Preconditioned High-index Saddle Dynamics for Computing Saddle Points
This work addresses a computational bottleneck for researchers in computational physics and materials science dealing with stiff systems, offering an incremental improvement over existing methods.
The paper tackles the problem of slow convergence in high-index saddle dynamics (HiSD) for computing saddle points in systems with ill-conditioned Hessians, by proposing a preconditioned HiSD framework that reduces iteration complexity from O(κ log(1/ε)) to O(κ_M log(1/ε)) and demonstrates faster convergence in numerical experiments.
High-index saddle dynamics (HiSD) is an effective approach for computing saddle points of a prescribed Morse index and constructing solution landscapes for complex nonlinear systems. However, for problems with ill-conditioned Hessians arising from fine discretizations or stiff potentials, the efficiency of standard HiSD deteriorates as its convergence rate worsens with the spectral condition number $κ$. To address this issue, we propose a preconditioned HiSD (p-HiSD) framework that reformulates the continuous dynamics within a Riemannian metric induced by a symmetric positive definite preconditioner $M$. By generalizing orthogonal reflections and unstable-subspace tracking to the $M$-inner product, the proposed scheme modifies the geometry of the saddle-search dynamics while remaining computationally efficient. Rigorous theoretical analysis confirms that the equilibria and their Morse indices are invariant under this metric. Furthermore, we establish the local exponential stability of the continuous dynamics and prove a discrete linear convergence rate governed by the preconditioned condition number $κ_M$. Consequently, the iteration complexity is sharply reduced from $O(κ\log(1/ε))$ to $O(κ_M\log(1/ε))$. Numerical experiments across stiff model problems and PDE discretizations demonstrate that p-HiSD resolves stiffness-induced convergence failures, permits substantially larger step sizes, and significantly reduces iteration counts.