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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Parallel Splitting and Decomposition Method for Computations of Heat Distribution in Permafrost</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Nataliia Vaganova</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Mikhail Filimonov</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>IMM UB RAS</institution>
          ,
          <addr-line>Yekaterinburg</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
        <aff id="aff1">
          <label>1</label>
          <institution>Ural Federal University</institution>
          ,
          <addr-line>Yekaterinburg</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
      </contrib-group>
      <fpage>42</fpage>
      <lpage>49</lpage>
      <abstract>
        <p>A mathematical model, numerical algorithm and program code for simulation and long-term forecasting of changes in permafrost as a result of operation of a multiple well pad of northern oil and gas eld are presented. In the model the most signi cant climatic and physical factors are taken into account such as solar radiation, determined by speci c geographical location, heterogeneous structure of frozen soil, thermal stabilization of soil, possible insulation of the objects, seasonal uctuations in air temperature, and freezing and thawing of the upper soil layer. A parallel algorithm of decomposition with splitting by spatial variables is presented.</p>
      </abstract>
      <kwd-group>
        <kwd>parallel computations</kwd>
        <kwd>splitting by spatial variables</kwd>
        <kwd>do- main decomposition</kwd>
        <kwd>simulation of heat distribution</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>According to the papers [1, 2] a mathematical model is suggested for long-time
forecasting of impacts of development and exploitation of oil and gas elds
located in areas of permafrost, as well as on Arctic shelf. New methods for
simulation and studying of permafrost degradation in well pads areas which related
with permafrost heating by various technical system are developed, taking into
account climate changes, solar radiation, as well as taking into account a
combined e ect of all engineering facilities and technical systems, which are located
on well pads. An optimal arrangement of objects on a well pad allows to minimize
the temperature e ects in permafrost, and due to thermal stabilization of soil,
to increase operational safety of oil and gas elds, and to considerably reduce
the costs and risks. Simulated problems take into account a number of climatic,
natural and man-made factors forming long-term prognosis of degradation of
permafrost.</p>
      <p>The computer realization of this original methods also uses an numerical
algorithms to \anchor" geographical coordinates of the area, as well as a climatic
database developed on the base of open databases NASA, and signi cantly
reduces the list of initial parameters. This \anchor" is contained in the nonlinear
boundary conditions and allows to simulate natural thermal elds related with
seasonal changes in the upper layer of soil. The novelty of parameters adaptation
allowed to compare of numerical and experimental data obtained for \Russkoye"
oil eld and showed a good agreement (di erence is about 5%) between the
considered model and the practice.</p>
      <p>The program code has to be oriented to carry out high-performance
computations because of long-time period to be simulated. The computational system
is a hybrid computer cluster \Uran" with MPI. Note that complete simulation
of all technical systems that located in a well pad makes it necessary to solve
such problems in a signi cantly larger area with three-dimensional
computational grid, resulting an essential increasing time of computations (up to 100
hours). For example, a detailed simulation of thermal elds for a are system
[12] takes up to 10 hours of computing.
2</p>
      <p>Problem statement and mathematical model
Simulation of unsteady three-dimensional thermal elds, such as oil and gas
elds (the well pads) located in the area of permafrost, is required to take into
account the di erent climatic, physical and technological factors.
