C. Vuik 1 S. van Veldhuizen 1 C.R. Kleijn 2

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On iterative solvers combined with projected Newton methods for reacting flow problems C. Vuik 1 S. van Veldhuizen 1 C.R. Kleijn 2 1 Delft University of Technology J.M. Burgerscentrum 2 Delft University of Technology Department of Multi Scale Physics J.M. Burgerscentrum 9th IMACS International Symposium on Iterative Methods in Scientific Computing Lille, France

Outline Chemical Vapor Deposition (CVD) 1 Introduction Chemical Vapor Deposition Transport Model 2 Properties Positivity Nonlinear Solvers Linear Solvers 3 2D 3D 4

Chemical Vapor Deposition Chemical Vapor Deposition Transport Model Transforms gaseous molecules into high purity, high performance solid materials Thin film, or powder Thermal energy drives (gas phase and surface) reactions

Chemical Vapor Deposition Chemical Vapor Deposition Transport Model

Chemical Vapor Deposition Chemical Vapor Deposition Transport Model Applications Semiconductors Solar cells Optical, mechanical and decorative coatings

Transport Model for CVD Chemical Vapor Deposition Transport Model Mathematical Model Conservation of: Total mass: Continuity equation Momentum: Navier-Stokes equations Energy: Transport eqn for thermal energy Closed by: Ideal gas law Transport of species i (ρω) t #reactions = (ρvω) + j i + m k=1 ν k R G k

Transport Model for CVD Chemical Vapor Deposition Transport Model Reaction Rate Net molar gas phase reaction rate R G i = A i T β i e E i RT F(P, T,ω1,...,ω i,...,ω N ) Surface reaction rate R S i = γ i 1 + γ i /2 G(P, T,ω i) Time constants of slowest and fastest reactions differ orders of magnitude Stiff nonlinear system of species equations

Properties Positivity Nonlinear Solvers Linear Solvers Goal Time accurate transient solution Start up & shut down cycli Properties Stiff Problem Stable Time Integration Positivity (= preservation of non-negativity): Negative Species can blow up of the solution Efficiency / Robustness Method of Lines approach

Positivity Chemical Vapor Deposition (CVD) Properties Positivity Nonlinear Solvers Linear Solvers Mass fractions A natural property for mass fractions is their non-negativity Positivity of mass fractions should hold for... 1 Model equations 2 Spatial discretization: Hybrid scheme Introduces locally first order upwinding 3 Time integration 4 Iterative solvers: (Non)linear solver

Positivity for ODE systems Properties Positivity Nonlinear Solvers Linear Solvers Euler Backward w n+1 w n = τf(t n+1, w n+1 ) Unconditionally stable (A-stable/ stiffly stable) Theorem (Hundsdorfer, 1996) Euler Backward is positive for any step size τ Theorem (Bolley and Crouzeix, 1970) Any unconditionally positive time integration is at most first order accurate

Positivity for ODE systems Properties Positivity Nonlinear Solvers Linear Solvers With respect to time integration we conclude... Restrict time integration to EB How to deal with huge nonlinear systems? How to maintain the unconditional positivity within nonlinear solver?

Nonlinear Solvers Chemical Vapor Deposition (CVD) Properties Positivity Nonlinear Solvers Linear Solvers Globalized Inexact Newton to solve F(x) = 0 Let x 0 be given. FOR k = 1, 2,... until convergence Find some η k [0, 1) and s k that satisfy F(x k ) + F (x k )s k η k F(x k ). WHILE F(x k + s k ) > (1 α(1 η k )) F(x k ) DO Choose λ [λ min,λ max ] Set s k λs k and η k 1 λ(1 η k ) ENDWHILE Set x k+1 = x k + s k. ENDFOR

Nonlinear Solvers Chemical Vapor Deposition (CVD) Properties Positivity Nonlinear Solvers Linear Solvers Globalized Inexact Projected Newton to solve F(x) = 0 Let x 0 be given. FOR k = 1, 2,... until convergence Find some η k [0, 1) and s k that satisfy F(x k ) + F (x k )s k η k F(x k ). WHILE F(P(x k + s k )) > (1 α(1 η k )) F(x k ) DO Choose λ [λ min,λ max ] Set s k λs k and η k 1 λ(1 η k ) ENDWHILE Set x k+1 = P(x k + s k ). ENDFOR

