Abstract
The automated construction of disconnected bifurcation diagrams for large-scale steady-state problems is a difficult task. Standard continuation methods are not suited for Krylov-type solvers when dealing with disconnected solutions and, to allow branch switching, they require that the vectors that span the linear operator kernel at bifurcation points be known. An alternative approach to Krylov-type solvers was suggested by Farrell, Beentjes, and Birkisson in 2016, based on the idea of solution deflation. In this paper, we modify the aforementioned method by changing the algorithm to accelerate convergence and rearranging it to be more suited for parallel architectures together with the pseudo-arclength continuation method. We provide a detailed explanation of the corresponding serial and parallel algorithms. Furthermore, we demonstrate the efficiency and correctness of the algorithms by constructing bifurcation diagrams for the 1D Bratu problem and the stationary Kuramoto–Sivashinsky equation considered in 1D and 2D.
This work was supported by the Russian Foundation for Basic Research (grant No. 18-29-10008 mk).
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Similar content being viewed by others
References
Kuznetsov, Yu.A.: Elements of Applied Bifurcation Theory. Springer, Heidelberg (2004). https://doi.org/10.1007/978-1-4757-3978-7
Watson, L.T.: Numerical linear algebra aspects of globally convergent homotopy methods. SIAM Rev. 28(4), 529–545 (1986). https://doi.org/10.1137/1028157
Sanchez, J., Marques, F., Lopez, J.M.: A continuation and bifurcation technique for Navier-Stokes flows. J. Comput. Phys. 180, 78–98 (2002). https://doi.org/10.1006/jcph.2002.7072
Evstigneev, N., Magnitskii, N.: Nonlinear dynamics of laminar-turbulent transition in generalized 3D Kolmogorov problem for incompressible viscous fluid at symmetric solution subset. J. Appl. Nonlinear Dyn. 6, 345–353 (2017). https://doi.org/10.5890/JAND.2017.09.003
Golubitsky, M., Schaeffer, D.: Singularities and Groups in Bifurcation Theory: Volume I. Applied Mathematical Sciences, vol. 51. Springer, Heidelberg (1985). https://doi.org/10.1007/978-1-4612-5034-0
Wang, X.J., Doedel, E.J.: AUTO94P: an experimental parallel version of AUTO, Technical report, Center for Research on Parallel Computing, California Institute of Technology, Pasadena CA 91125. CRPC-95-3 (1995)
Kuznetsov, Yu.A., Levitin, V.V.: CONTENT: a multiplatform environment for continuation and bifurcation analysis of dynamical systems. Centrum voor Wiskunde en Informatica, Kruislaan 413, 1098 SJ Amsterdam, The Netherlands (1997)
Dhooge, A., Govaerts, W., Kuznetsov, Yu.: MATCONT: a Matlab package for numerical bifurcation analysis of ODEs. ACM Trans. Math. Softw. 29, 141–164 (2003). https://doi.org/10.1145/980175.980184
Back, A., Guckenheimer, J., Myers, M.R., Wicklin, F.J., Worfolk, P.A.: DsTool: computer assisted exploration of dynamical systems. Not. Am. Math. Soc. 39(4), 303–309 (1992)
Lust, K., Roose, D., Spence, A., Champneys, A.R.: An adaptive Newton-Picard algorithm with subspace iteration for computing periodic solutions. SIAM J. Sci. Comput. 19(4), 1188–1209 (1998). https://doi.org/10.1137/S1064827594277673
Böhmer, K., Mei, Z., Schwarzer, A., Sebastian, R.: Path-following of large bifurcation problems with iterative methods. In: Doedel, E., Tuckerman, L.S. (eds.) Numerical Methods for Bifurcation Problems and Large-Scale Dynamical Systems. IMA, vol. 119, pp. 37–65. Springer, New York (2000). https://doi.org/10.1007/978-1-4612-1208-9_2