α q + b(Tair − T z=0) = εσ (T 4 z=0 − Ta4ir ) + λ ∂T</p>
      <p>∂z z=0
z
solar radiation
x
∂∂Ty = 0
y
x
u
lfr
a
e
n
li
∂∂Tx = 0 Ωi,i = 1,n insulating shells
y
iiit
ssv
m ∂∂Tx = 0
e
Ω</p>
      <p>∂∂Ty = 0
∂∂Tz = 0</p>
      <p>The rst group of factors is related with solar radiation, seasonal changes in
air temperature, resulting a periodic thawing (freezing) of soil, and possible snow
layer. The second group factors includes parameters of soil: thermal, dependent
with humidity, structure and temperature. The third group of factors are the
possible source of heat as production and injection wells, are systems, pipelines,
foundations of buildings, etc. In addition, it is necessary to take into account
parameters of used thermal insulation and possible devices.</p>
      <p>Simulation of processes of heat distribution is reduced to solution of
threedimensional di usivity equation with non-uniform coe cients including localized
heat of phase transition | an approach to solve the problem of Stefan type,
without the explicit separation of the phase transition in ( g. 1). The equation
has the form
c (T ) + k (T</p>
      <p>T )
with initial condition</p>
      <p>
        T (0; x; y; z) = T0(x; y; z):
Here
is density [kg=m3], T is temperature of phase transition [K],
c (T ) =
cc21((xx;; yy;; zz));; TT &gt;&lt; TT ;; is speci c heat [J/kg K];
(
        <xref ref-type="bibr" rid="ref1">1</xref>
        )
(
        <xref ref-type="bibr" rid="ref2">2</xref>
        )
(T ) =
      </p>
      <p>21((xx;; yy;; zz));; TT &gt;&lt; TT ;; is thermal conductivity coe cient [W/m K ],
k = k(x; y; z) is speci c heat of phase transition, is Dirac delta function.</p>
      <p>Balance of heat uxes at the surface z = 0 de nes the corresponding nonlinear
boundary conditions
q + b(Tair</p>
      <p>T (x; y; 0; t)) = " (T 4(x; y; 0; t)</p>
      <p>
        Ta4ir) +
:
(
        <xref ref-type="bibr" rid="ref3">3</xref>
        )
      </p>
      <p>
        To determine the parameters in boundary condition (
        <xref ref-type="bibr" rid="ref3">3</xref>
        ), an iterative
algorithm is developed that takes into account the geographic coordinates of
considered area, lithology of soil and other features of the selected location.
      </p>
      <p>
        In condition (
        <xref ref-type="bibr" rid="ref3">3</xref>
        ) values of intensity of solar radiation and seasonal changes
in air temperature are obtained by weather stations or on the base of an open
NASA climate data. Fig. 2a shows the data for the considered eld.
      </p>
      <p>
        The others parameters in condition (
        <xref ref-type="bibr" rid="ref3">3</xref>
        ) are determined as a result of
geophysical research of oil and gas eld. Fig. 2b shows temperature distribution in
an exploratory well. Applying the developed iterative algorithm [3, 4] to de ne
some of the parameters in nonlinear boundary condition (
        <xref ref-type="bibr" rid="ref3">3</xref>
        ) it is possible to
identify them so that the temperature distribution in the soil found as a
solution of equation (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ){(
        <xref ref-type="bibr" rid="ref3">3</xref>
        ) to be periodically repeated over the next few years, that
allows to implicitly take into account di erent climate and natural features of
the considered geographical location.
      </p>
      <p>Let n objects(technical systems) be included in which are heat
(foundations, producing insulated wells, pipelines) or cold (SCDs) sources. The surfaces
of these objects are i(x; y; z), i = 1; : : : ; n in g. 1. These surfaces are inner
boundaries with conditions</p>
      <p>T</p>
      <p>= Ti(t); i = 1; : : : ; n:
i</p>
      <p>The computational domain is a three-dimensional box , where x and y
axes are parallel to the ground surface and the z axis is directed downward. We
assume that the size of the box is de ned by positive numbers Lx, Ly, Lz:
Lx x Lx, Ly y Ly, Lz z 0.</p>
      <p>At the boundaries of the computational domain the boundary conditions are
given
=</p>
      <p>
        In (
        <xref ref-type="bibr" rid="ref5">5</xref>
        ) is a positive number, corresponding to a geothermal ux value. As
a rule is a small number and it is possible to be set zero in calculations.
      </p>
      <p>
        Among the mathematical models, which are closer to the considered (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ){(
        <xref ref-type="bibr" rid="ref5">5</xref>
        ),
we have to mention the works of researches from USA and Canada in which there
is used one-dimensional heat equation, and take into account various factors:
snow cover, vegetation, etc. (see review in [9]). It is assumed that there are no
engineering systems located in the permafrost zone. Taking into account solar
energy it was shown that short-wave part of the radiation can penetrate into the
thick snow into a considerable depth, ranging in depth by the Bouguer{Lambert
law. In the proposed three-dimensional model snow cover, vegetation and other
factors are taken into account by a special iterative algorithm variating some
coe cients in nonlinear boundary conditions on the soil surface. This approach
allows to user to simplify the task of initial data setting, for example, it is not
necessary to know thickness of snow cover, changes in the thermal properties of
snow, depending on the solar radiation, etc.
      </p>
      <p>
        Numerical methods of solving problems are the most e ective and universal
method of research for models considered in this paper. A large number of works
is devoted to development of di erence methods for solving boundary value
problems for the heat equation To solve (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ){(
        <xref ref-type="bibr" rid="ref5">5</xref>
        ) a nite{di erence method is
used.
