Enabling convergence of the iterated penalty Picard iteration with [formula omitted] penalty parameter for incompressible Navier–Stokes via Anderson acceleration

Abstract

This paper considers an enhancement of the classical iterated penalty Picard (IPP) method for the incompressible Navier–Stokes equations, where we restrict our attention to O(1) penalty parameter, and Anderson acceleration (AA) is used to significantly improve its convergence properties. After showing the fixed point operator associated with the IPP iteration is Lipschitz continuous and Lipschitz continuously (Frechet) differentiable, we apply a recently developed general theory for AA to conclude that IPP enhanced with AA improves its linear convergence rate by the gain factor associated with the underlying AA optimization problem. Results for several challenging numerical tests are given and show that IPP with penalty parameter 1 and enhanced with AA is a very effective solver.