Local improvement results for anderson acceleration with inaccurate function evaluations

by Alex Toth, J. Austin Ellis, Thomas M. Evans, Steven P. Hamilton, C. T. Kelley, Roger Pawlowski, Stuart R. Slattery


We analyze the convergence of Anderson acceleration when the xed point map is corrupted with errors. We consider uniformly bounded errors and stochastic errors with in nite 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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Publication Citation

SIAM Journal on Scientific Computing 2017 39 (5) pp S47-S65 April 25, 2018
DOI: DOI 10.1137/16M1080677