Newton-Krylov solvers for time-steppers

Mathematics – Dynamical Systems

Scientific paper

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14 pages, 6 figures

Scientific paper

We study how the Newton-GMRES iteration can enable dynamic simulators (time-steppers) to perform fixed-point and path-following computations.For a class of dissipative problems, whose dynamics are characterized by a slow manifold, the Jacobian matrices in such computations are compact perturbations of the identity. We examine the number of GMRES iterations required for each nonlinear iteration as a function of the dimension of the slow subspace and the time-stepper reporting horizon. In a path-following computation, only a small number (one or two) of additional GMRES iterations is required.

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