Pseudo-arclength continuation implementation

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SUMMARY

The discussion centers on the implementation of pseudo-arclength continuation, particularly in the context of solving the problem F(x, λ) = 0. The user, a chemical engineer, seeks clarity on obtaining derivatives with respect to the arclength parameter (s) to avoid singularities in the Jacobian during Newton's method. The solution involves utilizing Kubicek's Algorithm 502, which provides a systematic approach to express x and λ as functions of s. This method enhances the efficiency of the continuation process.

PREREQUISITES
  • Understanding of pseudo-arclength continuation techniques
  • Familiarity with Jacobian matrices and their role in numerical methods
  • Basic knowledge of differential equations and parameterization
  • Experience with numerical algorithms, particularly Newton's method
NEXT STEPS
  • Study Kubicek's Algorithm 502 in ACM Transactions on Mathematical Software
  • Learn about Jacobian matrix manipulation in numerical methods
  • Explore advanced numerical techniques for solving differential equations
  • Research efficient methods for calculating derivatives, such as automatic differentiation
USEFUL FOR

This discussion is beneficial for applied mathematicians, chemical engineers, and numerical analysts who are implementing or studying pseudo-arclength continuation methods in their work.

TokenMonkey
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Hi there,

Apologies if this is the wrong section for this question; I'm not a regular here. I assume a mod will move it if it's not the right place.

I have a quick question regarding pseudo-arclength continuation. As some background, I am a chemical engineer, not a mathematician, applied or otherwise, so my knowledge of numerical methods is limited to the "standard" engineering stuff, which, unfortunately, does not include this.

I've been reading up as extensively as I can on pseudo-arclength continuation, but unfortunately, it's all from second-hand sources; I don't have access to Keller's original paper (not that I'm sure that would help me). Here's what I understand at this point:

We want to solve a problem F(x,\lambda)=0. We assume that the solution is known at x^0 and \lambda^0. To avoid the singularity of the Jacobian, and therefore the breakdown of Newton's method, at turning points, x and \lambda both become parameterised by arclength (s), and we end up with an augmented system of equations to solve:

F(x,\lambda)=0
\left(u-u^{0}\right)\mathrm{d}u^{0}/\mathrm{d}s+\left(\lambda-\lambda^{0}\right)\mathrm{d}\lambda^{0}/\mathrm{d}s-\Delta S=0

While this seems simple enough, how does one obtain the derivatives w.r.t s? Not a single text seems to mention this. Ideas that spring to mind are forward differences using, say, cubic splines; however, that seems horrendously inefficient to me. There must be a better way!

Thanks,
TM
 
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I suppose the question boils down to: is there a straightforward way of expressing x and \lambda as functions of s?
 
I found the answer: a procedure is described in Kubicek's Algorithm 502 in ACM Trans. Math. Software. dl.acm.org/citation.cfm?id=355675
 

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