Nonlinear Solvers Chemical Vapor Deposition (CVD) Properties Positivity Nonlinear Solvers Linear Solvers Note that Forcing term η k in F(x k ) + F (x k )s k η k F(x k ). is a certain accuracy in solving F (x k )s k = F(x k ) How to choose η k? η k too small oversolving Ideal: Based on residual norms as η k = γ F(x k) 2 F(x k 1 ) 2

Preconditioned Krylov solvers Properties Positivity Nonlinear Solvers Linear Solvers Properties Huge condition numbers due to chemistry terms

Preconditioned Krylov solvers Properties Positivity Nonlinear Solvers Linear Solvers Lexicographic ordering (left) and Alternate blocking per grid point(right)

Preconditioned Krylov solvers Properties Positivity Nonlinear Solvers Linear Solvers Iterative Linear Solver Right preconditioned BiCGStab Heavy chemistry terms diagonal blocks Incomplete Factorization: ILU(0) lexico alternate blocking Number of graphic per gridpoint F 220 197 Newton iters 124 111 Linesearch 12 7 Rej. time steps 0 0 Acc. time steps 36 36 CPU Time 400 300 linear iters 444 346

Preconditioned Krylov solvers Properties Positivity Nonlinear Solvers Linear Solvers Preconditioners: Lumping Important: Lumping per species

Preconditioned Krylov solvers Properties Positivity Nonlinear Solvers Linear Solvers Preconditioners: Block Diagonal natural blocking over species series of uncoupled systems LU factorization per subsystem

Preconditioned Krylov solvers Properties Positivity Nonlinear Solvers Linear Solvers Preconditioners: Block D-ILU Put D ii = A ii for all i = 1,..., n FORi = 2,...,n IF mod (i, nr) 0 THEN D i+1,i+1 = D i+1,i+1 A i+1,i D 1 ii ENDIF IFi + nr s n THEN D i+nr,i+nr = D i+nr,i+nr A i+nr,i D 1 ii ENDIF ENDFOR Computation of D 1 ii A i,i+1 Gauss-Jordan decomposition of D ii A i,i+1 A i,i+nr

0.10 m Chemical Vapor Deposition (CVD) Kleijn s Benchmark Problem Computational Domain 2D 3D u in = 0.10 m/s f SiH4 = 0.001 f He = 0.999 T in=300 K inflow z θ r susceptor u, v = 0 T s =1000 K 0.15 m 0.175 m solid wall dt/dr = 0 v = 0 u = 0 outflow dt/dz = 0 dv/dz = 0 Axisymmetric 0.1 mole% SiH 4 at the inflow Rest is carrier gas helium He Susceptor does not rotate

Kleijn s Benchmark Problem 2D 3D Computational Domain Grid sizes: 35 32 up to 70 82 grid points Temperature: Inflow 300 K Susceptor 1000 K Uniform velocity at inflow

Kleijn s Benchmark Problem 2D 3D Chemistry Model: 16 species, 26 reactions [1] Above heated wafer SiH 4 decomposes into SiH 2 and H 2 Chain of 25 homogeneous gas phase reactions Including the carrier gas the gas mixture contains 17 species, of which 14 contain silicon atoms Irreversible surface reactions at the susceptor leads to deposition of solid silicon [1] M.E. Coltrin, R.J. Kee and G.H. Evans, A Mathematical Model of the Fluid Mechanics and Gas-Phase Chemistry in a Rotating Chemical Vapor Deposition Reactor, J. Electrochem. Soc., 136, (1989)

2D 3D Integration statistics: 35 32 grid ILU(0) Lumped block block direct Jac DILU diag solver Newton 108 (101) 149 (127) 104 (93) 1,379 (125) 94 linesearch 9 (6) 16 6 (4) 7 (16) 11 Negative 1 (0) 3 (0) 2 (0) 403 (0) 1 Acc. steps 38 (36) 41 (36) 39 (36) 724 (36) 38 lin iters 848 (825) 7,927 (5,819) 838 (718) 13,371 (6,275) CPU 300 (270) 530 (410) 320 (270) 3,610 (450) 6,500 Black: Globalized Inexact Newton Red: Globalized Inexact Projected Newton

