z

SPE 49001

Preconditioned Newton Methods for Fully Coupled Reservoir and Surface Facility
m M’ 9

.,.

Society of Petroleum Engineers

Models
Thomas J. Byer, Stanford U., and Michael G. Edwards, Stanford U., and Khalid Aziz, SPE, Stanford U.

Copyright 1998, Society of Petroleum Engineers, IN,

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Abstract
The fully implicit coupling of surface facilities with a
reservoir model can lead to a significant increase in computing
time. The focus of this paper is on the development of
methods that can minimize the impact of the facility model on
the global solution procedure. A local grid refinement
preconditioned is developed to accelerate convergence of the
full flow field implicit simulation.
Introduction
Surface facility modeling is an important component of field
development planning. The model provides information for
the design of well stream processing units, which may include
devices for phase separation and flow control. The model also
assists in the design of pipe network systems for collection of
produced fluids to processing units or for routing of fluids to
injection wells. Integrated reservoir and facility modeling
provides a more cotnpfehensive approach to field development
planning.
The solution techniques for the individual models
have been widely studied and published [1-3]. Methods for
coupled models have been developed which combine the
individual algorithms with varying degrees of implicitness
[4,5]. Most of these methods have basic components that can
be traced to the approach presented by Emanuel and Ranney
[6]. Their approach begins with an explicit coupling whose
convergence is based on wellhead or bottom-hole conditions.
The facility model provides Neumann or Dirichlet boundary
conditions to the reservoir model. Nonlinear updates of these
and boundary conditions are allowed to increase the implicitness
of the formulation. Schiozer [7] demonstrated some of the
potential problems with explicit couplingi and presented a
method based on domain decomposition to accelerate
convergence and to increase accuracy. The fundamental
motivation for using domain decomposition was to m~intain a
filly implicit formulation in the active regions and move the
coupling boundary conditions further into the reservoir.
In this paper a new method is presented for solving
the fully coupled reservoir and facility problem based on
solving a local subdomain problem around each well. The
components of the integrated model are first presented,
followed by a description of the new numerical method and
the object oriented design. The method is applied to a test
problem and the results are presented and contrasted with
those from a standard implicit formulation.
Integrated Model
The reservoir model uses a black oil fluid characterization and
is simulated on a Cartesian grid. When no facility model is
present, production and/or injection of fluids are represented
as internal source or sink boundary conditions. Using a
standard well model the boundary conditions are either
Neumann or Dirichlet and contain prior knowledge of vertical
tubing performance. In the integrated model the boundary
conditions are removed from the well and are replaced with
conservation equations leading to constraints on the source or
sink nodes in the facility model.
The facility model allows for multiphase flow and
arbitrary network configurations. The flow model is based on
steady state conditions and application of the conservation of
mass and momentum. Under these conditions the pressure
gradient equation is expressed as:
The frictional pressure drop is computed using a homogeneous