      </p>
      <p>
        At present there are the following di erence methods for solving Stefan
type problems: the method of front localization by the di erence grid node,
(
        <xref ref-type="bibr" rid="ref4">4</xref>
        )
(
        <xref ref-type="bibr" rid="ref5">5</xref>
        )
x
y
z
splitting
by spatial
variables
x
1.
      </p>
      <p>2.</p>
      <p>y
3.</p>
      <p>z
the method of front straightening, the method of smoothing coe cients and
schemas of through computation [6]. The method of front localization in the
mesh node is used only for one-dimensional single-front problems and method of
front straightening for the multi-front problems. A basic feature of these
methods is that the di erence schemes are constructed with explicit separation of
the front of phase transformation. It should be noted that the methods with
explicit separation of unknown boundary of the phase transformation for the case
of cyclic temperature changes on the boundary are not suitable, because the
number of non-monotonically moving fronts may be more than one, and some
of them may merge with each other or disappear. In [5] an e ective scheme of
through computations is developed with smoothing of discontinuous coe cients
in the equation of thermal conductivity by temperature in the neighborhood
of the phase transformation. Through calculation scheme is characterized by
that the boundary of phase separation is explicitly not allocated, and the
homogeneous di erence schemes may be used. The heat of phase transformation
is introduced with using the Dirac -function as a concentrated heat of phase
transition in the speci c heat ratio. Thus obtained discontinuous function then
\shared" with respect to temperature, and does not depend on the number of
measurements and phases.</p>
      <p>I
II</p>
      <p>processors
1
2</p>
      <p>N
0</p>
      <p>
        With using these ideas [5, 6], to solve problem (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ){(
        <xref ref-type="bibr" rid="ref5">5</xref>
        ) in three-dimensional
box a nite di erence method is used. Solvability of the same di erence problems
approximating (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ){(
        <xref ref-type="bibr" rid="ref5">5</xref>
        ) is proved in [8, 10, 11] in the case of thermal traces of of
underground pipelines without phase transition in soil [7].
3
      </p>
      <p>
        Approaches to parallelization
On the base of ideas in [6] a nite di erence method is used with splitting by the
spatial variables in three-dimensional domain to solve the problem (
        <xref ref-type="bibr" rid="ref1">1</xref>
        )-(
        <xref ref-type="bibr" rid="ref5">5</xref>
        ). We
construct an orthogonal grid, uniform, or condensing near the ground surface or
to the surfaces of i. The original equation is approximated by an additive
onedimensional implicit central-di erence scheme and a three-point sweep method
to solve a system of linear di erential algebraic equations is used.
      </p>
      <p>In Fig.3 the stencil of the scheme is presented. The scheme is divided into 3
steps: sweeping by x-variable with xed y and z, sweeping by y, and sweeping
by z. These three steps are successively carried out, but it is possible to compute
it in di erent grid lines simultaneously so to perform a decomposition of with
no overlapping.</p>
      <p>Fig.4 shows two basic steps of the computational algorithm. Ist step is parallel
sweeping by x and y on N processors, the \zero" processor works to read initial
and upper boundary parameters and to compute sweeping by z. The processors
are exchanged by the values of temperatures and use these to compute the next
sweeping step.
4</p>
      <p>Numerical results</p>
      <p>In Fig.5 thermal elds from two heated wells are shown for 3, 5, and 10 years
of exploitation. The temperature of the wells re assumed to be 45 C, permafrost
temperature is 1 C. In upper layers there are seasonal melting of frozen soil.
The melted zones around the wells merge and raise so the in uence of wells is
enhanced.
The developed mathematical model allows to take into account the most signi
cant physical and climatic factors in uencing on formation of temperature elds
in permafrost during operation producing wells. Numerical calculations based
on the model for the arrangement of well pads can improve safety and e ciency
of northern oil elds due to optimal location of wells and other technical systems
in the area and provides signi cant economic e ect already at the design stage.
The suggested approach of splitting and decomposition allows to use distributed
and parallel computations and, as a result, essentially increase complexity and
detailed elaboration of the objects to be simulated.</p>
      <p>This work was supported by Russian Foundation for Basic Research 14{
01{00155, by the Program of UB RAS "Mathematical models, algorithms,
highperformance computational and information technologies and applications" (prj.</p>
    </sec>
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