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For the past few years, scalar auxiliary variable (SAV) and SAV-type approaches became very hot and efficient methods to simulate various gradient flows. Inspired by the new SAV approach in \cite{huang2020highly}, we propose a novel…

Numerical Analysis · Mathematics 2022-04-14 Zhengguang Liu , Xiaoli Li

Two primary scalar auxiliary variable (SAV) approaches are widely applied for simulating gradient flow systems, i.e., the nonlinear energy-based approach and the Lagrange multiplier approach. The former guarantees unconditional energy…

Numerical Analysis · Mathematics 2024-11-27 Qiong-Ao Huang , Wei Jiang , Jerry Zhijian Yang , Cheng Yuan

We propose a new numerical technique to deal with nonlinear terms in gradient flows. By introducing a scalar auxiliary variable (SAV), we construct efficient and robust energy stable schemes for a large class of gradient flows. The SAV…

Numerical Analysis · Mathematics 2017-10-05 Jie Shen , Jie Xu , Jiang Yang

The scalar auxiliary variable (SAV) approach is a highly efficient method widely used for solving gradient flow systems. This approach offers several advantages, including linearity, unconditional energy stability, and ease of…

Numerical Analysis · Mathematics 2024-07-26 Jinpeng Zhang , Xiaoping Wang

In recent years, the scalar auxiliary variable (SAV) approach has become very popular and hot in the design of linear, high-order and unconditional energy stable schemes of gradient flow models. However, the nature of SAV-based numerical…

Numerical Analysis · Mathematics 2023-04-25 Zhengguang Liu , Yanrong Zhang , Xiaoli Li

Optimizing the learning rate remains a critical challenge in machine learning, essential for achieving model stability and efficient convergence. The Vector Auxiliary Variable (VAV) algorithm introduces a novel energy-based self-adjustable…

Machine Learning · Computer Science 2024-11-12 Jiahao Zhang , Christian Moya , Guang Lin

We present a novel optimization algorithm, element-wise relaxed scalar auxiliary variable (E-RSAV), that satisfies an unconditional energy dissipation law and exhibits improved alignment between the modified and the original energy. Our…

Optimization and Control · Mathematics 2023-09-11 Shiheng Zhang , Jiahao Zhang , Jie Shen , Guang Lin

We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Optimization and Control · Mathematics 2022-03-24 Hailiang Liu , Xuping Tian

The scalar auxiliary variable (SAV) approach \cite{shen2018scalar} and its generalized version GSAV proposed in \cite{huang2020highly} are very popular methods to construct efficient and accurate energy stable schemes for nonlinear…

Numerical Analysis · Mathematics 2022-06-08 Yanrong Zhang , Jie Shen

In this paper, we present a novel investigation of the so-called SAV approach, which is a framework to construct linearly implicit geometric numerical integrators for partial differential equations with variational structure. SAV approach…

Numerical Analysis · Mathematics 2021-05-11 Tomoya Kemmochi , Shun Sato

For a class of fourth order gradient flow problems, integration of the scalar auxiliary variable (SAV) time discretization with the penalty-free discontinuous Galerkin (DG) spatial discretization leads to SAV-DG schemes. These schemes are…

Numerical Analysis · Mathematics 2020-08-28 Hailiang Liu , Peimeng Yin

Scalar auxiliary variable (SAV) methods are a class of linear schemes for solving gradient flows that are known for the stability of a `modified' energy. In this paper, we propose an improved SAV (iSAV) scheme that not only retains the…

Numerical Analysis · Mathematics 2024-05-14 RUi Chen , Tingfeng Wang , Xiaofei Zhao

The scalar auxiliary variable (SAV) approach is a very popular and efficient method to simulate various phase field models. To save the computational cost, a new SAV approach is given by introducing a new variable $\theta$. The new SAV…

Numerical Analysis · Mathematics 2021-10-04 Zhengguang Liu , Xiaoli Li

This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…

Optimization and Control · Mathematics 2025-05-13 Naum Dimitrieski , Jing Cao , Christian Ebenbauer

The scalar auxiliary variable (SAV) approach of Shen et al. (2018), which presents a novel way to discretize a large class of gradient flows, has been extended and improved by many authors for general dissipative systems. In this work we…

Numerical Analysis · Mathematics 2025-01-16 Kei Fong Lam , Ru Wang

The scalar auxiliary variable (SAV)-type methods are very popular techniques for solving various nonlinear dissipative systems. Compared to the semi-implicit method, the baseline SAV method can keep a modified energy dissipation law but…

Numerical Analysis · Mathematics 2023-10-16 Zhengguang Liu , Yanrong Zhang , Xiaoli Li

We introduce a novel and efficient algorithm called the stochastic approximate gradient descent (SAGD), as an alternative to the stochastic gradient descent for cases where unbiased stochastic gradients cannot be trivially obtained.…

Machine Learning · Computer Science 2020-02-14 Yixuan Qiu , Xiao Wang

We propose AEGD, a new algorithm for first-order gradient-based optimization of non-convex objective functions, based on a dynamically updated energy variable. The method is shown to be unconditionally energy stable, irrespective of the…

Optimization and Control · Mathematics 2021-10-04 Hailiang Liu , Xuping Tian

The scalar auxiliary variable (SAV) method was introduced by Shen et al. and has been broadly used to solve thermodynamically consistent PDE problems. By utilizing scalar auxiliary variables, the original PDE problems are reformulated into…

Numerical Analysis · Mathematics 2022-03-02 Maosheng Jiang , Zengyan Zhang , Jia Zhao

This paper introduces a novel optimization algorithm designed for nonlinear least-squares problems. The method is derived by preconditioning the gradient descent direction using the Singular Value Decomposition (SVD) of the Jacobian. This…

Numerical Analysis · Mathematics 2026-02-11 Zhipeng Chang , Wenrui Hao , Nian Liu
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