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Homer Walker (WPI)-Anderson Acceleration for Fixed-Point Iteration, with PDE Applications
Mathematics - Colloquium
Thursday, November 12, 2009
4:00 PM-5:00 PM
Stratton Hall
202
ABSTRACT: 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 Anderson (1965). This method has enjoyed considerable success in electronic-structure computations 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, 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 applications, with a particular focus on PDE applications.
Suggested Audiences:
Adult, College
E-mail:
ma-chair@wpi.edu
Last Modified: November 5, 2009 at 11:16 AM
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Homer Walker (WPI)-Anderson Acceleration for Fixed-Point Iteration, with PDE Applications
Mathematics - Colloquium
Thursday, November 12, 2009
4:00 PM-5:00 PM
Stratton Hall
202
ABSTRACT: 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 Anderson (1965). This method has enjoyed considerable success in electronic-structure computations 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, 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 applications, with a particular focus on PDE applications.
Suggested Audiences: Adult, College
E-mail: ma-chair@wpi.edu
Last Modified: November 5, 2009 at 11:16 AM
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