Finding Saddle-Node Bifurcations via a Nonlinear Generalized Collatz–Wielandt Formula

The Collatz–Wielandt formula obtained by Lothar Collatz (1942) and Helmut Wielandt (1950) provides a simple variational characterization of the Perron–Frobenius eigenvalue of certain types of matrices. We introduce a nonlinear generalization of the Collatz–Wielandt formula and show that it enables finding the so-called maximal saddle-node bifurcations of systems of nonlinear equations. As a consequence, we obtain an easily verifiable criterion for the detection of such saddle-node bifurcations. We illustrate our approach by examples of finite-difference approximations of nonlinear partial differential equations and a system of power flow.