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We develop and analyze numerical discretization to the constrained high-index saddle dynamics, the dynamics searching for the high-index saddle points confined on the high-dimensional unit sphere. Compared with the saddle dynamics without…

Numerical Analysis · Mathematics 2022-06-22 Lei Zhang , Pingwen Zhang , Xiangcheng Zheng

Saddle dynamics is a time continuous dynamics to efficiently compute the any-index saddle points and construct the solution landscape. In practice, the saddle dynamics needs to be discretized for numerical computations, while the…

Numerical Analysis · Mathematics 2022-09-01 Yue Luo , Xiangcheng Zheng , Xiangle Cheng , Lei Zhang

We prove error estimates for the semi-implicit numerical scheme of sphere-constrained high-index saddle dynamics, which serves as a powerful instrument in finding saddle points and constructing the solution landscapes of constrained systems…

Numerical Analysis · Mathematics 2023-07-04 Lei Zhang , Pingwen Zhang , Xiangcheng Zheng

We analyze the semi-implicit scheme of high-index saddle dynamics, which provides a powerful numerical method for finding the any-index saddle points and constructing the solution landscape. Compared with the explicit schemes of saddle…

Numerical Analysis · Mathematics 2023-10-10 Yue Luo , Lei Zhang , Pingwen Zhang , Zhiyi Zhang , Xiangcheng Zheng

We present a mathematical and numerical investigation to the shrinkingdimer saddle dynamics for finding any-index saddle points in the solution landscape. Due to the dimer approximation of Hessian in saddle dynamics, the local Lipschitz…

Numerical Analysis · Mathematics 2022-07-21 Lei Zhang , Pingwen Zhang , Xiangcheng Zheng

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…

Optimization and Control · Mathematics 2016-02-23 Jesper Karlsson , Stig Larsson , Mattias Sandberg , Anders Szepessy , Raùl Tempone

High-index saddle dynamics (HiSD) serves as a competitive instrument in searching the any-index saddle points and constructing the solution landscape of complex systems. The Lagrangian multiplier terms in HiSD ensure the Stiefel manifold…

Numerical Analysis · Mathematics 2024-02-20 Lei Zhang , Pingwen Zhang , Xiangcheng Zheng

This work presents a numerical analysis of computing transition states of semilinear elliptic partial differential equations (PDEs) via the index-1 saddle dynamics, or equivalently, the gentlest ascent dynamics. To establish clear…

Numerical Analysis · Mathematics 2025-11-25 Lei Zhang , Xiangcheng Zheng , Shangqin Zhu

This article is concerned with the discretisation of the Stokes equations on time-dependent domains in an Eulerian coordinate framework. Our work can be seen as an extension of a recent paper by Lehrenfeld & Olshanskii [ESAIM: M2AN,…

Numerical Analysis · Mathematics 2020-12-02 Erik Burman , Stefan Frei , Andre Massing

We analyze the behavior of the Euler method for delay differential equations under nonstandard assumptions on the right-hand-side function f, when evaluations of f are corrupted by informational noise. We provide theoretical upper bounds on…

Numerical Analysis · Mathematics 2026-04-02 Paweł Przybyłowicz , Martyna Wiącek

The high-index saddle dynamics (HiSD) method [J. Yin, L. Zhang, and P. Zhang, {\it SIAM J. Sci. Comput., }41 (2019), pp.A3576-A3595] serves as an efficient tool for computing index-$k$ saddle points and constructing solution landscapes.…

Numerical Analysis · Mathematics 2023-11-27 Yue Luo , Xiangcheng Zheng , Lei Zhang

The Euler scheme is up to date the most important numerical method for ordinary differential inclusions, because the use of the available higher-order methods is prohibited by their enormous complexity after spatial discretization.…

Numerical Analysis · Mathematics 2013-08-19 Janosch Rieger

High-index saddle dynamics (HiSD) is an effective approach for computing saddle points of a prescribed Morse index and constructing solution landscapes for complex nonlinear systems. However, for problems with ill-conditioned Hessians…

Numerical Analysis · Mathematics 2026-05-25 Bingzhang Huang , Hua Su , Lei Zhang , Jin Zhao

This paper presents a rigorous numerical framework for computing multiple solutions of semilinear elliptic problems by spatiotemporal high-index saddle dynamics (HiSD), which extends the traditional HiSD to the continuous-in-space setting,…

Numerical Analysis · Mathematics 2026-01-14 Lei Zhang , Xiangcheng Zheng , Shangqin Zhu

ODE solvers with randomly sampled timestep sizes appear in the context of chaotic dynamical systems, differential equations with low regularity, and, implicitly, in stochastic optimisation. In this work, we propose and study the stochastic…

Numerical Analysis · Mathematics 2024-08-05 Jonas Latz

The high-index saddle dynamics (HiSD) method provides a powerful framework for finding saddle points and constructing solution landscapes. While originally derived for nondegenerate critical points, HiSD has demonstrated empirical success…

Numerical Analysis · Mathematics 2026-02-03 Tao Luo , Jianyuan Yin , Lei Zhang , Shixue Zhang

The high-index saddle dynamics (HiSD) method is a powerful approach for computing saddle points and solution landscape. However, its practical applicability is constrained by the need for the explicit energy function expression. To overcome…

Machine Learning · Computer Science 2024-11-26 Yuankai Liu , Lei Zhang , Jin Zhao

Viewing optimization methods as numerical integrators for ordinary differential equations (ODEs) provides a thought-provoking modern framework for studying accelerated first-order optimizers. In this literature, acceleration is often…

Optimization and Control · Mathematics 2021-02-24 Peiyuan Zhang , Antonio Orvieto , Hadi Daneshmand , Thomas Hofmann , Roy Smith

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 proof of optimal-order error estimates is given for the full discretization of the Cahn--Hilliard equation with Cahn--Hilliard-type dynamic boundary conditions in a smooth domain. The numerical method combines a linear bulk--surface…

Numerical Analysis · Mathematics 2025-01-15 Nils Bullerjahn , Balázs Kovács
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