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 (AA) 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 the AA method. The methods are tested on a number of problems, including a few that arise from nonlinear partial differential equations.

Brezinski, C., Cipolla, S., Redivo-Zaglia, M., Saad, Y. (2022). Shanks and Anderson-type acceleration techniques for systems of nonlinear equations. IMA JOURNAL OF NUMERICAL ANALYSIS, 42(4), 3058-3093 [10.1093/imanum/drab061].

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

Cipolla, Stefano
;
2022-01-01

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 (AA) 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 the AA method. The methods are tested on a number of problems, including a few that arise from nonlinear partial differential equations.
2022
Pubblicato
Rilevanza internazionale
Articolo
Sì, ma tipo non specificato
Settore MATH-03/A - Analisi matematica
English
Anderson acceleration
extrapolation methods
Krylov subspace methods
Navier–Stokes equation
nonlinear Poisson problems
quasi-Newton methods
regularization
Brezinski, C., Cipolla, S., Redivo-Zaglia, M., Saad, Y. (2022). Shanks and Anderson-type acceleration techniques for systems of nonlinear equations. IMA JOURNAL OF NUMERICAL ANALYSIS, 42(4), 3058-3093 [10.1093/imanum/drab061].
Brezinski, C; Cipolla, S; Redivo-Zaglia, M; Saad, Y
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/409463
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