Implementing a Matrix-free Analytical Jacobian to Handle Nonlinearities in Models of 3D Lithospheric Deformation

The analytical expression for the Jacobian is a key component to achieve fast and robust convergence of the nonlinear Newton-Raphson iterative solver. Accomplishing this task in practice often requires a significant algebraic effort. Therefore it is quite common to use a cheap alternative instead, for example by approximating the Jacobian with a finite difference estimation. Despite its simplicity it is a relatively fragile and unreliable technique that is sensitive to the scaling of the residual and unknowns, as well as to the perturbation parameter selection. Unfortunately no universal rule can be applied to provide both a robust scaling and a perturbation. The approach we use here is to derive the analytical Jacobian for the coupled set of momentum, mass, and energy conservation equations together with the elasto-visco-plastic rheology and a marker in cell/staggered finite difference method. The software project LaMEM (Lithosphere and Mantle Evolution Model) is primarily developed for the thermo-mechanically coupled modeling of the 3D lithospheric deformation. The code is based on a staggered grid finite difference discretization in space, and uses customized scalable solvers form PETSc library to efficiently run on the massively parallel machines (such as IBM Blue Gene/Q). Currently LaMEM relies on the Jacobian-Free Newton-Krylov (JFNK) nonlinear solver, which approximates the Jacobian-vector product using a simple finite difference formula. This approach never requires an assembled Jacobian matrix and uses only the residual computation routine. We use an approximate Jacobian (Picard) matrix to precondition the Krylov solver with the Galerkin geometric multigrid. Because of the inherent problems of the finite difference Jacobian estimation, this approach doesn't always result in stable convergence. In this work we present and discuss a matrix-free technique in which the Jacobian-vector product is replaced by analytically-derived expressions and compare results with those obtained with a finite difference approximation of the Jacobian. This project is funded by ERC Starting Grant 258830 and computer facilities were provided by Jülich supercomputer center (Germany).