Unconditionally convergent nonlinear solver for hyperbolic conservation laws with S-shaped flux functions

This paper addresses the convergence properties of implicit numerical solution algorithms for nonlinear hyperbolic transport problems. It is shown that the Newton-Raphson (NR) method converges for any time step size, if the flux function is convex, concave, or linear, which is, in general, the case for CFD problems. In some problems, e.g.. multiphase flow in porous media, the nonlinear flux function is S-shaped (not uniformly convex or concave): as a result, a standard NR iteration can diverge for large time steps, even if an implicit discretization scheme is used to solve the nonlinear system of equations. In practice, when such convergence difficulties are encountered, the current time step is cut, previous iterations are discarded. a smaller time step size is tried, and the NR process is repeated. The criteria for time step cutting and selection are usually based on heuristics that limit the allowable change in the solution over a time step and/or NR iteration. Here, we propose a simple modification to the NR iteration scheme for conservation laws with S-shaped flux functions that converges for any time step size. The new scheme allows one to choose the time step size based on accuracy consideration only without worrying about the convergence behavior of the nonlinear solver. The proposed method can be implemented in an existing simulator, e.g., for CO2 sequestration or reservoir flow modeling, quite easily. The numerical analysis is confirmed with simulation studies using various test cases of nonlinear multiphase transport in porous media. The analysis and numerical experiments demonstrate that the modified scheme allows for the use of arbitrarily large time steps for this class of problems. (C) 2009 Elsevier Inc. All rights reserved.