Understanding high-index saddle dynamics via numerical analysis

Abstract: High-index saddle dynamics (HiSD) serves as a competitive instrument in searching the any-index saddle points and constructing the solution landscape of complex systems. The Lagrangian multiplier terms in HiSD ensure the Stiefel manifold constraint, which, however, are dropped in the commonly-used discrete HiSD scheme and are replaced by an additional Gram-Schmidt orthonormalization. Though this scheme has been successfully applied in various fields, it is still unclear why the above modification does not affect its effectiveness. We recover the same form as HiSD from this scheme, which not only leads to error estimates naturally, but indicates that the mechanism of Stiefel manifold preservation by Lagrangian multiplier terms in HiSD is nearly a Gram-Schmidt process (such that the above modification is appropriate). The developed methods are further extended to analyze the more complicated constrained HiSD on high-dimensional sphere, which reveals more mechanisms of the constrained HiSD in preserving several manifold properties.