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Title: Local Improvement Results for Anderson Acceleration with Inaccurate Function Evaluations

Journal Article · · SIAM Journal on Scientific Computing
DOI: https://doi.org/10.1137/16M1080677 · OSTI ID:1408509
 [1];  [2];  [3];  [3];  [2];  [1];  [3]
  1. Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
  2. North Carolina State Univ., Raleigh, NC (United States). Dept. of Mathematics
  3. Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States)
+ Show Author Affiliations

Here, we analyze the convergence of Anderson acceleration when the fixed point map is corrupted with errors. We also consider uniformly bounded errors and stochastic errors with infinite tails. We prove local improvement results which describe the performance of the iteration up to the point where the accuracy of the function evaluation causes the iteration to stagnate. We illustrate the results with examples from neutronics.

Research Organization:
Oak Ridge National Laboratory (ORNL), Oak Ridge, TN (United States)
Sponsoring Organization:
USDOE
Grant/Contract Number:
AC05-00OR22725
OSTI ID:
1408509
Alternate ID(s):
OSTI ID: 1415201
Journal Information:
SIAM Journal on Scientific Computing, Vol. 39, Issue 5; ISSN 1064-8275
Publisher:
SIAMCopyright Statement
Country of Publication:
United States
Language:
English
Citation Metrics:
Cited by: 23 works
Citation information provided by
Web of Science

References (24)

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Hybrid Deterministic/Monte Carlo Neutronics journal January 2013

Cited By (1)

Numerical methods for nonlinear equations journal May 2018

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Related Subjects

97 MATHEMATICS AND COMPUTING
nonlinear equations
Anderson acceleration
local improvement