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

DOI10.1093/IMANUM/DRAB061MaRDI QIDQ5042886zbMATH OpenOpenAlexFDO

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)

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

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)

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.

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Cited in

(6)

• nlTGCR: A Class of Nonlinear Acceleration Procedures Based on Conjugate Residuals
• 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
• Comments on: ``Anderson acceleration, mixing and extrapolation
• Shanks sequence transformations and Anderson acceleration

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