181
2 T.J. BYER, M.G. EDWARDS, K. AZIZ
no-slip model and the pressure drop due to acceleration is
neglected. Calculation of the two-phase flow pressure drop
rewires discretization of the pipe into segments where fluid
properties can be assumed constant and application of an
iterative scheme to converge on the inlet or outlet pressure.
The facility network model is defined by a collection
of node junctions that represent discretization points for the
solution variables. In between two node locations, devices
such as tubing, pipe, valves, pumps, or compressors may be
specified. Currently these devices only contribute a pressure
change between solution nodes and may not be specified as
solution variables, Mass balance equations applied at
discretization points are expanded in terms of the total
derivative to allow for fully implicit matrix level formulation
of the reservoir and facility flow equations.
The standard implicit formulation of the combined
system contains flow equations whose velocity field is
described by different relationships. In the reservoir,
application of Darcy’s law yields a linear relationship between
pressure drop and velocity. Whereas in pipe flow, Eq. 1
shows that pressure drop is proportional to velocity squared.
The valid range of linearization in these different regimes is
quite different. The Newton step in the reservoir regions can
accommodate much larger pressure changes than in the pipe or
tubing and therefore the number of iterations required for
convergence in each system is different. Typically in a
reservoir model less than 6 Newton iterations are required for
convergence in a timestep. In a facility model, depending on
the complexity of the network, type of devices, and initial
estimate, up to 20 iterations may be required. The objective
of our method is to obtain simultaneous convergence in both
systems while maintaining a fully implicit formulation.
Numerical Methods
Standard Implicit Method
The standard fully implicit solve consists of a matrix level
formulation of the reservoir and facility equations. The
connectivity between the reservoir and facilities is through the
conservation equations at reference locations in each well.
Initial estimates of well flow rate are used to calculate initial
well flowing pressures. The well flowing pressures are then
used to forward calculate the pressures and rates in the facility
model. The solution of this system constitutes a global
update of the Newton step. Newton’s method is defined
through the following notation. Let the unknowns in the global
system X~ be defined by
x& =[xJ. xf] ................... ...... ...... .....!.............(2)
where
x*=[po,,
sw,
,s8,
/Pbp,
1*~=l*...*~w:
. . . . . . . . . . . . . . . . . . . . . ...(3)
and
182
SPE 49001
Xf =[p, ], i=l,..,,nf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...!.(4)
The number of faciIity nodes, nf, includes the bottom hole
pressure variables for the well equations. The linearized
volume balance equations for all grid blocks and facility nodes
may be expressed in matrix form as
~(x$))~~ =–R(X$)), v=O1. .... ........................(5)
where
&g = x$+])_ x(~) ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....(6)
8
J is the Jacobian and R is the residual vector. In the standard
Newton method the iteration starts with evaluation of the
Jacobian and the residual vector. The system is solved for the
change in primary variables and the solution vector is updated.
The iteration continues until global convergence is reached.
New Preconditioning Method
The new method is comprised of a coarse grid solve followed
by a subdomain solve per well which establish a
preconditioned initial solution for the standard fully implicit
problem. These components are used to localIy accelerate the
Newton step in the subdomain and facilities. The method
employs several numerica[ techniques which when combined
provide a broad range of options for fine tuning performance
for a given problem.
Coarse Grid Solve
The coarse grid soIution algorithm is based on an algebraic
coarsening technique applied to the global fine grid Jacobian
matrix restricted to reservoir and well terms. Neumann
boundary conditions are constructed for the wells from
previous iteration rates. The coarse grid operator is derived
from multigrid principles and leads to a Galerkin matrix [8,9]
which is defined by
Ah’= l:’J(ig)l; ?.. #......,.!....,...,........,.....,..........(7)
l:> = (Zj’)r . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .(8)
where Ii’ is a linear restriction operator from the fine to the
coarse grid and l], is a piecewise constant prolongation
operation from the coarse to the fine grid. After restricting the
residual vector to the coarse grid, the coarse grid solution is
given by
x“=(I: J(xg)lj/)(l/'R(i8)) ....................!........(lo
and the interpolated fine grid solution is
i, = 1:.X*’
...................................................(11)
These operators generate a coarse grid formulation that is
locally mass conservative. Modifications to the restriction
operator are required when a coarse cell contains fine cells
 SPE 49001 PRECONDITIONED NEWTON METHODS
with different phases, For example, if a fine cell contains free
gas the primary variable is gas saturation, otherwise it is
bubble point pressure. Threshold criteria are used to ensure
consistency of the primary variables and thus Jacobian terms
for the coarse grid cell. The prolongated coarse to fine grid
variabIes are only applied to the primary variables of fine grid
