Numerical continuation

Abstract: 1 Introduction.- 2 The Basic Principles of Continuation Methods.- 2.1 Implicitly Defined Curves.- 2.2 The Basic Concepts of PC Methods.- 2.3 The Basic Concepts of PL Methods.- 3 Newton's Method as Corrector.- 3.1 Motivation.- 3.2 The Moore-Penrose Inverse in a Special Case.- 3.3 A Newton's Step for Underdetermined Nonlinear Systems.- 3.4 Convergence Properties of Newton's Method.- 4 Solving the Linear Systems.- 4.1 Using a QR Decomposition.- 4.2 Givens Rotations for Obtaining a QR Decomposition.- 4.3 Error Analysis.- 4.4 Scaling of the Dependent Variables.- 4.5 Using LU Decompositions.- 5 Convergence of Euler-Newton-Like Methods.- 5.1 An Approximate Euler-Newton Method.- 5.2 A Convergence Theorem for PC Methods.- 6 Steplength Adaptations for the Predictor.- 6.1 Steplength Adaptation by Asymptotic Expansion.- 6.2 The Steplength Adaptation of Den Heijer & Rheinboldt.- 6.3 Steplength Strategies Involving Variable Order Predictors.- 7 Predictor-Corrector Methods Using Updating.- 7.1 Broyden's "Good" Update Formula.- 7.2 Broyden Updates Along a Curve.- 8 Detection of Bifurcation Points Along a Curve.- 8.1 Simple Bifurcation Points.- 8.2 Switching Branches Via Perturbation.- 8.3 Branching Off Via the Bifurcation Equation.- 9 Calculating Special Points of the Solution Curve.- 9.1 Introduction.- 9.2 Calculating Zero Points f(c(s)) = 0.- 9.3 Calculating Extremal Points minsf((c(s)).- 10 Large Scale Problems.- 10.1 Introduction.- 10.2 General Large Scale Solvers.- 10.3 Nonlinear Conjugate Gradient Methods as Correctors.- 11 Numerically Implementable Existence Proofs.- 11.1 Preliminary Remarks.- 11.2 An Example of an Implementable Existence Theorem.- 11.3 Several Implementations for Obtaining Brouwer Fixed Points.- 11.4 Global Newton and Global Homotopy Methods.- 11.5 Multiple Solutions.- 11.6 Polynomial Systems.- 11.7 Nonlinear Complementarity.- 11.8 Critical Points and Continuation Methods.- 12 PL Continuation Methods.- 12.1 Introduction.- 12.2 PL Approximations.- 12.3 A PL Algorithm for Tracing H(u) = 0.- 12.4 Numerical Implementation of a PL Continuation Algorithm.- 12.5 Integer Labeling.- 12.6 Truncation Errors.- 13 PL Homotopy Algorithms.- 13.1 Set-Valued Maps.- 13.2 Merrill's Restart Algorithm.- 13.3 Some Triangulations and their Implementations.- 13.4 The Homotopy Algorithm of Eaves & Saigal.- 13.5 Mixing PL and Newton Steps.- 13.6 Automatic Pivots for the Eaves-Saigal Algorithm.- 14 General PL Algorithms on PL Manifolds.- 14.1 PL Manifolds.- 14.2 Orientation and Index.- 14.3 Lemke's Algorithm for the Linear Complementarity Problem.- 14.4 Variable Dimension Algorithms.- 14.5 Exploiting Special Structure.- 15 Approximating Implicitly Defined Manifolds.- 15.1 Introduction.- 15.2 Newton's Method and Orthogonal Decompositions Revisited.- 15.3 The Moving Frame Algorithm.- 15.4 Approximating Manifolds by PL Methods.- 15.5 Approximation Estimates.- 16 Update Methods and their Numerical Stability.- 16.1 Introduction.- 16.2 Updates Using the Sherman-Morrison Formula.- 16.3 QR Factorization.- 16.4 LU Factorization.- P1 A Simple PC Continuation Method.- P2 A PL Homotopy Method.- P3 A Simple Euler-Newton Update Method.- P4 A Continuation Algorithm for Handling Bifurcation.- P5 A PL Surface Generator.- P6 SCOUT - Simplicial Continuation Utilities.- P6.1 Introduction.- P6.2 Computational Algorithms.- P6.3 Interactive Techniques.- P6.4 Commands.- P6.5 Example: Periodic Solutions to a Differential Delay Equation.- Index and Notation.

Abstract: Bifurcation software is an essential tool in the study of dynamical systems. From the beginning (the first packages were written in the 1970's) it was also used in the modelling process, in particular to determine the values of critical parameters. More recently, it is used in a systematic way in the design of dynamical models and to determine which parameters are relevant. MatCont and Cl_MatCont are freely available matlab numerical continuation packages for the interactive study of dynamical systems and bifurcations. MatCont is the GUI-version, Cl_MatCont is the command-line version. The work started in 2000 and the first publications appeared in 2003. Since that time many new functionalities were added. Some of these are fairly simple but were never before implemented in continuation codes, e.g. Poincare maps. Others were only available as toolboxes that can be used by experts, e.g. continuation of homoclinic orbits. Several others were never implemented at all, such as periodic normal forms for codimension 1 bifurcations of limit cycles, normal forms for codimension 2 bifurcations of equilibria, detection of codimension 2 bifurcations of limit cycles, automatic computation of phase response curves and their derivatives, continuation of branch points of equilibria and limit cycles. New numerical algorithms for these computations have been published or will appear elsewhere; here we restrict to their software implementation. We further discuss software issues that are in practice important for many users, e.g. how to define a new system starting from an existing one, how to import and export data, system descriptions, and computed results.