Govaerts, W.J.F.: Numerical Methods for Bifurcations of Dynamic Equilibria. SIAM, Philadelphia (2000). https://doi.org/10.1137/1.9780898719543
Aruliah, D.A., van Veen, L., Dubitski, A.: PAMPAC: a parallel adaptive method for pseudo-arclength continuation. ACM Trans. Math. Softw. 42(1), Article 8 (2016). https://doi.org/10.1145/2714570
Marszalek, W., Sadecki, J.: 2D bifurcations and chaos in nonlinear circuits: a parallel computational approach. In: 2018 15th International Conference on Synthesis, Modeling, Analysis and Simulation Methods and Applications to Circuit Design (SMACD), Prague, pp. 1–300 (2018). https://doi.org/10.1109/SMACD.2018.8434908
Abbott, J.P.: Numerical continuation methods for nonlinear equations and bifurcation problems. Ph.D. thesis, Australian National University (1977). https://doi.org/10.1017/S0004972700010546
Seydel, R.: Practical Bifurcation and Stability Analysis. Interdisciplinary Applied Mathematics, vol. 5. Springer, Heidelberg (2010). https://doi.org/10.1007/978-1-4419-1740-9
Evstigneev, N.M.: Implementation of implicitly restarted arnoldi method on MultiGPU architecture with application to fluid dynamics problems. In: Sokolinsky, L., Zymbler, M. (eds.) PCT 2017. CCIS, vol. 753, pp. 301–316. Springer, Cham (2017). https://doi.org/10.1007/978-3-319-67035-5_22
Farrell, P.E., Beentjes, H.L.C., Birkisson, A.: The computation of disconnected bifurcation diagrams. arXiv:1603.00809 (2016)
Farrell, P.E., Birkisson, A., Funke, S.W.: Deflation techniques for finding distinct solutions of nonlinear partial differential equations. SIAM J. Sci. Comput. 37, A2026–A2045 (2015). https://doi.org/10.1137/140984798
Wilkinson, J.H.: Rounding Errors in Algebraic Processes. Notes on Applied Science, vol. 32. H.M.S.O. (1963)
Sherman, J., Morrison, W.J.: Adjustment of an inverse matrix corresponding to a change in one element of a given matrix. Ann. Math. Stat. 21(1), 124–127 (1950). https://doi.org/10.1214/aoms/1177729893
Doedel, E., Keller, H.B., Kernevez, J.P.: Numerical analysis and control of bifurcation problems. II. Bifurcation in infinite dimensions. IJBC 1, 745–772 (1991). https://doi.org/10.1142/S0218127491000555
Gelfand, I.M.: Some problems in the theory of quasi-linear equations. Am. Math. Soc. Transl. Ser. 2(29), 295–381 (1963)
Arioli, G., Koch, H.: Computer-assisted methods for the study of stationary solutions in dissipative systems, applied to the Kuramoto-Sivashinski equation. Arch. Ration. Mech. Anal. 197(3), 1033–1051 (2010). https://doi.org/10.1007/s00205-010-0309-7
Kalogirou, A., Keaveny, E.E., Papageorgiou, D.T.: An in-depth numerical study of the two-dimensional Kuramoto-Sivashinsky equation. Proc. Math. Phys. Eng. Sci. 471(2179), 20140932 (2015). https://doi.org/10.1098/rspa.2014.0932
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2019 Springer Nature Switzerland AG
About this paper
Cite this paper
Evstigneev, N.M. (2019). On the Convergence Acceleration and Parallel Implementation of Continuation in Disconnected Bifurcation Diagrams for Large-Scale Problems. In: Sokolinsky, L., Zymbler, M. (eds) Parallel Computational Technologies. PCT 2019. Communications in Computer and Information Science, vol 1063. Springer, Cham. https://doi.org/10.1007/978-3-030-28163-2_9
Download citation
DOI: https://doi.org/10.1007/978-3-030-28163-2_9
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-28162-5
Online ISBN: 978-3-030-28163-2
eBook Packages: Computer ScienceComputer Science (R0)