Large sparse continuation problems

We study and develop efficient and versatile Predictor-Corrector continuation methods for large sparse problems. The first object is to show how special solving methods for a large sparse linear systems can be incorporated into the basic steps of a continuation method. Next we describe how to use a special nonlinear conjugate gradient method to perform the corrector phase. It is shown how such methods can be used to detect bifurcation points, and how to trace bifurcating solution branches by using local perturbations. Finally, a numerical example involving bifurcating branches of a nonlinear eigenvalue problem is given.

[1]  L. Nirenberg,et al.  Topics in nonlinear functional analysis, 1973-1974 , 1974 .

[2]  W. Rheinboldt Numerical methods for a class of nite dimensional bifur-cation problems , 1978 .

[3]  E. Allgower,et al.  Continuation and local perturbation for multiple bifurcations , 1986 .

[4]  F. Brezzi,et al.  Finite Dimensional Approximation of Non-Linear Problems .3. Simple Bifurcation Points , 1981 .

[5]  L. Shampine,et al.  Computer solution of ordinary differential equations : the initial value problem , 1975 .

[6]  H. Keller,et al.  Perturbed bifurcation theory , 1973 .

[7]  L. Reinhart,et al.  On the numerical analysis of the Von Karman equations: Mixed finite element approximation and continuation techniques , 1982 .

[8]  M. Powell Nonconvex minimization calculations and the conjugate gradient method , 1984 .

[9]  K. Ritter,et al.  Alternative proofs of the convergence properties of the conjugate-gradient method , 1974 .

[10]  C. M. Reeves,et al.  Function minimization by conjugate gradients , 1964, Comput. J..

[11]  Philip E. Gill,et al.  Practical optimization , 1981 .

[12]  Tony F. Chan,et al.  Arc-Length Continuation and Multigrid Techniques for Nonlinear Elliptic Eigenvalue Problems , 1982 .

[13]  H. Peitgen,et al.  Topological Perturbations in the Numerical Study of Nonlinear Eigenvalue and Bifurcation Problems , 1980 .

[14]  John E. Dennis,et al.  Numerical methods for unconstrained optimization and nonlinear equations , 1983, Prentice Hall series in computational mathematics.

[15]  Y. Saad,et al.  GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems , 1986 .

[16]  R. Winther Some Superlinear Convergence Results for the Conjugate Gradient Method , 1980 .

[17]  F. Brezzi,et al.  Finite dimensional approximation of nonlinear problems , 1981 .

[18]  H. Schwetlick On the Choice of Steplength in Path Following Methods , 1984 .

[19]  T. Chan,et al.  PLTMGC: A Multigrid Continuation Program for Parameterized Nonlinear Elliptic Systems , 1986 .

[20]  W. Beyn On Discretizations of Bifurcation Problems , 1980 .

[21]  W. Rheinboldt Numerical analysis of parametrized nonlinear equations , 1986 .

[22]  W. Rheinboldt,et al.  On steplength algorithms for a class of continuation methods siam j numer anal , 1981 .

[23]  A. I. Cohen Rate of convergence of several conjugate gradient algorithms. , 1972 .

[24]  M. Crandall,et al.  Bifurcation from simple eigenvalues , 1971 .

[25]  H. Mittelmann,et al.  Numerical methods for bifurcation problems : proceedings of the conference at the University of Dortmund, August 22-26, 1983 , 1984 .

[26]  H. Keller,et al.  A multigrid continuation method for elliptic problems with folds , 1986 .

[27]  M. J. D. Powell,et al.  Some convergence properties of the conjugate gradient method , 1976, Math. Program..

[28]  Tony F. Chan,et al.  Techniques for Large Sparae Systems Arising from Continuation Methods , 1984 .

[29]  Hans D. Mittelmann Continuation Near Symmetry-Breaking Bifurcation Points , 1984 .

[30]  Eugene L. Allgower,et al.  Predictor-Corrector and Simplicial Methods for Approximating Fixed Points and Zero Points of Nonlinear Mappings , 1982, ISMP.

[31]  H. Walker Implementation of the GMRES method using householder transformations , 1988 .

[32]  K. Georg On Tracing an Implicitly Defined Curve by Quasi-Newton Steps and Calculating Bifurcation by Local Perturbations , 1981 .

[33]  M. J. D. Powell,et al.  Restart procedures for the conjugate gradient method , 1977, Math. Program..

[34]  W. Rheinboldt Numerical analysis of continuation methods for nonlinear structural problems , 1981 .

[35]  H. Keller Lectures on Numerical Methods in Bifurcation Problems , 1988 .

[36]  Jacques Rappaz,et al.  Finite Dimensional Approximation of Non-Linear Problems .1. Branches of Nonsingular Solutions , 1980 .

[37]  E. Polak,et al.  Note sur la convergence de méthodes de directions conjuguées , 1969 .

[38]  J. Dennis,et al.  Generalized conjugate directions , 1987 .

[39]  Paul H. Rabinowitz,et al.  Some global results for nonlinear eigenvalue problems , 1971 .

[40]  M. Al-Baali Descent Property and Global Convergence of the Fletcher—Reeves Method with Inexact Line Search , 1985 .

[41]  H. Keller,et al.  Continuation-Conjugate Gradient Methods for the Least Squares Solution of Nonlinear Boundary Value Problems , 1985 .

[42]  F. Brezzi,et al.  Finite dimensional approximation of nonlinear problems , 1981 .

[43]  Gene H. Golub,et al.  Matrix computations , 1983 .

[44]  K. Georg A Note on Stepsize Control for Numerical Curve Following , 1983 .

[45]  Wolf-Jürgen Beyn,et al.  Defining Equations for Singular Solutions and Numerical Applications , 1984 .

[46]  Josef Stoer,et al.  Solution of Large Linear Systems of Equations by Conjugate Gradient Type Methods , 1982, ISMP.

[47]  Dimitri P. Bertsekas,et al.  Constrained Optimization and Lagrange Multiplier Methods , 1982 .