An adaptation of Krylov subspace methods to path following
- Utah State Univ., Logan, UT (United States)
Krylov subspace methods at present constitute a very well known and highly developed class of iterative linear algebra methods. These have been effectively applied to nonlinear system solving through Newton-Krylov methods, in which Krylov subspace methods are used to solve the linear systems that characterize steps of Newton`s method (the Newton equations). Here, we will discuss the application of Krylov subspace methods to path following problems, in which the object is to track a solution curve as a parameter varies. Path following methods are typically of predictor-corrector form, in which a point near the solution curve is {open_quotes}predicted{close_quotes} by some easy but relatively inaccurate means, and then a series of Newton-like corrector iterations is used to return approximately to the curve. The analogue of the Newton equation is underdetermined, and an additional linear condition must be specified to determine corrector steps uniquely. This is typically done by requiring that the steps be orthogonal to an approximate tangent direction. Augmenting the under-determined system with this orthogonality condition in a straightforward way typically works well if direct linear algebra methods are used, but Krylov subspace methods are often ineffective with this approach. We will discuss recent work in which this orthogonality condition is imposed directly as a constraint on the corrector steps in a certain way. The means of doing this preserves problem conditioning, allows the use of preconditioners constructed for the fixed-parameter case, and has certain other advantages. Experiments on standard PDE continuation test problems indicate that this approach is effective.
- Research Organization:
- Front Range Scientific Computations, Inc., Lakewood, CO (United States)
- DOE Contract Number:
- FG03-94ER25221
- OSTI ID:
- 433330
- Report Number(s):
- CONF-9604167-Vol.1; ON: DE96015306; CNN: Grant DMS-9400217; TRN: 97:000720-0003
- Resource Relation:
- Journal Volume: 21; Journal Issue: 3; Conference: Copper Mountain conference on iterative methods, Copper Mountain, CO (United States), 9-13 Apr 1996; Other Information: PBD: [1996]; Related Information: Is Part Of Copper Mountain conference on iterative methods: Proceedings: Volume 1; PB: 422 p.
- Country of Publication:
- United States
- Language:
- English
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