Optimizing Parallel Schemes with Lyapunov Exponents and kNN-LLE Estimation

TL;DR

This paper presents a unified, data-driven approach using Lyapunov exponents and kNN-LLE estimation to analyze, diagnose, and enhance the stability of inverse parallel solvers for nonlinear systems, improving robustness and understanding of their dynamical behaviors.

Contribution

It introduces a novel micro-series Lyapunov analysis pipeline and a Lyapunov-informed parameter selection strategy for stabilizing inverse parallel schemes.

Findings

Theoretical stability and bifurcation analysis of iterative maps.

Real-time Lyapunov profiles reveal transient behaviors.

Adaptive parameter tuning improves solver robustness.

Abstract

Inverse parallel schemes remain indispensable tools for computing the roots of nonlinear systems, yet their dynamical behavior can be unexpectedly rich, ranging from strong contraction to oscillatory or chaotic transients depending on the choice of algorithmic parameters and initial states. A unified analytical-data-driven methodology for identifying, measuring, and reducing such instabilities in a family of uni-parametric inverse parallel solvers is presented in this study. On the theoretical side, we derive stability and bifurcation characterizations of the underlying iterative maps, identifying parameter regions associated with periodic or chaotic behavior. On the computational side, we introduce a micro-series pipeline based on kNN-driven estimation of the local largest Lyapunov exponent (LLE), applied to scalar time series derived from solver trajectories. The resulting sliding-window Lyapunov profiles provide fine-grained, real-time diagnostics of contractive or unstable phases and reveal transient behaviors not captured by coarse linearized analysis. Leveraging this correspondence, we introduce a Lyapunov-informed parameter selection strategy that identifies solver settings associated with stable behavior, particularly when the estimated LLE indicates persistent instability. Comprehensive experiments on ensembles of perturbed initial guesses demonstrate close agreement between the theoretical stability diagrams and empirical Lyapunov profiles, and show that the proposed adaptive mechanism significantly improves robustness. The study establishes micro-series Lyapunov analysis as a practical, interpretable tool for constructing self-stabilizing root-finding schemes and opens avenues for extending such diagnostics to higher-dimensional or noise-contaminated problems.