Matrix-free monolithic homotopy continuation with application to computational aerodynamics (Q1656678)

A new matrix-free monolithic homotopy continuation algorithm is described and validated. The proposed algorithm has the advantage of obtaining approximate numerical solutions to nonlinear systems of equations by eliminating the need of solving a linear system. Thus, the construction of Jacobian or preconditioner matrices is not demanded. Using suitable conditions and a starting guess, the algorithm can rapidly converge and give a sufficiently accurate solution. The proposed method is validated, and its stability and efficiency are investigated numerically by using an aerodynamic flow solver. The authors also discuss some possible modifications of the algorithm.