p) - b;zl - b;z2.

(4.104)

Description

of the conjugate gradient algorithms

Now that we know how to compute j(p), VP E lKN-, we can apply to the solution of the least-squares problem (4.95) the conjugate gradient algorithms discussed in, e.g., [12, Chapter 71; we obtain thus the following variant of Quarteroni method: X0 E RNa is given; (4.105)

Sedimentary

Basin Modeling

171

solve

AI

(P:)

= W

+ ~1,

(4.106) + ci,
(4.107)

A2 (pi) = bzp: + bd and define

r = (I - B3) X0 - Blp: Solve A; (p!$ z; = Biro, A, (~y)~zy = b&i + Biro, compute

B~P;.

(3.108)

(4.109) (4.110)

go = (I - B;) r - bt,z: - b;z;, and set w = g?

(4.111)

(4.113)

For k 2 0, assuming that X, g, wk are known, compute X+l, g+, wlc+ as follows. Solvcl

j (A - pkwk) 5 j (A - pwk) .
and update X by A+1 = A _ pkwli, Solve Al (ps+) A2 (p;+) define = bJ+l = b2pt+ + cl,

VJPER

(4.113)

(4.114)

(4.115)
i4.116)

+ b3Xki1 + ~2,

rk+l = (I _ B3) A+ - B1pFfl and solve

A;

B2pif13

(4.117)

(P!+)~ z;+l = I+-+, (P!+) .;+l = b;z;+ + B;r+.

(4.118) (4.119)

A;
Compute

g+l

(I

_ B;)

$+l

_ biz:+l

_ biz;+.

(4.120)

172

E. ZAKARIAN AND R. GLOWINSKI

If Ilg+lll/llgoll

< E take X = Xk+, p1 = ptfl, Yk = llgk+1112 llgkl12

pz = p$+l; else, compute (Fletcher-Reeves update) (4.120a)

or
yk =

(9 k+l - Sk, LJkfl),N<&

l19kl12
Wk+l

= gk+l

(Polak-Ribikre update)

(4.120b)

and
+ ykWk.

(4.121) I

Do k = k + 1 and go to (4.113). Several remarks are in order concerning algorithm (4.105)-(4.121). , .I.X~::_::.:a. ........b . l: :.:. .A... AS.>.. I...iiii.iil.i *.:.~.:::::::::.::. .ili..ii.i_. .. ::::::::::: ...liiii.. ..a.%:.:::.: .h.

(4
J8zli . .. . vi:.::,ii

.---zzYv

ii

,.

,.

..,

,..

.,

(b)
Figure 5.1. Two different basins.

Sedimentary Basin klodeling REMARK 4.7. than For our problems one. the choice of x0 in (4.105); is part of the solution P(At) of Pll+l we advocate the following problem P((n + l)At) approach, the Fletcher-Reeves update (4.120a)

173 leads to a faster convergence

the Polak-Rib&e

REMARK 4.8. solution

Concerning (4.95)

if the PO

of problem

of a time-dependant take t,he trace (approximating

such as (2.10). and P(nAt),

For the computation respectively) REMARK 4.9.

of P1 approximating

on y of the initial solut,ion

to define X0. For the computation take X0 as the trace The nonlinear while

from P

of P* on 7. (4.106),(4.107),(4.115)~(4.116) elimination have been solved by the

problems Gauss&

Gauss-Newton

method,

has been used to solve the linear

problems

(4.109),(4.110),(4.115),(4.116). R.EMARK 4.10. the practical mization Solving problem (4.113) is a crucial issue (if not the crucial the solution in [7, Section 6.31. issue) concerning mini-

implementation

of algorithm

(4.105)-(4.121); thoroughly

of one-dimensional

problems

such as (4.113)

is discussed

5. NUMERICAL
5.1. Introduction

EXPERIMENTS

Figure The results presented consist (shales

5.2.

