A Newton-like Method based on Model Reduction Techniques for Implicit Numerical Methods

Abstract: In this paper, we present a Newton-like method based on model reduction techniques, which can be used in implicit numerical methods for approximating the solution to ordinary differential equations. In each iteration, the Newton-like method solves a reduced order linear system in order to compute the Newton step. This reduced system is derived using a projection matrix, obtained using proper orthogonal decomposition, which is updated in each time step of the numerical method. We demonstrate that the method can be used together with Euler's implicit method to simulate CO$_2$ injection into an oil reservoir, and we compare with using Newton's method. The Newton-like method achieves a speedup of between 39% and 84% for systems with between 4,800 and 52,800 state variables.