Rank deficiencies and bifurcation into affine subspaces for separable parameterized equations
HTML articles powered by AMS MathViewer
- by Yun-Qiu Shen and Tjalling J. Ypma;
- Math. Comp. 85 (2016), 271-293
- DOI: https://doi.org/10.1090/mcom/2968
- Published electronically: June 2, 2015
- PDF | Request permission
Abstract:
Many applications lead to separable parameterized equations of the form $F(y,\mu ,z) \equiv A(y, \mu )z+b(y, \mu )=0$, where $y \in \mathbb R^n$, $z \in \mathbb R^N$, $A(y, \mu ) \in \mathbb {R}^{(N+n) \times N}$, $b(y, \mu ) \in \mathbb {R}^{N+n}$ and $\mu \in \mathbb R$ is a parameter. Typically $N >>n$. Suppose bifurcation occurs at a solution point $(y^*,\mu ^*,z^*)$ of this equation. If $A(y^*, \mu ^*)$ is rank deficient, then the linear component $z$ bifurcates into an affine subspace at this point. We show how to compute such a point $(y,\mu ,z)$ by reducing the original system to a smaller separable system, while preserving the bifurcation, the rank deficiencies and a non-degeneracy condition. A numerical algorithm for solving the reduced system and examples illustrating the method are provided.References
- Wolf-Jürgen Beyn, Numerical methods for dynamical systems, Advances in numerical analysis, Vol. I (Lancaster, 1990) Oxford Sci. Publ., Oxford Univ. Press, New York, 1991, pp. 175–236. MR 1138474
- Shui Nee Chow and Jack K. Hale, Methods of bifurcation theory, Grundlehren der Mathematischen Wissenschaften, vol. 251, Springer-Verlag, New York-Berlin, 1982. MR 660633
- Shui-Nee Chow and Yun Qiu Shen, Bifurcations via singular value decompositions, Appl. Math. Comput. 28 (1988), no. 3, 231–245. MR 968451, DOI 10.1016/0096-3003(88)90139-7
- A. Dhooge, W. Govaerts, and Yu. A. Kuznetsov, MATCONT: a MATLAB package for numerical bifurcation analysis of ODEs, ACM Trans. Math. Software 29 (2003), no. 2, 141–164. MR 2000880, DOI 10.1145/779359.779362
- A. Dhooge, W. Govaerts, Yu. A. Kuznetsov, H. G. E. Meijer, and B. Sautois, New features of the software MatCont for bifurcation analysis of dynamical systems, Math. Comput. Model. Dyn. Syst. 14 (2008), no. 2, 147–175. MR 2405202, DOI 10.1080/13873950701742754
- Eusebius Doedel, AUTO: a program for the automatic bifurcation analysis of autonomous systems, Congr. Numer. 30 (1981), 265–284. MR 635945
- G. H. Golub and V. Pereyra, The differentiation of pseudo-inverses and nonlinear least squares problems whose variables separate, SIAM J. Numer. Anal. 10 (1973), 413–432. MR 336980, DOI 10.1137/0710036
- Gene Golub and Victor Pereyra, Separable nonlinear least squares: the variable projection method and its applications, Inverse Problems 19 (2003), no. 2, R1–R26. MR 1991786, DOI 10.1088/0266-5611/19/2/201
- Gene H. Golub and Charles F. Van Loan, Matrix computations, 3rd ed., Johns Hopkins Studies in the Mathematical Sciences, Johns Hopkins University Press, Baltimore, MD, 1996. MR 1417720
- Willy J. F. Govaerts, Numerical methods for bifurcations of dynamical equilibria, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2000. MR 1736704, DOI 10.1137/1.9780898719543
- A. Griewank and G. W. Reddien, Characterization and computation of generalized turning points, SIAM J. Numer. Anal. 21 (1984), no. 1, 176–185. MR 731221, DOI 10.1137/0721012
- Y. P. Hong and C.-T. Pan, Rank-revealing $QR$ factorizations and the singular value decomposition, Math. Comp. 58 (1992), no. 197, 213–232. MR 1106970, DOI 10.1090/S0025-5718-1992-1106970-4
- Yuri A. Kuznetsov, Elements of applied bifurcation theory, Applied Mathematical Sciences, vol. 112, Springer-Verlag, New York, 1995. MR 1344214, DOI 10.1007/978-1-4757-2421-9
- G. Lecerf, Quadratic Newton iteration for systems with multiplicity, Found. Comput. Math. 2 (2002), no. 3, 247–293. MR 1907381, DOI 10.1007/s102080010026
- Anton Leykin, Jan Verschelde, and Ailing Zhao, Newton’s method with deflation for isolated singularities of polynomial systems, Theoret. Comput. Sci. 359 (2006), no. 1-3, 111–122. MR 2251604, DOI 10.1016/j.tcs.2006.02.018
- G. G. Lukeman, Separable Overdetermined Nonlinear Systems: An Application of the Shen-Ypma Algorithm, VDM Verlag Dr. Müller, Saarbrücken, 2009.
