Filtering for Anderson Acceleration
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Abstract: This work introduces, analyzes and demonstrates an efficient and theoretically sound filtering strategy to ensure the condition of the least-squares problem solved at each iteration of Anderson acceleration. The filtering strategy consists of two steps: the first controls the length disparity between columns of the least-squares matrix, and the second enforces a lower bound on the angles between subspaces spanned by the columns of that matrix. The combined strategy is shown to control the condition number of the least-squares matrix at each iteration. The method is shown to be effective on a range of problems based on discretizations of partial differential equations. It is shown particularly effective for problems where the initial iterate may lie far from the solution, and which progress through distinct preasymptotic and asymptotic phases.
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Cites work
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- A Proof That Anderson Acceleration Improves the Convergence Rate in Linearly Converging Fixed-Point Methods (But Not in Those Converging Quadratically)
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- High-order numerical method for the nonlinear Helmholtz equation with material discontinuities in one space dimension
- High-order two-way artificial boundary conditions for nonlinear wave propagation with backscattering
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- Iterative Procedures for Nonlinear Integral Equations
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Cited in
(6)- A simple-to-implement nonlinear preconditioning of Newton's method for solving the steady Navier-Stokes equations
- Accelerating and enabling convergence of nonlinear solvers for Navier-Stokes equations by continuous data assimilation
- Anderson acceleration of a Picard solver for the Oldroyd-B model of viscoelastic fluids
- New time integrators and capabilities in SUNDIALS versions 6.2.0--7.4.0
- Anderson acceleration with truncated Gram-Schmidt
- Analysis of the Picard-Newton iteration for the Navier-Stokes equations: global stability and quadratic convergence
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