Local Improvement Results for Anderson Acceleration with Inaccurate Function Evaluations
Author(s) -
Alex Toth,
J. Austin Ellis,
T. M. Evans,
Steven Hamilton,
C. T. Kelley,
Roger P. Pawlowski,
Stuart Slattery
Publication year - 2017
Publication title -
siam journal on scientific computing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.674
H-Index - 147
eISSN - 1095-7197
pISSN - 1064-8275
DOI - 10.1137/16m1080677
Subject(s) - acceleration , mathematics , convergence (economics) , bounded function , function (biology) , point (geometry) , fixed point , mathematical optimization , mathematical analysis , geometry , physics , classical mechanics , evolutionary biology , economics , biology , economic growth
We analyze the convergence of Anderson acceleration when the fixed point map is corrupted with errors. We 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.
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