cells that have the same phases as the coarse cell. Since the
prolongation operator is piecewise constant, local gravity
corrections are required in the vertical direction. The coarse
grid solve provides Dirichlet or Neumann boundary conditions
for each localIy refined subdomain, see Figure 1.
Subdomain Solve
Local fine grid subdomains are defined for each well. The
wells and thus the subdomains are coupled via the facilities.
The respective local fine grid solutions are calculated with
boundary conditions supplied by the initial coarse grid
solution and facility constraints. This collective subproblem
provides a good initial starting solution for the fully coupled
reservoir and facility problem. Different variants of the
strategy can be devised.
The subproblem unknowns maybe expressed as
XW=[Xl.. X~]. i=l . ....nti . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..(l2)
where nd is the total number of locally refined reservoir
subdomains. The Newton system for the linearized volume
balance equations may be expressed in matrix form as
J(X:))M =–R(X:)),
a=o,l,...
. . . .. . . . . . . . . . . ....(13)
where
~ s x~l) _ X(a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... . . . . . . . ..(14)
w The separation of computational
The subproblem solution is used to precondition the global
solution for the fuIIy coupled solve, Eqs. 2-6. The procedure
is described by the flow chart in Figure 2. The solution
preconditioning criteria yield different types of algorithms. If
the subproblem solve is performed only on the first step it may
be viewed as providing a better starting point for the Newton
iteration. If the preconditioning is performed with alternating
subproblem and standard implicit solves, the approach is a
predictor-corrector or successive iteration method. To
guarantee global conservation and consistency, the last step is
always a standard implicit solve.
The performance of the method is measured using
total CPU time and relative iteration count. The relative
iteration count provides a linear measure of the computational
effort required on the grid and is defined as
s
relative iterations = k + ~~,mi+nc . . . . . . . . . . . . . . . . . . . ..(15)
1=1
where
k = number of standard implicit iterations taken on full grid
s = mrrnber of subdomains
A = ceI1s in subdomain i / total reservoir cells
FOR FULLY COUPLED RESERVOIR AND SURFACE FACILITY MODELS 3
mi = iterations in subdomain i
c = cells in coarse grid/ total reservoir cells
n = number of coarse grid solves
Object Oriented Approach
The application code is based on object oriented
methodologies applied with the C++ programming language.
This approach allowed for rapid implementation of the
numerical method even though this scheme was not
considered in the original design stages of the simulator.
Other benefits of object based design have been reported by
Verma[ 10] and Nogaret[ 11]. In this section a generalized
description of the key objects used in the simulator is
presented along with a discussion on how their design
facilitated development of the new scheme.
The object design for the integrated reservoir and facility
problem seeks to balance the elegance of physical
representation with the computational requirements of the
numerical algorithms. An object model describes the entities
and relationships in the model. For example, the field object
contains reservoir, facility, and well objects, thus providing
consistency with the physical entities of the problem. These
objects are static descriptions that are used by manager objects
to model the dynamic behavior of interactions and states over
time. State objects are used to represent the current pressure
and saturation of reservoir cells, facility nodes, and wells.
Updating the state objects relies heavily on the computational
objects that receive task assignments from the manager
objects. The computational objects only encapsulate data
related to the numerical features of an algorithm. The data
required by the algorithm is obtained through interfaces
defined for the static and state objects.
and object models
provides two benefits: (1) ease of numerical algorithm
enhancement, due to minimum dependency between modules
the modification is relatively isolated, (2) input to the
computation model is via objects that define the problem,
while the use of interfaces abstracts the instance of the
problem from the algorithm.
Since the computational model is not coupled to a specific
problem, the application can easily model a field with multiple
reservoirs, or provide local solutions for preconditioning
techniques, which are described below.
The process of advancing the simulation one timestep
involves updating the state by several Newton iterations. In
the new method, updating of the state may be preconditioned
with a subproblem solve which requires formation of well
subdomains. The subdomains are essentially a collection of
reservoir objects. All the static and state objects are designed
with constructors that create new instances of an object for a
specified domain. For example, an instance of a global
reservoir object can create a copy of itself that is restricted to a
specified domain. Additionally, all of the objects
encapsulated in the reservoir object have similar copy
functionality. Thus the complete description of the reservoir,
183
4 T.J. BYER, M.G. EDWARDS, K. AZIZ
which includes the grid definition, rock and fluid properties,
can be duplicated with one call to a constructor whose
