Dissipative numerical schemes on Riemannian manifolds with applications to gradient flows
Numerical Analysis
2018-10-10 v3
Abstract
This paper concerns an extension of discrete gradient methods to finite-dimensional Riemannian manifolds termed discrete Riemannian gradients, and their application to dissipative ordinary differential equations. This includes Riemannian gradient flow systems which occur naturally in optimization problems. The Itoh--Abe discrete gradient is formulated and applied to gradient systems, yielding a derivative-free optimization algorithm. The algorithm is tested on two eigenvalue problems and two problems from manifold valued imaging: InSAR denoising and DTI denoising.
Cite
@article{arxiv.1804.08104,
title = {Dissipative numerical schemes on Riemannian manifolds with applications to gradient flows},
author = {Elena Celledoni and Sølve Eidnes and Brynjulf Owren and Torbjørn Ringholm},
journal= {arXiv preprint arXiv:1804.08104},
year = {2018}
}
Comments
Post-revision version. To appear in SIAM Journal on Scientific Computing