A technique for accelerating iterative convergence in numerical integration, with application in transonic aerodynamics

A technique is described for the efficient numerical solution of nonlinear partial differential equations by rapid iteration. In particular, a special approach is described for applying the Aitken acceleration formula (a simple Pade approximant) for accelerating the iterative convergence. The method finds the most appropriate successive approximations, which are in a most nearly geometric sequence, for use in the Aitken formula. Simple examples are given to illustrate the use of the method. The method is then applied to the mixed elliptic-hyperbolic problem of steady, inviscid, transonic flow over an airfoil in a subsonic free stream

Scalar Levin-Type Sequence Transformations

Sequence transformations are important tools for the convergence acceleration of slowly convergent scalar sequences or series and for the summation of divergent series. Transformations that depend not only on the sequence elements or partial sums $s_n$ but also on an auxiliary sequence of so-called remainder estimates $\omega_n$ are of Levin-type if they are linear in the $s_n$, and nonlinear in the $\omega_n$. Known Levin-type sequence transformations are reviewed and put into a common theoretical framework. It is discussed how such transformations may be constructed by either a model sequence approach or by iteration of simple transformations. As illustration, two new sequence transformations are derived. Common properties and results on convergence acceleration and stability are given. For important special cases, extensions of the general results are presented. Also, guidelines for the application of Levin-type sequence transformations are discussed, and a few numerical examples are given.Comment: 59 pages, LaTeX, invited review for J. Comput. Applied Math., abstract shortene

Brezinski Inverse and Geometric Product-Based Steffensen's Methods for Image Reverse Filtering

This work develops extensions of Steffensen's method to provide new tools for solving the semi-blind image reverse filtering problem. Two extensions are presented: a parametric Steffensen's method for accelerating the Mann iteration, and a family of 12 Steffensen's methods for vector variables. The development is based on Brezinski inverse and geometric product vector inverse. Variants of these methods are presented with adaptive parameter setting and first-order method acceleration. Implementation details, complexity, and convergence are discussed, and the proposed methods are shown to generalize existing algorithms. A comprehensive study of 108 variants of the vector Steffensen's methods is presented in the Supplementary Material. Representative results and comparison with current state-of-the-art methods demonstrate that the vector Steffensen's methods are efficient and effective tools in reversing the effects of commonly used filters in image processing

Recycling Krylov Subspaces for Efficient Partitioned Solution of Aerostructural Adjoint Systems

Robust and efficient solvers for coupled-adjoint linear systems are crucial to successful aerostructural optimization. Monolithic and partitioned strategies can be applied. The monolithic approach is expected to offer better robustness and efficiency for strong fluid-structure interactions. However, it requires a high implementation cost and convergence may depend on appropriate scaling and initialization strategies. On the other hand, the modularity of the partitioned method enables a straightforward implementation while its convergence may require relaxation. In addition, a partitioned solver leads to a higher number of iterations to get the same level of convergence as the monolithic one. The objective of this paper is to accelerate the fluid-structure coupled-adjoint partitioned solver by considering techniques borrowed from approximate invariant subspace recycling strategies adapted to sequences of linear systems with varying right-hand sides. Indeed, in a partitioned framework, the structural source term attached to the fluid block of equations affects the right-hand side with the nice property of quickly converging to a constant value. We also consider deflation of approximate eigenvectors in conjunction with advanced inner-outer Krylov solvers for the fluid block equations. We demonstrate the benefit of these techniques by computing the coupled derivatives of an aeroelastic configuration of the ONERA-M6 fixed wing in transonic flow. For this exercise the fluid grid was coupled to a structural model specifically designed to exhibit a high flexibility. All computations are performed using RANS flow modeling and a fully linearized one-equation Spalart-Allmaras turbulence model. Numerical simulations show up to 39% reduction in matrix-vector products for GCRO-DR and up to 19% for the nested FGCRO-DR solver.Comment: 42 pages, 21 figure

Shanks sequence transformations and Anderson acceleration

This paper presents a general framework for Shanks transformations of sequences of elements in a vector space. It is shown that the Minimal Polynomial Extrapolation (MPE), the Modified Minimal Polynomial Extrapolation (MMPE), the Reduced Rank Extrapolation (RRE), the Vector Epsilon Algorithm (VEA), the Topological Epsilon Algorithm (TEA), and Anderson Acceleration (AA), which are standard general techniques designed for accelerating arbitrary sequences and/or solving nonlinear equations, all fall into this framework. Their properties and their connections with quasi-Newton and Broyden methods are studied. The paper then exploits this framework to compare these methods. In the linear case, it is known that AA and GMRES are \u2018essentially\u2019 equivalent in a certain sense while GMRES and RRE are mathematically equivalent. This paper discusses the connection between AA, the RRE, the MPE, and other methods in the nonlinear case