Related papers: Dissipative numerical schemes on Riemannian manifo…
We perform numerical analysis of a nonlinear gradient flow, which can be regarded as a parabolic minimal surface problem or a regularised total variation flow, using the gradient discretisation method (GDM). GDM is a unified convergence…
Variational regularization techniques are dominant in the field of mathematical imaging. A drawback of these techniques is that they are dependent on a number of parameters which have to be set by the user. A by now common strategy to…
In this paper we develop adaptive numerical schemes for certain nonlinear variational problems. The discretization of the variational problems is done by representing the solution as a suitable frame decomposition, i.e., a complete, stable,…
We are interested in numerical schemes for the simulation of large scale gas networks. Typical models are based on the isentropic Euler equations with realistic gas constant. The numerical scheme is based on transformation of conservative…
This work proposes a hyper-reduction method for nonlinear parametric dynamical systems characterized by gradient fields such as Hamiltonian systems and gradient flows. The gradient structure is associated with conservation of invariants or…
The scarcity of labeled data is a long-standing challenge for many machine learning tasks. We propose our gradient flow method to leverage the existing dataset (i.e., source) to generate new samples that are close to the dataset of interest…
The conjugate gradient method is a crucial first-order optimization method that generally converges faster than the steepest descent method, and its computational cost is much lower than that of second-order methods. However, while various…
Invariant discretization schemes are derived for the one- and two-dimensional shallow-water equations with periodic boundary conditions. While originally designed for constructing invariant finite difference schemes, we extend the usage of…
We study the properties of stochastic approximation applied to a tame nondifferentiable function subject to constraints defined by a Riemannian manifold. The objective landscape of tame functions, arising in o-minimal topology extended to a…
This chapter describes how gradient flows and nonlinear power methods in Banach spaces can be used to solve nonlinear eigenvector-dependent eigenvalue problems, and how convergence of (discretized) approximations can be verified. We review…
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…
Nonlinear dimensionality reduction methods provide a valuable means to visualize and interpret high-dimensional data. However, many popular methods can fail dramatically, even on simple two-dimensional manifolds, due to problems such as…
A broad class of nonlinear acoustic wave models possess a Hamiltonian structure in their dissipation-free limit and a gradient flow structure for their dissipative dynamics. This structure may be exploited to design numerical methods which…
We propose a quasi-Grassmannian gradient flow model for eigenvalue problems of linear operators, aiming to efficiently address many eigenpairs. Our model inherently ensures asymptotic orthogonality: without the need for initial…
We present a convergence analysis of a finite difference scheme for the time dependent partial different equation called gradient flow associated with the Rudin-Osher-Fatemi model. We devise an iterative algorithm to compute the solution of…
The minimax optimization over Riemannian manifolds (possibly nonconvex constraints) has been actively applied to solve many problems, such as robust dimensionality reduction and deep neural networks with orthogonal weights (Stiefel…
Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…
We propose an extremely versatile approach to address a large family of matrix nearness problems, possibly with additional linear constraints. Our method is based on splitting a matrix nearness problem into two nested optimization problems,…
We propose a mathematically principled PDE gradient flow framework for distributionally robust optimization (DRO). Exploiting the recent advances in the intersection of Markov Chain Monte Carlo sampling and gradient flow theory, we show…
This paper is devoted to the numerical solution of constrained energy minimization problems arising in computational physics and chemistry such as the Gross-Pitaevskii and Kohn-Sham models. In particular, we introduce the Riemannian Newton…