Boundary conditions for two different layers, types of basins. The basins

here have been obtained of alternate horizontal Figure 5.la structure

of the first type of sediments Figure

each layer being

made of only one type For the basins on

or sandstones). the heterogeneous

shows a basin of the first type. is more complicated

of the second type, We suppose subdomains

and has been visualized

5.1 b which is self-explanatory. that those basins consist 5.2). Neumann Dirichlet conditions condition (i.e., zero flux) on the East on the South boundary on the North boundary. and West boundaries of 0. and a nonzero linearly increasing of N,, horizontal layers; they have been divided into two The boundary conditions are as (along the vertical fault for the basins of type two).

follows (see Figure

l l

Homogeneous Homogeneous from East

to West Dirichlet

condition

174 * \ - \

E. ZAKARIAN AND R. GLOWINSKI

LINEAR RESIDUAL

time step = 10 dt = 0.01 Na = 12 relaxation gradient -(c-. .

0.1

-. \k s\ . \\\

0.01

0.001

0.0001

1e-05 1 2 3 4 iteration (a)

LINEAR RESIDUAL time steo = 10 dt = 0.01 Na = 15

4
iteration (b)

Figure 5.3

In order to compare the various iterative methods discussed in this article, we pick a value of nAt, and we compare the convergence to zero of the residual IlG(X) - XII versus Ic. (See Section 4.4.1 for the definition of operator G.) 5.2. The Linear Case

In order to compare the speeds of convergence of the relaxation and conjugate gradient algorithms, we have to keep in mind that the conjugate gradient ones, being based on a (linear)

Sedimentary
LINEAR RESIDUAL

Basin Modeling
time step = 10 dt = 0.01 Na = 12

175

relaxation gradient -w-

0.001

0.0001

1e-05
I
I ,

20

40

60

80 iteration

100

120

140

160

(4
LINEAR RESIDUAL time step = 10 dt = 0.01

Na = 15

relaxation gradient -g-.

0.00 1

0.0001

1e-05 40 60 80 iteration (b) Figure 5.4 100 120 140 160

Table 5.1 NCl NR (relaxation method)

NGC (conjugate gradient method)

8 36
53

15 82
23

20 205
55

least-squares

formulation

are twice more expensive

per iteration,

everything

else being the same.

The comparisons

have been done at t = .l(n

= 10,At = lo-").

176

E. ZAKARIAN

AND

R. GLOWINSKI time step = 10 dt = 0.01 Na = 15

NONLINEAR RESIDUAL

relaxation gradient -+--

I _

10

20

30

40 iteration

50

60

70

80

(4
NONLINEAR RESIDUAL time step = 10 dt = 0.01 Na = 20 relaxation gradient -+-.

1e-05

b ?
50 100 iteration (b) Figure 5.5. 150 200

For the basins of type one, the two algorithms are essentially equivalent as shown in Figures 5.3a and 5.3b (which correspond to N, = 12 and 15, respectively). For this test problem the coefficient CY (see Section 2.3) has been taken equal to 5 x lo- . We have taken IIG(X) - Xll < 5 x 10m6 as stopping criterion. Observe that the number of iterations necessary to achieve convergence is the same for both values of N, which have been considered. For basins of type two, the results are quite different; more precisely, we have the following.

Sedimentary Basin Modeling

177

NUMBER

OF ITERATIONS

(NONLINEAR)

time step = 0.01

Na = 15

90 80 -

50 40 30 20 ,____..____~.....__-_~.-._.....~.......-..~..._.._..~..-.......~-...______~___.___..~---~~---.-~, 10 I 2 I 3 I 4 I I Time step6 I 7 I 8 I 9

10

(a)

%me ste: (h)

Vigure 5.6

At the same value of t, namely type harder of basins (see Figures to shales,

t = .I, we need many more iterations 5.4b, and Table 5.1). problem Numerically, of 2 by the strong jump

than

for the other are

5.4a, making

the problems

to solve and this can be explained

(of the order of 104)

from sandstones

the fixed-point X = G(X)

(5.1)

badly conditioned.

178

E. ZAKARIAN AND

R.

GLOWINSKI

The conjugate gradient algorithm is much faster than the relaxation one, particularly large values of IV,.

for

5.3.

