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We develop the mathematical foundations of the stochastic modified equations (SME) framework for analyzing the dynamics of stochastic gradient algorithms, where the latter is approximated by a class of stochastic differential equations with…

Machine Learning · Computer Science 2018-11-06 Qianxiao Li , Cheng Tai , Weinan E

In order to minimize a differentiable geodesically convex function, we study a second-order dynamical system on Riemannian manifolds with an asymptotically vanishing damping term of the form $\alpha/t$. For positive values of $\alpha$,…

Optimization and Control · Mathematics 2023-12-12 Tejas Natu , Camille Castera , Jalal Fadili , Peter Ochs

We study the connections between ordinary differential equations and optimization algorithms in a non-Euclidean setting. We propose a novel accelerated algorithm for minimising convex functions over a convex constrained set. This algorithm…

Optimization and Control · Mathematics 2026-03-30 Paul Dobson , Jesus María Sanz-Serna , Konstantinos C. Zygalakis

In this paper, we propose a novel approximation strategy for time-dependent hyperbolic systems of conservation laws for the Euler system of gas dynamics that aims to represent the dynamics of strong interacting discontinuities. The goal of…

Numerical Analysis · Mathematics 2023-01-16 Paola Bacigaluppi , Rémi Abgrall , Svetlana Tokareva

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

We develop a class of C1-continuous time integration methods that are applicable to conservative problems in elastodynamics. These methods are based on Hamilton's law of varying action. From the action of the continuous system we derive a…

Numerical Analysis · Mathematics 2016-04-18 Janine C. Mergel , Roger A. Sauer , Sina Ober-Blöbaum

Discontinuous Galerkin methods are developed for solving the Vlasov-Maxwell system, methods that are designed to be systematically as accurate as one wants with provable conservation of mass and possibly total energy. Such properties in…

Numerical Analysis · Mathematics 2013-10-24 Yingda Cheng , Irene M. Gamba , Fengyan Li , Philip J. Morrison

The iterative nature of many discretisation methods for continuous dynamical systems has led to the study of the connections between iterative numerical methods in numerical linear algebra and continuous dynamical systems. Certain…

Numerical Analysis · Mathematics 2018-06-28 Yuto Miyatake , Tomohiro Sogabe , Shao-Liang Zhang

There has been an increasing interest in modeling continuous-time dynamics of temporal graph data. Previous methods encode time-evolving relational information into a low-dimensional representation by specifying discrete layers of neural…

Machine Learning · Computer Science 2022-06-01 Jin Guo , Zhen Han , Zhou Su , Jiliang Li , Volker Tresp , Yuyi Wang

We study the advantages of accelerated gradient methods, specifically based on the Frank-Wolfe method and projected gradient descent, for privacy and heavy-tailed robustness. Our approaches are as follows: For the Frank-Wolfe method, our…

Statistics Theory · Mathematics 2025-06-04 Laurentiu Andrei Marchis , Po-Ling Loh

In this paper, we study an explicit Tikhonov-regularized inertial gradient algorithm for smooth convex minimization with Lipschitz continuous gradient. The method is derived via an explicit time discretization of a damped inertial system…

Optimization and Control · Mathematics 2026-02-02 Samir Adly , Vinh Thanh Ho , Huu Nhan Nguyen

Continual learning, the ability of a model to adapt to an ongoing sequence of tasks without forgetting earlier ones, is a central goal of artificial intelligence. To better understand its underlying mechanisms, we study the limitations of…

Machine Learning · Statistics 2026-04-21 Hossein Taheri , Avishek Ghosh , Arya Mazumdar

In this work we present new second order semi-discrete central schemes for systems of hyperbolic conservation laws on curvilinear grids. Our methods generalise the two-dimensional central-upwind schemes developed by Kurganov and Tadmor. In…

Computational Physics · Physics 2015-03-18 Tobias F. Illenseer , Wolfgang J. Duschl

We consider a discrete-time model of continuous-time distributed optimization over dynamic directed-graphs (digraphs) with applications to distributed learning. Our optimization algorithm works over general strongly connected dynamic…

Optimization and Control · Mathematics 2024-03-27 Mohammadreza Doostmohammadian , Wei Jiang , Muwahida Liaquat , Alireza Aghasi , Houman Zarrabi

In this paper we present a new high order semi-implicit DG scheme on two-dimensional staggered triangular meshes applied to different nonlinear systems of hyperbolic conservation laws such as advection-diffusion models, incompressible…

Numerical Analysis · Mathematics 2024-02-13 M. Tavelli , W. Boscheri

This paper investigates the point convergence of accelerated gradient methods for multiobjective optimization, in both continuous and discrete settings. We address the open problems of whether the solution trajectory of the multiobjective…

Optimization and Control · Mathematics 2025-11-14 Yingdong Yin

Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…

Optimization and Control · Mathematics 2026-04-10 Qing Xu , Yiwei Liao , Wenqi Fan , Xingxing You , Songyi Dian

In this paper, we propose a high order semi-implicit well-balanced finite difference scheme for all Mach Euler equations with a gravitational source term. To obtain the asymptotic preserving property, we start from the conservative form of…

Numerical Analysis · Mathematics 2022-12-01 Guanlan Huang , Yulong Xing , Tao Xiong

In this work, the authors introduce a generalized weak Galerkin (gWG) finite element method for the time-dependent Oseen equation. The generalized weak Galerkin method is based on a new framework for approximating the gradient operator.…

Numerical Analysis · Mathematics 2022-09-14 Wenya Qi , Padmanabhan Seshaiyer , Junping Wang

This work proposes an accelerated primal-dual dynamical system for affine constrained convex optimization and presents a class of primal-dual methods with nonergodic convergence rates. In continuous level, exponential decay of a novel…

Optimization and Control · Mathematics 2022-04-12 Hao Luo
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