2D 3D Integration statistics: 70 82 grid Preconditioner ILU(0) block D-ILU Newton iter 395 (351) 299 (306) Negative 3(0) 0 Acc time step 41 (37) 37 line search 136 (128) 101 (96) lin iters 11,100 (8,895) 2,144 (2,290) CPU time (sec) 5,420 (6,000) 4,175 (4,350) Black: Globalized Inexact Newton Red: Globalized Inexact Projected Newton Direct solver is not feasable

Kleijn s Benchmark Problem 2D 3D Validation: Species mass fraction along the symmetry axis 10 2 10 3 H 2 SiH 4 Species Mass Fractions ( ) 10 4 10 5 10 6 10 7 10 8 10 9 10 10 10 11 10 12 SiH 2 Si 2 H 6 Si Si 2 H 2 SiSiH 2 0 0.002 0.004 0.006 0.008 0.01 0.012 0.014 Height above Susceptor (m) solid: Kleijn s solutions circles: our solutions

Kleijn s Benchmark Problem 2D 3D Validation: Radial profiles of total steady state deposition rate Deposition rate (nm/s) 7 6 5 4 3 2 1 900 K 0 0 0.05 0.1 0.15 Radial coordinate (m) 1100 K 950 K 1000 K 1050 K wafer temperature from 900 K up to 1100 K solid: Kleijn s solutions circles: our solutions

Kleijn s Benchmark Problem 2D 3D Transient behavior of deposition rates 2 Deposition rate (nm/s) 1.8 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 0 0 1 2 3 4 5 6 7 8 9 Time (s) Total Si 2 H 2 H 2 SiSiH 2 SiH 2 along symmetry axis wafer 1000 K

Kleijn s Benchmark Problem 2D 3D Transient behavior of deposition rates 2.5 1100 K Deposition rate (nm/s) 2 1.5 1 0.5 0 0 1 2 3 4 5 6 7 8 9 Time (s) 1050 K 1000 K 950 K 900 K along symmetry axis wafer temperatures from 900 up to 1100 K

3D Results on Kleijn s Benchmark Problem 2D 3D Computational Domain Grid sizes: 35 32 35 Temperature: Inflow 300 K Susceptor 1000 K Uniform velocity at inflow

3D Results on Kleijn s Benchmark Problem 2D 3D Total deposition rate On centerline: total deposition rate of 2.41 nm/s Compare with 2D results: 2.43 nm/s along symmetry axis

3D Results on Kleijn s Benchmark Problem 2D 3D Concentration profile SiH 4

2D 3D Integration statistics: 35 32 35 grid ILU(0) Lumped block block Jac DILU diag Newton 239 332 156 327 linesearch 51 31 20 29 Newt Diver 3 0 0 0 Acc. time step 44 43 43 43 lin iters 3,196 17,472 2,481 18,392 CPU 20,100 28,000 17,500 29,000 Without Projected Newton not feasible

and Future Research Globalized Inexact Projected Newton maintains the unconditional positivity of Euler Backward Alternate blocking per grid point is more effective Easy preconditioners are effective for 2D and 3D problems Chemistry source terms should be in the preconditioner Future Research More realistic chemistry/surface chemistry models Steady state solver

References and Contact Information References S. VAN VELDHUIZEN, C. VUIK AND C.R. KLEIJN, A Class of Projected Newton Methods to Solve Laminar Reacting Gas Flow Problems, J. Sci. Comput., submitted, preprint available as Technical Report 08-03 @ TU Delft, (2008), Comparison of ODE Methods for Laminar Reacting Gas Flow Simulations, Num. Meth. Part. Diff. Eq., to appear, (2008), Comparison of for Transient CVD Simulations, Surf. and Coat. Technol., pp. 8859-8862, (2007), for Reacting Gas Flow Simulations, Internat. J. Multiscale Eng., 5, pp. 1-10, (2007)

References and Contact Information Contact Information Email: c.vuik@tudelft.nl URL: http://ta.twi.tudelft.nl/users/vuik/