Eugene L. Allgower

We adapt numerical continuation methods to compute all solutions of finite difference discretizations of nonlinear boundary value problems involving the Laplacian in two dimensions. New solutions on finer meshes are obtained from solutions on coarser meshes using a complex homotopy deformation. Two difficulties arise. First, the number of solutions typically grows with the number of mesh points and some form of filtering becomes necessary. Secondly, bifurcations may occur along homotopy paths of solutions and efficient methods to swap branches are developed when the mappings are analytic. For polynomial nonlinearities we generalize an earlier strategy for finding all solutions of two-point boundary value problems in one dimension and then introduce exclusion algorithms to extend the method to general nonlinearities.

Nonlinear two-point boundary value problems arise in numerous areas of application. The existence and number of solutions for various cases has been studied from a theoretical standpoint. These results generally rely upon growth conditions of the nonlinearity. However, in general, one cannot forecast how many solutions a boundary value problem may possess or even determine the existence of a solution. In recent years numerical continuation methods have been developed which permit the numerical approximation of all complex solutions of systems of polynomial equations. In this paper, numerical continuation methods are adapted to numerically calculate the solutions of finite difference discretizations of nonlinear two-point boundary value problems. The approach taken here is to perform a homotopy deformation to successively refine discretizations. In this way additional new solutions on finer meshes are obtained from solutions on coarser meshes. The complicating issue which the complex polynomial system setting introduces is that the number of solutions grows with the number of mesh points of the discretization. To counter this, the use of filters to limit the number of paths to be followed at each stage is considered.