Tensor-Krylov Methods for Solving Large-Scale Systems of Nonlinear Equations

This paper develops and investigates iterative tensor methods for solving large-scale systems of nonlinear equations. Direct tensor methods for nonlinear equations have performed especially well on small, dense problems where the Jacobian matrix at the solution is singular or ill-conditioned, which may occur when approaching turning points, for example. This research extends direct tensor methods to large-scale problems by developing three tensor-Krylov methods that base each iteration upon a linear model augmented with a limited second-order term, which provides information lacking in a (nearly) singular Jacobian. The advantage of the new tensor-Krylov methods over existing large-scale tensor methods is their ability to solve the local tensor model to a specified accuracy, which produces a more accurate tensor step. The performance of these methods in comparison to Newton-GMRES and tensor-GMRES is explored on three Navier-Stokes fluid flow problems. The numerical results provide evidence that tensor-Krylov methods are generally more robust and more efficient than Newton-GMRES on some important and difficult problems. In addition, the results show that the new tensor-Krylov methods and tensorGMRES each perform better in certain situations.