- Katharine M. Mullen and Ivo H. M. van Stokkum, The variable projection algorithm in time-resolved spectroscopy, microscopy and mass spectrometry applications, Numer. Algorithms 51 (2009), no. 3, 319–340. MR 2505846, DOI 10.1007/s11075-008-9235-2
- J. D. Murray, Mathematical biology. II, 3rd ed., Interdisciplinary Applied Mathematics, vol. 18, Springer-Verlag, New York, 2003. Spatial models and biomedical applications. MR 1952568
- J. M. Ortega and W. C. Rheinboldt, Iterative solution of nonlinear equations in several variables, Academic Press, New York-London, 1970. MR 273810
- P. J. Rabier and G. W. Reddien, Characterization and computation of singular points with maximum rank deficiency, SIAM J. Numer. Anal. 23 (1986), no. 5, 1040–1051. MR 859016, DOI 10.1137/0723072
- Rüdiger Seydel, Practical bifurcation and stability analysis, 2nd ed., Interdisciplinary Applied Mathematics, vol. 5, Springer-Verlag, New York, 1994. From equilibrium to chaos. MR 1314200
- Y.-Q. Shen, Computation of a simple bifurcation point using one singular value decomposition nearby, Computing 58 (1997), no. 4, 335–350 (English, with English and German summaries). MR 1461970, DOI 10.1007/BF02684346
- Yun-Qiu Shen, Computation of a multiple bifurcation point using one singular value decomposition nearby, Dynam. Contin. Discrete Impuls. Systems 6 (1999), no. 1, 53–68. MR 1679756
- Y.-Q. Shen and T. J. Ypma, Solving nonlinear systems of equations with only one nonlinear variable, J. Comput. Appl. Math. 30 (1990), no. 2, 235–246. MR 1062327, DOI 10.1016/0377-0427(90)90031-T
- Yun-Qiu Shen and Tjalling J. Ypma, A unified approach to computing dynamical equilibria, Can. Appl. Math. Q. 14 (2006), no. 3, 343–359. MR 2327749
- Yun-Qiu Shen and Tjalling J. Ypma, Solving rank-deficient separable nonlinear equations, Appl. Numer. Math. 57 (2007), no. 5-7, 609–615. MR 2322434, DOI 10.1016/j.apnum.2006.07.025
- Yun-Qiu Shen and Tjalling J. Ypma, Numerical bifurcation of separable parameterized equations, Electron. Trans. Numer. Anal. 34 (2008/09), 31–43. MR 2597798
- Yun-Qiu Shen and Tjalling J. Ypma, Bifurcation of solutions of separable parameterized equations into lines, Proceedings of the Eighth Mississippi State-UAB Conference on Differential Equations and Computational Simulations, Electron. J. Differ. Equ. Conf., vol. 19, Texas State Univ., San Marcos, TX, 2010, pp. 245–255. MR 2754948
- T. J. Ypma and Y.-Q. Shen, Solving $N+m$ nonlinear equations with only $m$ nonlinear variables, Computing 44 (1990), no. 3, 259–271 (English, with German summary). MR 1058702, DOI 10.1007/BF02262221
Bibliographic Information
- Yun-Qiu Shen
- Affiliation: Department of Mathematics, Western Washington University, Bellingham, Washington 98225-9063
- MR Author ID: 191125
- Email: yunqiu.shen@wwu.edu
- Tjalling J. Ypma
- Affiliation: Department of Mathematics, Western Washington University, Bellingham, Washington 98225-9063
- Email: tjalling.ypma@wwu.edu
- Received by editor(s): May 7, 2012
- Received by editor(s) in revised form: April 19, 2014
- Published electronically: June 2, 2015
- © Copyright 2015 American Mathematical Society
- Journal: Math. Comp. 85 (2016), 271-293
- MSC (2010): Primary 65P30, 65H10; Secondary 37G10, 34C23
- DOI: https://doi.org/10.1090/mcom/2968
- MathSciNet review: 3404450