Deflated problems


P. E. Farrell, A. Birkisson, and S. W. Funke. Deflation techniques for finding distinct solutions of nonlinear partial differential equations. SIAM J. Sci. Comput., 2015.,

Assume you want to solve $F(x)=0$ with a Newton algorithm but you want to avoid the algorithm to return some already known solutions $x_i,\ i=1\cdots n$.

The idea proposed in the paper quoted above is to penalize these solutions by looking for the zeros of the function $G(x):={F(x)}{M(x)}$ where

\[M(x) = \prod_{i=1}^n\left(\|x - x_i\|^{-p} + \alpha\right)\]

and $\alpha>0$. Obviously $F$ and $G$ have the same zeros away from the $x_i$s but the factor $M$ penalizes the residual of the Newton iterations of $G$, effectively producing zeros of $F$ different from $x_i$.


In some case, you may want to use a custom distance, in place of the squared norm $\|\cdot\|^2$. Please see DeflationOperator for how to do this.

Encoding of the functional

A composite type DeflationOperator implements this functional. Given a deflation operator M = DeflationOperator(p, dot, α, xis), you can build a deflated functional pb = DeflatedProblem(F, J, M) which you can use to access the values of $G$ by doing pb(x). A Matrix-Free / Sparse linear solver is implemented which works on the GPU.

the dot argument in DeflationOperator lets you specify a dot product from which the norm is derived in the expression of $M$.

See example Snaking computed with deflation.

Note that you can add new solution x0 to M by doing push!(M, x0). Also M[i] returns xi.

Computation with newton

Most newton functions can be used with a deflated problem, see for example Snaking computed with deflation. The idea is to pass the deflation operator M. For example, we have the following overloaded method, which works on GPUs:

		_linsolver = DefProbCustomLinearSolver();

We refer to the regular newton for more information. This newton penalises the roots saved in defOp.roots.

Compared to newton, the only different arguments are

  • defOp::DeflationOperator deflation operator
  • linsolver linear solver used to invert the Jacobian of the deflated functional.
    • custom solver DefProbCustomLinearSolver() with requires solving two linear systems J⋅x = rhs.
    • For other linear solvers <: AbstractLinearSolver, a matrix free method is used for the deflated functional.
    • if passed Val(:autodiff), then ForwardDiff.jl is used to compute the jacobian of the deflated problem
    • if passed Val{:fullIterative}, then a full matrix free method is used.

Simple example

In this basic example, we show how to get the different roots of F

using BifurcationKit, LinearAlgebra
F(x, p) = @. (x-1) * (x-2)
# define a deflation operator which deflates the
# already know solution x = 1
deflationOp = DeflationOperator(2, dot, 0.1, [ones(1)])
# define a problem, this compute jacobian automatically
prob = BifurcationProblem(F, rand(1), nothing)
# call deflated newton
sol = newton(prob, deflationOp, NewtonPar())
println("We found the additional root: ", sol.u)
We found the additional root: [-4.334654528858353]

You can use this method for periodic orbits as well by passing the deflation operator M to the newton method