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An appealing property of the natural gradient is that it is invariant to arbitrary differentiable reparameterizations of the model. However, this invariance property requires infinitesimal steps and is lost in practical implementations with…

Machine Learning · Computer Science 2018-06-11 Yang Song , Jiaming Song , Stefano Ermon

This chapter provides an introduction to Hybrid High-Order (HHO) methods. These are new generation numerical methods for PDEs with several advantageous features: the support of arbitrary approximation orders on general polyhedral meshes,…

Numerical Analysis · Mathematics 2017-04-21 Daniele A. Di Pietro , Roberta Tittarelli

Hamiltonian systems are known to conserve the Hamiltonian function, which describes the energy evolution over time. Obtaining a numerical spatio-temporal scheme that accurately preserves the discretized Hamiltonian function is often a…

Numerical Analysis · Mathematics 2023-10-10 Anand Srinivasan , Jose E. Castillo

This paper is devoted to discrete mechanical systems subject to external forces. We introduce a discrete version of systems with Rayleigh-type forces, obtain the equations of motion and characterize the equivalence for these systems.…

Mathematical Physics · Physics 2022-05-03 Manuel de León , Manuel Lainz , Asier López-Gordón

We introduce a family of proximal discontinuous Galerkin methods for variational inequalities, focusing on the obstacle problem as a didactic example. Each member of this family is born from applying a different well-known nonconforming…

Numerical Analysis · Mathematics 2026-04-23 Alexandre Ern , Brendan Keith , Dohyun Kim , Rami Masri , Beatrice Riviere

Neural networks are discrete entities: subdivided into discrete layers and parametrized by weights which are iteratively optimized via difference equations. Recent work proposes networks with layer outputs which are no longer quantized but…

Neural and Evolutionary Computing · Computer Science 2019-09-09 Stefano Massaroli , Michael Poli , Federico Califano , Angela Faragasso , Jinkyoo Park , Atsushi Yamashita , Hajime Asama

We present a Lohner-type algorithm for rigorous integration of systems of Delay Differential Equations (DDEs) with multiple delays and its application in computation of Poincar\'e maps to study the dynamics of some bounded, eternal…

Dynamical Systems · Mathematics 2024-07-26 Robert Szczelina , Piotr Zgliczyński

We introduce and analyze a family of heterogeneous multiscale methods for the numerical integration of highly oscillatory systems of delay differential equations with constant delays. The methodology suggested provides algorithms of…

Numerical Analysis · Mathematics 2018-12-03 M. P. Calvo , J. M. Sanz-Serna , Beibei Zhu

The energy preserving discrete gradient methods are generalized to finite-dimensional Riemannian manifolds by definition of a discrete approximation to the Riemannian gradient, a retraction, and a coordinate center function. The resulting…

Numerical Analysis · Mathematics 2018-05-22 Elena Celledoni , Sølve Eidnes , Brynjulf Owren , Torbjørn Ringholm

An efficient approximate version of implicit Taylor methods for initial-value problems of systems of ordinary differential equations (ODEs) is introduced. The approach, based on an approximate formulation of Taylor methods, produces a…

Numerical Analysis · Mathematics 2024-02-05 Antonio Baeza , Raimund Bürger , María del Carmen Martí , Pep Mulet , David Zorío

In this paper, we consider the use of discrete gradients for differential-algebraic equations (DAEs) with a conservation/dissipation law. As one of the most popular numerical methods for conservative/dissipative ordinary differential…

Numerical Analysis · Mathematics 2018-05-15 Shun Sato

First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…

Machine Learning · Computer Science 2019-10-01 André Belotto da Silva , Maxime Gazeau

A new method for finding first integrals of discrete equations is presented. It can be used for discrete equations which do not possess a variational (Lagrangian or Hamiltonian) formulation. The method is based on a newly established…

Exactly Solvable and Integrable Systems · Physics 2013-11-08 V. Dorodnitsyn , E. Kaptsov , R. Kozlov , P. Winternitz

In this paper, we investigate vector fields on polyhedral complexes and their associated trajectories. We study vector fields which are analogue of the gradient vector field of a function in the smooth case. Our goal is to define a nice…

Algebraic Topology · Mathematics 2021-09-09 Takeo Nishinou

At present, deep learning based methods are being employed to resolve the computational challenges of high-dimensional partial differential equations (PDEs). But the computation of the high order derivatives of neural networks is costly,…

Numerical Analysis · Mathematics 2021-03-17 Quanhui Zhu , Jiang Yang

Scientific studies often require the precise calculation of derivatives. In many cases an analytical calculation is not feasible and one resorts to evaluating derivatives numerically. These are error-prone, especially for higher-order…

High Energy Physics - Phenomenology · Physics 2010-05-28 Mathias Wagner , Andrea Walther , Bernd-Jochen Schaefer

A general procedure for constructing conservative numerical integrators for time dependent partial differential equations is presented. In particular, linearly implicit methods preserving a time discretised version of the invariant is…

Numerical Analysis · Mathematics 2011-05-05 Morten Dahlby , Brynjulf Owren

The need to smoothly cover a computational domain of interest generically requires the adoption of several grids. To solve the problem of interest under this grid-structure one must ensure the suitable transfer of information among the…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Luis Lehner , Oscar Reula , Manuel Tiglio

We consider solving a generalized Allen-Cahn equation coupled with a passive convection for a given incompressible velocity field. The numerical scheme consists of the first order accurate stabilized implicit explicit time discretization…

Numerical Analysis · Mathematics 2021-04-27 Jie Shen , Xiangxiong Zhang

Accelerated gradient methods have had significant impact in machine learning -- in particular the theoretical side of machine learning -- due to their ability to achieve oracle lower bounds. But their heuristic construction has hindered…

Computation · Statistics 2018-02-16 Michael Betancourt , Michael I. Jordan , Ashia C. Wilson