The Nonlinear Case

We consider only second type basins since they provide more challenging problems, due to the poor conditioning of problem (5.1). The conjugate gradient algorithm requires much less iterations than the relaxation one (unless N, is small) as shown in Figures 5.5a (N, = 15) and 5.5b (N, = 20), however, since each conjugate gradient iteration is more costly (by a factor of 3 in our simulations) both algorithms are comparable when CPU-time is concerned. We think, nevertheless, that conjugate gradient is method. All this calculations correspond to t = .l (n = more reliable from the monotonic decay of the residual, the variation of the same residual being much more chaotic for the relaxation 10, At = 10-l) and cy = 10T7. The steadiness of the conjugate gradient algorithm is further observed on Figures 5.6a (IV, = 15) and 5.6b (N, = 20) wh ere one has visualized (still for (Y = 10b7) the number of iterations necessary to achieve convergence at t = nAt, n = 1,. . . , 10.

REFERENCES
1. A. Quarteroni and A. Valli, Theory and application of Steklov-PoincarC operators for boundary-value problems, In Applied and Industrial Mathematics, (Edited by R. Spigler), pp. 179-203, Kluwer, Dordrecht, (1991). 2. R. Glowinski and M.F. Wheeler, Domain decomposition and mixed finite element methods for elliptic problems, In Domain Decomposition Methods for Partial Differential Equations, (Edited by R. Glowinski, G.H. Golub, G. Meurant and J. Periaux), pp. 144-172, SIAM, Philadelphia, PA, (1988). 3. R. Glowinski, W. Kinton and M.F. Wheeler, Acceleration of Domain Decomposition Algorithms for Mixed Finite Elements by Multi-level Methods, In Domain Decomposition Methods for Partial Differential Equations, (Edited by T.F. Chan, R. Glowinski, J. Periaux and 0. Widlund), pp. 263-289, SIAM, Philadelphia, PA, (1990). 4. I. Faille, Modelisation bidimensionnelle de la gen&e et de la migration des hydrocarbares dans un bassin sediment&e, Ph.D. Dissertation. 5. R. Eymard, T. Gall and R. Herbin, Finite volume methods, In Handbook of Numerical Analysis, (Edited by P.G. Ciarlet and J.L. Lions), North-Holland, Amsterdam, (to appear). 6. A. Bjiirck, Least squares methods, In Handbook of Numerical Analysis, Vol. I, (Edited by P.G. Ciarlet and J.L. Lions), pp. 463-652, North-Holland, Amsterdam, (1990). 7. J. Dennis and R. Schnabel, Numerical Methods for Unconstrained Optimization and Nonlinear Equations, Prentice Hall, Englewood Cliffs, NJ, (1983). 8. R. Henderson and G.E. Karniadakis, Hybrid spectral element methods for flow over rough walls, In Domain Decomposition Methods for Partial Diflerential Equations, (Edited by D.E. Keyes, T.F. Chan, G. Meurant, J.S. Scroggs and R.G. Voigt), pp. 485-497, SIAM, Philadelphia, PA, (1992). 9. P.A. Ravairt and J.M. Thomas, Introduction ci 1Analyse Num&ique des EqLations auz Derivees Partielles, Znd edition, Masson, Paris, (1988.). 10. J.L. Lions and E. Magenes, Nonhomogeneous Boundary Value Problems, Vol. I, Springer-Verlag, (1972). 11. P. Le Tallec, Domain decomposition methods in computational mechanics, Computational Mechanics Advances 1, 121-220, (1994). 12. R. Glowinski, Numerical Methods for Nonlinear Variational Problems, Springer-Verlag, New York, (1984). 13. J.L. Lions, ContrGle Optimal des Systemes Gouvernes par des Equations aux D&ivees Partielles, Dunod, Paris, (1968). 14. H. Fujita and N. Saito, An analytical study of optimal speed of convergence of iterations in DDM under certain shape assumptions of domains, In Computational Sciences for the 21S* Century, (Edited by M.O. Bristeau, G. Etgen, W. Fitzgibbon, J.L. Lions, J. Pdriaux and M.F. Wheeler), pp. 139-148, Wiley, Chichester, (1997).