An Innovational Jacobian-Split Newton-Krylov Method Combining the Advantages of the Jacobian-Free Newton-Krylov Method and the Finite Difference Jacobian-Based Newton-Krylov Method

Abstract

The Jacobian-free Newton-Krylov (JFNK) method is a widely used and flexible numerical method for solving the neutronic/thermal-hydraulic coupling system. The main property of JFNK is that the Jacobian-vector product is evaluated approximately by finite difference, avoiding the forming and storage of Jacobian explicitly. However, the lack of an efficient preconditioner is a major bottleneck for the JFNK method, leading to poor convergence. The finite difference Jacobian-based Newton-Krylov (DJNK) method is another advanced numerical method, in which the Jacobian matrix is formed and stored explicitly. The DJNK method can provide a better preconditioner for Krylov iteration than JFNK. However, how to compute the Jacobian matrix efficiently and automatically is a key issue for the DJNK method. By fully utilizing the sparsity of the Jacobian matrix and graph coloring algorithm, the Jacobian can be computed efficiently. Unfortunately, when there are dense rows/blocks, a huge computational burden will emerge due to the lack of sparsity, resulting in the extremely poor efficiency of Jacobian computation. In this work, a Jacobian-split Newton-Krylov (JSNK) method is proposed to resolve the dense row/block problem by combining the advantages of JFNK and DJNK. The main feature of the JSNK method is to split the Jacobian matrix into sparse and dense parts. The sparse part of the Jacobian matrix is explicitly constructed using the graph coloring algorithm while for the dense part, the Jacobian-vector product is approximated by finite difference. The computational complexity of the JSNK method is analyzed and compared to the JFNK method and the DJNK method from theoretical and experimental aspects and under different meshes. A simplified two-dimensional (2-D) high-temperature gas-cooled reactor (HTR) model and a simplified 2-D pressurized water reactor model are utilized to demonstrate the superiority of the JSNK method. The numerical results show that the JSNK method successfully resolved the dense rows/blocks. More importantly, its efficiency significantly outperforms the JFNK method and the DJNK method.