Periodic orbits computation

Consider the Cauchy problem

\[\frac{du}{dt}=F(u,p).\]

A periodic solution with period $T$ satisfies

\[\begin{align} \frac{du}{dt}&=F(u,p)\\ u(0)&=u(T). \end{align}\]

We provide 4 methods for computing periodic orbits (PO):

  1. one (Trapezoid) based on finite differences to discretize a Cauchy problem,
  2. one (Collocation) based on orthogonal collocation to discretize a Cauchy problem,
  3. two (Shooting) based on the flow associated to a Cauchy problem.

It is important to understand the pro and cons of each method to compute PO in large dimensions.

Trapezoid method

The Trapezoid method (or the Collocation one) is usually faster than the ones based or Shooting but it requires more memory as it saves the whole orbit. However the main drawback of this method is that the associated linear solver is not "nice", being composed of a cyclic matrix for which no generic Matrix-free preconditioner is known. Hence, the Trapezoid method is often used with an ILU preconditioner which is severely constrained by memory. Also, when the period of the cycle is large, finer time discretization (or mesh adaptation which is not yet implemented) must be employed which is also a limiting factor both in term of memory and preconditioning.

Collocation method

The Collocation method is (for now) the slowest of the three methods implemented for computing periodic orbits. However, it is by far the most precise one. Additionally, the mesh can be automatically adapted during the continuation. The implementation will be improved for large dimensional systems like the Trapezoid method one.

Shooting method

The methods based on Shooting do not share the same drawbacks because the associated linear system is usually well conditioned, at least in the simple shooting case. There are thus often used without preconditioner at all. Even in the case of multiple shooting, this can be alleviated by a simple generic preconditioner based on deflation of eigenvalues (see Linear solvers (LS)). Also, the time stepper will automatically adapt to the stiffness of the problem, putting more time points where needed unlike the method based on finite differences which requires an adaptive (time) meshing to provide a similar property. The main drawback of the method is to find a fast time stepper, at least to compete with the method based on finite differences. The other drawback is the precision of the method which cannot compete with the collocation method.

Important notes

We regroup here some important notes which are valid for all methods above.

1. Finaliser

If you pass a finalize function to continuation, the following occurs:

  1. If the newton solve was successfull, we update the phase condition every updateSectionEveryStep
  2. we call the user defined finalizer finalize