arguments include the current reservoir and the coordinates of
the subdomain. The construction and solution of the
subproblem is simplified by creation of objects whose
interfaces are already known and used by the computational
objects. With the exception of boundary condition
information, the computation for the subproblem is performed
with the same objects and methods used by the fully coupled
global formulation.
The primary modifications to the original code structure
were the addition of specialized constructors that extend the
object functionality. The data encapsulation features of C++
help make this an easy task since every object has an inherent
knowledge of its data model. The combination of object
design with the C++ language features minimize coding effort
and allow rapid progression to the analysis and design stages
of the numerical method.
Test Problems
Two combined reservoir and facility models are developed
and the performance characteristics of the method for each
model are demonstrated below. The scheme employed
subproblem boundary condition updates only on the first
Newton step and the scheme alternates between subproblem
and standard implicit updates.
Model 1
The reservoir description is Similar to the SPE 1 standard test
case [12]. The rock and fluid characterization are identical.
The modifications to the reservoir definition are shown in
Figure 3. The model dimensions are IOOX50X3in the x, y, and
z directions. An oil water fluid characterization is used and
producer-injector pairs are specified on every 10x5O areal
pattern, resulting in twenty well subdomains. Ten production
wells tied into a gathering system are required to deliver a
total of 60000 STB/day at two sink nodes in the facility
model. The configuration of the gathering system is shown in
Figure 4. The injection wells are each required to inject 6000
STBJd of water.
Results
Performance of the new method is tested with respect to
variations in well subdomain size, The base comparison is the
standard fully implicit formulation of the integrated model.
Figure 5 shows the relative iteration count for each of the runs.
The standard implicit formulation required 284 Newton
iterations compared to an iteration count of 222 for the 3x3x3
subdomain case. Based on this metric the 3x3x3 subdomain
case provided an optimal balance between cost of the standard
implicit and subproblem iterations. As the size of the
subdornain is increased the implicitness of the subproblem
increases and the iteration count approaches that of the
184
SPE 49001
standard implicit case as shown in Figure 5.
Figure 6 shows the CPU time normalized to the standard
implicit run for each of the test models. The optimal domain
size is 3x3x3, which is consistent with the resuIt from the
relative iteration count metric. The standard implicit case
required 1890 more CPU time than the optimaI 3x3x3 case.
Alternative y, a reservoir model without facilities, with
boundary conditions similar to the integrated model required
only 10% less CPU time than the optimal case, showing that
the new method reduces the CPU time to an acceptable level.
The standard implicit and subproblem CPU times are
shown Figure 7. This figure provides some insight into the
performance of the test problem. The subproblem cost
represented on] y 1070 of the total CPU time for the optimal
case. The domain sizes are relatively small and most of the
cost in the subproblem is due to the computations related to
the facilities. The single phase behavior in the facilities
reduced the computational effort, thus accounting for the low
subproblem cost.
Model 2
The reservoir description is similar to that shown in Figure 3.
The model dimensions are modified to 200x20x3 and the areal
cell dimensions are 50x200 feet in the x and y directions,
respectively. The vertical dimensions remain the same. The
total pore volume is only 40~o of the pore volume in the
original SPE 1 test case. The production gathering network is
the same as the previous model, adjustments were made to the
facility node locations to reflect the new grid dimensions. The
ten production wells are required to deliver 10000 STB/day at
each sink node. An oil gas fluid characterization is used and
the injection wells are removed. Two phase flow is present in
the gathering system during the entire simulation and reservoir
free gas appeared in the wellbore regions after 75 days of
production. The gas production ranged from an initial 25
MMscf/day to 120 MMscf/day at the end of the simulation.
The total simulation time was one year.
Results
Performance of the new method is tested with respect to
variations in well subdomain size. The base comparison is the
standard fully implicit formulation of the integrated model.
Figure 8 shows the relative iteration count for each of the runs.
The standard implicit formulation required 280 Newton
iterations compared to an iteration count of 138 for the lx 1x3
subdomain case. Based on this metric the 1x1x3 subdomain
case provided an optimal balance between cost of the standard
implicit and subproblem iterations.
Figure 9 shows the CPU time normalized to the standard
implicit run for each of the test models. Comparing the
relative iteration count metric with the normalized CPU times
shows a similar optimal subdomain size, but the optimal
subdomain is shifted to the 3x3x3 case. Intuitively this may
be expected since some areal component is captured in the
SPE 49001 PRECONDITIONED NEWTONMETHODSFOR FULLY COUPLED RESERVOIR AND SURFACE FACILITY MODELS 5

