English

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.

Keywords

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