A monolithic homotopy continuation algorithm with application to computational fluid dynamics

A new class of homotopy continuation methods is developed suitable for globalizing quasi-Newton methods for large sparse nonlinear systems of equations. The new continuation methods, described as monolithic homotopy continuation, differ from the classical predictor-corrector algorithm in that the predictor and corrector phases are replaced with a single phase which includes both a predictor and corrector component. Conditional convergence and stability are proved analytically. Using a Laplacian-like operator to construct the homotopy, the new algorithm is shown to be more efficient than the predictor-corrector homotopy continuation algorithm as well as an implementation of the widely-used pseudo-transient continuation algorithm for some inviscid and turbulent, subsonic and transonic external aerodynamic flows over the ONERA M6 wing and the NACA 0012 airfoil using a parallel implicit Newton-Krylov finite-difference flow solver.