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A polynomially accelerated fixed-point iteration for vector problems

Numerical Analysis 2026-01-06 v2 Numerical Analysis

Abstract

Fixed-point solvers are ubiquitous in nonlinear PDEs, yet their progress collapses whenever the Jacobian at the solution carries an eigenvalue arbitrarily close to one. We ask whether such stagnation can be removed without storing long histories or solving dense least squares. Under two assumptions -- (A1) the linearised error ene_n is dominated by a multiplier mm with m<1|m|<1 and (A2) residuals shrink monotonically -- we construct a quadratic blend of three iterates whose error polynomial has a double root at mm. This three-point polynomial accelerator (TPA) cancels the stubborn mode up to o(en)o(\|e_n\|), reduces to Aitken's Δ2\Delta^2 process in one dimension, and matches a doubly blended Anderson step with depth m=2m=2 when the regularisation vanishes, yet it keeps the Picard memory footprint. The only extra ingredient is a residual-based estimate of w=(1m)1w=(1-m)^{-1} obtained from a closed-form regularised least-squares fit that remains stable even when two residuals nearly coincide. Numerical experiments on linear systems with clustered spectra, a 320320-dimensional nonlinear tanh\tanh fixed point, and a 50×5050\times 50 Poisson discretisation show that TPA reaches the 10810^{-8} residual tolerance in 3232, 3636, and 244244 map evaluations (respectively). In the same settings SOR requires 663663 steps and Anderson acceleration with depth m=5m=5 consumes 5252, 3838, and 955955 evaluations. TPA therefore supplies a parameter-free, constant-memory drop-in accelerator whenever a single contraction factor throttles convergence.

Keywords

Cite

@article{arxiv.2511.09012,
  title  = {A polynomially accelerated fixed-point iteration for vector problems},
  author = {Francesco Alemanno},
  journal= {arXiv preprint arXiv:2511.09012},
  year   = {2026}
}

Comments

keywords: fixed-point iteration; acceleration methods; three-point polynomial accelerator; Anderson acceleration; polynomial extrapolation

R2 v1 2026-07-01T07:33:26.453Z