Anderson acceleration based on the H^- s Sobolev norm for contractive and noncontractive fixed-point operators

DOI10.1016/J.CAM.2021.113844MaRDI QIDQ2667121zbMATH OpenOpenAlexFDO

Authors Yunan Yang, Alex Townsend, Daniel Appelö

Publication date 24 November 2021

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2002.03694

zbMATH Keywords

Anderson accelerationfixed-point iterationHelmholtz equationiterative methodsoptimizationSobolev space

Mathematics Subject Classification ID

Sobolev (and similar kinds of) spaces of functions of discrete variables (46E39) Acceleration of convergence in numerical analysis (65B99) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical optimization and variational techniques (65K10) Error bounds for boundary value problems involving PDEs (65N15)

Abstract: Anderson acceleration (AA) is a technique for accelerating the convergence of fixed-point iterations. In this paper, we apply AA to a sequence of functions and modify the norm in its internal optimization problem to the $mathcal{H}^{-s}$ norm, for some positive integer $s$, to bias it towards low-frequency spectral content in the residual. We analyze the convergence of AA by quantifying its improvement over Picard iteration. We find that AA based on the $mathcal{H}^{-2}$ norm is well-suited to solve fixed-point operators derived from second-order elliptic differential operators, including the Helmholtz equation.

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Cited in

(14)

• Anderson Acceleration for Nonsmooth Fixed Point Problems
• Anderson acceleration for contractive and noncontractive operators
• Anderson acceleration for degenerate and nondegenerate problems
• Anderson acceleration of nonlinear solvers for the stationary Gross-Pitaevskii equation
• Filtering for Anderson Acceleration
• Efficient Natural Gradient Descent Methods for Large-Scale PDE-Based Optimization Problems
• Implicit regularization effects of the Sobolev norms in image processing
• Nonmonotone globalization for Anderson acceleration via adaptive regularization
• Anderson acceleration with truncated Gram-Schmidt
• Convergence properties of nonlinear GMRES applied to linear systems
• Three Anderson accelerated iterative methods for solving large scale linear equations
• Leveraging Anderson acceleration for improved convergence of iterative solutions to transport systems
• On the choice of optimization norm for Anderson acceleration of the Picard iteration for Navier-Stokes equations
• LR-WaveHoltz: a low-rank Helmholtz solver

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• Anderson

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