Two-Level Sketching Alternating Anderson acceleration for Complex Physics Applications

TL;DR

This paper introduces a two-level sketching extension of the Anderson acceleration method, significantly improving convergence speed and efficiency for complex physics simulations.

Contribution

It combines physics-based projection with algebraic sketching, enabling faster fixed-point iteration convergence in multi-physics PDE problems.

Findings

Achieves up to 50% reduction in time-to-solution.

Maintains convergence rates while reducing computational costs.

Demonstrates robustness and scalability across various benchmark problems.

Abstract

We present a novel two-level sketching extension of the Alternating Anderson-Picard (AAP) method for accelerating fixed-point iterations in challenging single- and multi-physics simulations governed by discretized partial differential equations. Our approach combines a static, physics-based projection that reduces the least-squares problem to the most informative field (e.g., via Schur-complement insight) with a dynamic, algebraic sketching stage driven by a backward stability analysis under Lipschitz continuity. We introduce inexpensive estimators for stability thresholds and cache-aware randomized selection strategies to balance computational cost against memory-access overhead. The resulting algorithm solves reduced least-squares systems in place, minimizes memory footprints, and seamlessly alternates between low-cost Picard updates and Anderson mixing. Implemented in Julia, our two-level sketching AAP achieves up to 50% time-to-solution reductions compared to standard Anderson acceleration-without degrading convergence rates-on benchmark problems including Stokes, p-Laplacian, Bidomain, and Navier-Stokes formulations at varying problem sizes. These results demonstrate the method's robustness, scalability, and potential for integration into high-performance scientific computing frameworks. Our implementation is available open-source in the AAP.jl library.