An Adaptive Newton--Picard Algorithm with Subspace Iteration for Computing Periodic Solutions

Kurt Lust (1) , Dirk Roose (1) , Alastair Spence (2) , Alan Champneys (3)

1 Department of Computer Science - K.U.Leuven
2 School of Mathematics
3 Department of Engineering Mathematics

This paper is concerned with the efficient computation of periodic orbits in large-scale dynamical systems that arise after spatial discretization of partial differential equations (PDEs). A hybrid Newton–Picard scheme based on the shooting method is derived, which in its simplest form is the recursive projection method (RPM) of Shroff and Keller [SIAM J. Numer. Anal., 30 (1993), pp. 1099–1120] and is used to compute and determine the stability of both stable and unstable periodic orbits. The number of time integrations needed to obtain a solution is shown to be determined only by the system's dynamics. This contrasts with traditional approaches based on Newton's method, for which the number of time integrations grows with the order of the spatial discretiza-tion. Two test examples are given to show the performance of the methods and to illustrate various theoretical points.

Mots clés: periodic solutions; shooting; recursive projection method

Domaines: Mathématiques [math]

Kurt Lust, Dirk Roose, Alastair Spence, Alan Champneys. An Adaptive Newton--Picard Algorithm with Subspace Iteration for Computing Periodic Solutions. SIAM Journal on Scientific Computing, 1998, 19 (4), pp.1188-1209. ⟨10.1137/S1064827594277673⟩. ⟨hal-01379706⟩