Shanks and Anderson-type acceleration techniques for systems of nonlinear equations

DOI10.1093/IMANUM/DRAB061zbMATH Open1506.65003arXiv2007.05716OpenAlexW3041718411MaRDI QIDQ5042886FDOQ5042886

Authors: Stefano Cipolla, Y. Saad, Claude Brezinski, Michela Redivo-Zaglia 

Publication date: 26 October 2022

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Abstract: This paper examines a number of extrapolation and acceleration methods, and introduces a few modifications of the standard Shanks transformation that deal with general sequences. One of the goals of the paper is to lay out a general framework that encompasses most of the known acceleration strategies. The paper also considers the Anderson Acceleration method under a new light and exploits a connection with quasi-Newton methods, in order to establish local linear convergence results of a stabilized version of Anderson Acceleration method. The methods are tested on a number of problems, including a few that arise from nonlinear Partial Differential Equations.

Full work available at URL: https://arxiv.org/abs/2007.05716

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zbMATH Keywords

regularizationKrylov subspace methodsNavier-Stokes equationAnderson accelerationquasi-Newton methodsextrapolation methodsnonlinear Poisson problems

Mathematics Subject Classification ID

Methods of quasi-Newton type (90C53) Navier-Stokes equations for incompressible viscous fluids (76D05) Extrapolation to the limit, deferred corrections (65B05)

Cited In (6)

• Anderson acceleration of the extragradient method for the nonlinear complementarity problems
• The effect of Anderson acceleration on superlinear and sublinear convergence
• Anderson acceleration for nonlinear finite volume scheme for advection-diffusion problems
• Shanks sequence transformations and Anderson acceleration
• Comments on: ``Anderson acceleration, mixing and extrapolation
• nlTGCR: A Class of Nonlinear Acceleration Procedures Based on Conjugate Residuals

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