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Gradient descent is slow to converge for ill-conditioned problems and non-convex problems. An important technique for acceleration is step-size adaptation. The first part of this paper contains a detailed review of step-size adaptation…

Machine Learning · Computer Science 2022-05-27 Hengshuai Yao

Iterative methods based on tensors have emerged as powerful tools for solving tensor equations, and have significantly advanced across multiple disciplines. In this study, we propose two-step tensor-based iterative methods to solve the…

Numerical Analysis · Mathematics 2025-02-07 Ratikanta Behera , Saroja Kumar Panda , Jajati Keshari Sahoo

We consider entropically regularized, semi-discrete versions of variational problems on the set of probability measures involving optimal transport as well as other terms. We prove that the solutions can be characterized by well-posed…

Optimization and Control · Mathematics 2026-04-07 Adrien Cances , Luca Nenna , Daniyar Omarov , Brendan Pass

We develop new adaptive algorithms for temporal integration of nonlinear evolution equations on tensor manifolds. These algorithms, which we call step-truncation methods, are based on performing one time step with a conventional…

Numerical Analysis · Mathematics 2022-03-09 Abram Rodgers , Alec Dektor , Daniele Venturi

A subroutine for very-high-precision numerical solution of a class of ordinary differential equations is provided. For given evaluation point and equation parameters the memory requirement scales linearly with precision $P$, and the number…

Mathematical Physics · Physics 2015-06-05 Amna Noreen , Kåre Olaussen

First-order methods for minimization and saddle point (min-max) problems are widely used for solving large-scale problems, in particular arising in machine learning. The majority of works obtain favorable complexity guarantees of such…

Optimal prediction (OP) methods compensate for a lack of resolution in the numerical solution of complex problems through the use of an invariant measure as a prior measure in the Bayesian sense. In first-order OP, unresolved information is…

Numerical Analysis · Mathematics 2025-10-20 John Bell , Alexandre J. Chorin , William Crutchfield

Finding accurate solutions to partial differential equations (PDEs) is a crucial task in all scientific and engineering disciplines. It has recently been shown that machine learning methods can improve the solution accuracy by correcting…

Computational Physics · Physics 2021-01-06 Kiwon Um , Robert Brand , Yun , Fei , Philipp Holl , Nils Thuerey

We present a priori error estimates for a multirate time-stepping scheme for coupled differential equations. The discretization is based on Galerkin methods in time using two different time meshes for two parts of the problem. We aim at…

Numerical Analysis · Mathematics 2023-10-05 Martyną Soszynska , Thomas Richter

We provide a comprehensive survey of splitting and composition methods for the numerical integration of ordinary differential equations (ODEs). Splitting methods constitute an appropriate choice when the vector field associated with the ODE…

Numerical Analysis · Mathematics 2009-04-11 Sergio Blanes , Fernando Casas , Ander Murua

Differential Equations are among the most important Mathematical tools used in creating models in the science, engineering, economics, mathematics, physics, aeronautics, astronomy, dynamics, biology, chemistry, medicine, environmental…

History and Overview · Mathematics 2020-12-15 Byakatonda Denis

State-of-the-art object pose estimation handles multiple instances in a test image by using multi-model formulations: detection as a first stage and then separately trained networks per object for 2D-3D geometric correspondence prediction…

Computer Vision and Pattern Recognition · Computer Science 2022-08-23 Stefan Thalhammer , Timothy Patten , Markus Vincze

Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerated versions. What are…

Machine Learning · Statistics 2020-03-04 Michael Celentano , Andrea Montanari , Yuchen Wu

Data-driven modeling of dynamical systems is a crucial area of machine learning. In many scenarios, a thorough understanding of the model's behavior becomes essential for practical applications. For instance, understanding the behavior of a…

Machine Learning · Computer Science 2025-04-14 Krzysztof Kacprzyk , Mihaela van der Schaar

We propose a novel second-order ODE as the continuous-time limit of a Riemannian accelerated gradient-based method on a manifold with curvature bounded from below. This ODE can be seen as a generalization of the ODE derived for Euclidean…

Optimization and Control · Mathematics 2020-03-10 Foivos Alimisis , Antonio Orvieto , Gary Bécigneul , Aurelien Lucchi

We solve the local equivalence problem for second order (smooth or analytic) ordinary differential equations. We do so by presenting a {\em complete convergent normal form} for this class of ODEs. The normal form is optimal in the sense…

Dynamical Systems · Mathematics 2020-08-26 Ilya Kossovskiy , Dmitri Zaitsev

First-order operator splitting methods are ubiquitous among many fields through science and engineering, such as inverse problems, signal/image processing, statistics, data science and machine learning, to name a few. In this paper, we…

Optimization and Control · Mathematics 2020-09-10 Clarice Poon , Jingwei Liang

In this set of papers we formulate a stand alone method to derive maximal number of linearizing transformations for nonlinear ordinary differential equations (ODEs) of any order including coupled ones from a knowledge of fewer number of…

Exactly Solvable and Integrable Systems · Physics 2012-01-26 V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

In this article, we investigate the potential of multilevel approaches to accelerate the training of transformer architectures. Using an ordinary differential equation (ODE) interpretation of these architectures, we propose an appropriate…

Machine Learning · Computer Science 2025-04-29 Guillaume Lauga , Maël Chaumette , Edgar Desainte-Maréville , Étienne Lasalle , Arthur Lebeurrier

In this paper, it is shown that the solutions of general differentiable constrained optimization problems can be viewed as asymptotic solutions to sets of Ordinary Differential Equations (ODEs). The construction of the ODE associated to the…

Systems and Control · Computer Science 2015-01-19 Mazen Alamir