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The problem of deriving a gradient flow structure for the porous medium equation which is {\em thermodynamic}, in that it arises from the large deviations of some microscopic particle system, is studied. To this end, a rescaled zero-range…

Probability · Mathematics 2025-03-25 Benjamin Gess , Daniel Heydecker

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…

Numerical Analysis · Mathematics 2013-02-22 Qianying Hong , Ming-Jun Lai , Jingyue Wang

This paper investigates the application of mini-batch gradient descent to semiflows (gradient flows). Given a loss function (potential), we introduce a continuous version of mini-batch gradient descent by randomly selecting sub-loss…

Optimization and Control · Mathematics 2025-11-20 Alberto Domínguez Corella , Martín Hernández

Uncertainty propagation and filtering can be interpreted as gradient flows with respect to suitable metrics in the infinite dimensional manifold of probability density functions. Such a viewpoint has been put forth in recent literature, and…

Optimization and Control · Mathematics 2017-10-31 Abhishek Halder , Tryphon T. Georgiou

Understanding the intricate non-convex training dynamics of softmax-based models is crucial for explaining the empirical success of transformers. In this article, we analyze the gradient flow dynamics of the value-softmax model, defined as…

Machine Learning · Computer Science 2026-03-09 Aditya Varre , Mark Rofin , Nicolas Flammarion

The gradient flow is the evolution of fields and physical quantities along a dimensionful parameter~$t$, the flow time. We give a simple argument that relates this gradient flow and the Wilsonian renormalization group (RG) flow. We then…

High Energy Physics - Theory · Physics 2021-07-09 Hiroki Makino , Okuto Morikawa , Hiroshi Suzuki

Factorization-based gradient descent is a scalable and efficient algorithm for solving low-rank matrix completion. Recent progress in structured non-convex optimization has offered global convergence guarantees for gradient descent under…

Optimization and Control · Mathematics 2021-02-09 Trung Vu , Raviv Raich

We study gradient flow on the exponential loss for a classification problem with a one-layer softmax attention model, where the key and query weight matrices are trained separately. Under a separability assumption on the data, we show that…

Machine Learning · Computer Science 2024-03-14 Heejune Sheen , Siyu Chen , Tianhao Wang , Harrison H. Zhou

Despite the widespread use of gradient-based algorithms for optimizing high-dimensional non-convex functions, understanding their ability of finding good minima instead of being trapped in spurious ones remains to a large extent an open…

This paper provides a reinterpretation of the Drifting Model~\cite{deng2026generative} through a semigroup-consistent long-short flow-map factorization. We show that a global transport process can be decomposed into a long-horizon flow map…

Machine Learning · Computer Science 2026-02-25 Zhiqi Li , Bo Zhu

We consider a two-phase Darcy flow in a fractured porous medium consisting in a matrix flow coupled with a tangential flow in the fractures, described as a network of planar surfaces. This flow model is also coupled with the mechanical…

Numerical Analysis · Mathematics 2021-07-15 Francesco Bonaldi , Konstantin Brenner , Jérôme Droniou , Roland Masson

We study evolution equations on metric graphs with reservoirs, that is graphs where a one-dimensional interval is associated to each edge and, in addition, the vertices are able to store and exchange mass with these intervals. Focusing on…

Analysis of PDEs · Mathematics 2024-12-24 Georg Heinze , Jan-Frederik Pietschmann , André Schlichting

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

Stochastic gradient descent is an optimisation method that combines classical gradient descent with random subsampling within the target functional. In this work, we introduce the stochastic gradient process as a continuous-time…

Probability · Mathematics 2021-05-11 Jonas Latz

The ability to differentiate through optimization problems has unlocked numerous applications, from optimization-based layers in machine learning models to complex design problems formulated as bilevel programs. It has been shown that…

Optimization and Control · Mathematics 2024-03-05 Lucas Fuentes Valenzuela , Robin Brown , Marco Pavone

In the fields of control theory and machine learning, the dynamic low-rank approximation for large-scale matrices has received substantial attention. Considering large-scale semilinear stiff matrix differential equations, we propose…

Numerical Analysis · Mathematics 2025-10-14 Zi Wu , Yong-Liang Zhao , Xian-Ming Gu

Gradient descent, or negative gradient flow, is a standard technique in optimization to find minima of functions. Many implementations of gradient descent rely on discretized versions, i.e., moving in the gradient direction for a set step…

Differential Geometry · Mathematics 2024-07-01 Dara Gold , Steven Rosenberg

In this work, we investigate the use of data-driven equation discovery for dynamical systems to model and forecast continuous-time dynamics of unconstrained optimization problems. To avoid expensive evaluations of the objective function and…

Optimization and Control · Mathematics 2026-02-19 Grant Norman , Conor Rowan , Kurt Maute , Alireza Doostan

The gradient flow is a valuable tool for the lattice community, with applications from scale-setting to implementing chiral fermions. Here I focus on the gradient flow as a means to suppress power-divergent mixing. Power-divergent mixing…

High Energy Physics - Lattice · Physics 2015-12-02 Christopher Monahan

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

Optimization and Control · Mathematics 2024-08-27 Sihan Zeng , Thinh T. Doan , Justin Romberg