Related papers: Averaging for nonlinear systems evolving on Rieman…
We discuss a Lie algebraic and differential geometry construction of solutions to some multidimensional nonlinear integrable systems describing diagonal metrics on Riemannian manifolds, in particular those of zero and constant curvature.…
We consider a class of slow-fast processes on a connected complete Riemannian manifold $M$.The limiting dynamics as the scale separation goes to $\infty$ is governed by the averaging principle. Around this limit, we prove large deviation…
We study a continuous-time system that solves optimization problems over the set of orthonormal matrices, which is also known as the Stiefel manifold. The resulting optimization flow follows a path that is not always on the manifold but…
Continuous-time projected dynamical systems are an elementary class of discontinuous dynamical systems with trajectories that remain in a feasible domain by means of projecting outward-pointing vector fields. They are essential when…
This paper focuses on minimizing a smooth function combined with a nonsmooth regularization term on a compact Riemannian submanifold embedded in the Euclidean space under a decentralized setting. Typically, there are two types of approaches…
To study a noncompact Riemannian manifold, it is often useful to find a compactification. We discuss several common compactifications and survey some recent results.
In this paper, we consider a non-local approximation of the time-dependent Eikonal equation defined on a Riemannian manifold. We show that the local and the non-local problems are well-posed in the sense of viscosity solutions and we prove…
Optimization with orthogonality constraints frequently arises in various fields such as machine learning. Riemannian optimization offers a powerful framework for solving these problems by equipping the constraint set with a Riemannian…
The asymptotic behavior for fully coupled multiscale stochastic systems becomes much complicated when the fast processes do not locate in a compact space. An example is constructed to show that the averaged coefficients may become…
In this paper we study different notions of entropy for measure-preserving dynamical systems defined on noncompact spaces. We see that some classical results for compact spaces remain partially valid in this setting. We define a new kind of…
In this paper, we consider the problem of minimizing a smooth function on a Riemannian manifold and present a Riemannian gradient method with momentum. The proposed algorithm represents a substantial and nontrivial extension of a recently…
Analysis of the generalized Weierstrass-Enneper system includes the estimation of the degree of indeterminancy of the general analytic solution and the discussion of the boundary value problem. Several different procedures for constructing…
This paper is devoted to provide a theoretical underpinning for ensemble forecasting with rapid fluctuations in body forcing and in boundary conditions. Ensemble averaging principles are proved under suitable `mixing' conditions on random…
Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…
We introduce the convex bundle method to solve convex, non-smooth optimization problems on Riemannian manifolds of bounded sectional curvature. Each step of our method is based on a model that involves the convex hull of previously…
We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…
A variational formulation for accelerated optimization on normed vector spaces was recently introduced in Wibisono et al., and later generalized to the Riemannian manifold setting in Duruisseaux and Leok. This variational framework was…
We present the application of the variational-wavelet analysis to the quasiclassical calculations of the solutions of Wigner/von Neumann/Moyal and related equations corresponding to the nonlinear (polynomial) dynamical problems. (Naive)…
This work addresses the finite-time analysis of nonsmooth nonconvex stochastic optimization under Riemannian manifold constraints. We adapt the notion of Goldstein stationarity to the Riemannian setting as a performance metric for nonsmooth…
In this paper, we develop a novel argument, the non-autonomous approximation method, to seek the asymptotic limits of the fully coupled multi-scale McKean-Vlasov stochastic systems with irregular coefficients, which, as summarized in…