Fixed-point iterations occur naturally and are commonly used in a broad
variety of computational science and engineering applications. In practice,
fixed-point iterates often converge undesirably slowly, if at all, and
procedures for accelerating the convergence are desirable. This talk will
focus on a particular acceleration method that originated in work of D. G.
Anderson [J. Assoc. Comput. Machinery, 12 (1965), 547-560] and has been
independently re-invented on at least two occasions. This method has
enjoyed considerable success in a few applications (notably in
electronic-structure computations, where it is known as Anderson mixing)
but seems to have been untried or underexploited in many other important
applications. Moreover, while other acceleration methods have been
extensively studied by mathematicians and numerical analysts, Anderson
acceleration has received relatively little attention from them until
recently, despite there being many significant unanswered mathematical
questions. In this talk, I will outline Anderson acceleration, discuss some
of its theoretical properties, and demonstrate its performance in several
PDE applications. This work is joint in part with P. Ni and in part with P.
A. Lott, C. S. Woodward, and U. M. Yang.
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