A Jacobian-free pseudo-arclength continuation method for phase transitions in inhomogeneous thermodynamic systems

Developing phase diagrams for inhomogeneous systems in thermodynamics is difficult, in part, due to the large phase space and the possibility of unstable and metastable solutions arising from first-order phase transitions. Pseudo-arclength continuation (PAC) is a method that allows one to trace out stable and unstable solutions of nonlinear systems. Typically, PAC utilizes the Jacobian in order to implement Newton (or quasi-Newton) steps. In this work, we present a Jacobian-free PAC method that is amenable to the usual workflows in inhomogeneous thermodynamics. We demonstrate our method in systems that have first-order phase transitions, including a novel example of polyelectrolyte complex coacervation in confinement, where multiple surface phase transitions occur and can overlap with one another.