3x3x3 subdomain whereas the 1x1x3 case only captures flux
in the vertical direction. Additionally the relative iteration
count is a linear measure and over emphasizes work per
reservoir cell in the subproblem. The standard implicit case
required 6070 more CPU time than the optimal 3x3x3 case,
demonstrating the efficiency of the method. Alternatively, a
reservoir model without facilities, with boundary conditions
similar to the integrated model required only 16% less CPU
time than the optimal case, again showing that the new method
reduces the CPU time to an acceptable level.
The standard implicit and subproblem CPU times are
shown Figure 10. In this model subproblem cost represented
27% of the total CPU time for the optimal case. The domain
sizes are relatively small and most of the cost in the
subproblem is due to the computations related to the facilities.
The two phase behavior in the facilities increased the
computational effort, thus accounting for a higher subproblem
cost.
These results are consistent with the objectives of the new
method. The method becomes more efficient as the difficulty
of the facility model increases. This is because the
subproblem handles most of the work for coupling and facility
model, thereby minimizing the impact of the facilities on the
global solution procedure.
Conclusions
A novel preconditioned is developed for fully implicit
coupling of the reservoir and facility models. The method is
shown to be effective in reducing the cost of fully implicit
reservoir and facility coupling through variable iteration
techniques that allows for local acceleration or full Newton
steps. The presented test problems suggest that as the global
problem size increases, the relative size of the subproblem
decreases and the relative cost of the subproblem is expected
to decrease. The trend towards incorporating more complex
geological models into the simulation model makes this
feature highly desirable.
The method also contains several components that may
provide further performance improvements. The amount of
computational work in the subproblem may be reduced
through better coupling of the global and subproblem
residuals. Also within the subproblem, selective updating of
the Jacobian terms may further reduce CPU time.
Further research will be performed to investigate the effect
of boundary condition type, Dirichlet or Neumann, on updates
from the coarse grid solution and to study the impact of
heterogeneity on optimal subdomain size.
An object-oriented approach is used that allows for rapid
development of the method. The object design applied data
encapsulation techniques to provide consistency with the
physical description of the model and to provide a strong
cohesion of the object entities. The weak coupling of the
algorithm and data model enhances the reusability and
extendibility of the numerical methods.
Nomenclature
p. pressure, psia
1= length of the pipe, ft
z= elevation of pipe above an arbitrary datum, ft
g= gravitational acceleration, ft/sec2
g,= dimension conversion constant,
ft-lbrn/lbf-sec2
p. fluid density, Ibmlcu ft
6= angle of pipe inclination angle from
horizontal, degrees
f. Fanning friction factor, dimensionless
d= inside diameter of pipe, ft
v= fluid velocity, ft/sec
. phase saturation
Subscript;
o = oil phase
w = water phase
g = gas phase
bp = bubble point
Acknowledgements
Reservoir simulation research at Stanford University is
supported by the SUPRI-B Industrial Affiliates Program.
References
1. Aziz, K., and Settari, A.: Petroleum Reservoir Simulation,
Applied Science Publishers ltd., London, 1979.
2. Aziz, K., and Govier, G. W.: The Flow of Complex M“ixturesin
Pipes, Van Nostrand Reinhold Co., New York City, 1972
3. Jeppson, R.: Analysis of Flow in Pipe Networks, Ann Arbor
Science Publishers, Inc., Michigan, 1997
4, Litvak, M.L., Clark, A.J., Fairchild, J.W., Fossum, M.P.,
Macdonald, C . J., and Wood, A.R.: “Integration of Prudhoe
Bay Surface Pipeline Network and Full Field Reservoir
Models,” SPE paper 38885, 1997
5. Hepgtrler, G., Barua, S., and Bard, W.: “Integration of a Field
Surface and Production Network with a Reservoir Simulator,”
SPE paper 38937
6. Emanuel, A. S., and Ranney, J.C.: “Studies of Offshore
Reservoir with an Interface Reservoir/Piping Network
Simulator,” JPT, Mar. 1981, pp. 399-406.
7. Schiozer, D.J., and Aziz, K.: “Use of Domain Decomposition
for Simultaneous Simulation of Reservoir and Surface
Facilities,” SPE paper 27876, 1994
8< Smith, B,, Bjorstad, P., and Gropp, W.: Domain Decomposition,
Parallel Multilevel Methods for Elliptic Partial Differential
Equations, Cambridge University Press, 1996
9. Chien, M.C., Tchelepi, H.A., Yardumian, H.E., and Chen,
W.H., “A Scalable Parallel Multi-Purpose Reservoir Simulator,”
SPE paper 37976, 1997
10. Verrna, S.K.: Flexible Grids for Reservoir, Ph.D. dissertation,
Stanford University, Stanford, June. 1996
11. Nogaret, C.: Implementation of a Network-Based Approach in
an Object Oriented Reservoir Simulator, M.S. Thesis, Stanford
University, Stanford, May. 1996
12. Odeh. A.S.: “Comparison of Solution to a Three-Dimensional
Black-Oil Reservoir Simulation Problem,” JPT, Jan. 1981,
pp. 13—25

185
6 T.J. BYER, M.G, EDWARDS, K. AZIZ SPE 49001

Appendix

./
\
f I 1 f“ 1/1 Y
-\ ‘1

Coarse Grid - Galerkin System

%
B.C. Update

I I I I I 1 v

Subdomain Preconditioned
/

Standard Implicit System

Fig. 1

L
PRECONDITION
yes

1 SOLUTION

COARSE GRID SOLVE

(B.C. at WELLS)
e“”+
4 . . .—T7 ‘A NEXT TIMESTEP
‘-------

B.C. I
J__ 4
WELL SUBDOMAIN AND
FACILITY SOLVE n0

no —
CONVERGENCE

UPDATE RESERVOIR COUPLED STANDARD “

+ .7 . .-= . . . ——, .=

STATE IMPLICIT SOLVE

.—

Fig. 2 Preconditioning Method

SPE 49001 SOLUTION METHODS FOR COUPLED RESERVOIR AND FACILITY MODELS 7

1 x+ 10 ...... 91 100
1

50

layer kx ky kz dz 832 ‘ 6Ipsi

so = 0.88 c, = 3.Oe–
1 500 500 50 20 .9
2 50 50 50 30 Sw= 0.12 @= 0.3
3 200 200 50 40 p, = 4800psia at 8400’
Fig. 3 Reservoir Description

SI S2

\/

/\\
Ml M2

WH1
//l\\
WH2 WH3 WH4 WH5 WH6
\\\\ WH7 WH8 WH9 WHIO

PI P2 P3 P4 P5 P6 P7 P8 P9 Plo

Fig. 4 Network Gathering System

Table 1 Facility Data

8 T.J. BYER, M.G. EDWARDS, K. AZIZ SPE 49001

Relative Iteration Count

284
300
1
250
0.8
200

0.6
150

100 0.4

50 0.2

0 0
stantid 1X1X3 3x3x3 5x5x3 9x9x3 11X11X3 stsndsrd 1X1X3 3x3x3 5x5x3 9x9x3 11X11X3
implicit implicit

Fig. 5 klodel 1 Fig. 6 Model 1

5000
4500
4000
Component CPU Time

,,.
❑ standard

■ subproblem
implicit
300

250
Relative Iteration Count

W
3500 200
- 3000
s I 50
o 2500
~ 2000
““: 100
1500
,.,?
1000 50
500
0
0
st~ndard 1X1X 1 1X1X3 3x3x3 5x5x3 7x7x3 9x9x3
1X1X3 3x3x3 5x5x3 9x9x3 11X11X3
implicit

Fig. 7 Model 1 Fig. 8 Model 2

Normalized CPU Time Component CPU Time

1.00
1 3000
❑

.I
standard implicit

0.8 2500 , subproblem

0.66 0.70
0.65 0.62 0.63
.. 2000
0.6 .+ ,.
4
& 5 1500
v
0.4 a% ~
/i,
1000
0.2
500
0 — w J
0
srandard 1X1X1 1X1X3 3x3x3 5x5x3 7X7X3 9x9x3
1X1X1 1X1X3 3x3x3 5x5x3 7X7X3 9x9x3
implicit

Fig. 9 Model 2 Fig. 10 Model 2

188