相关论文: B-stability of numerical integrators on Riemannian…
We derive nonlinear stability results for numerical integrators on Riemannian manifolds, by imposing conditions on the ODE vector field and the step size that makes the numerical solution non-expansive whenever the exact solution is…
In many applications, one encounters signals that lie on manifolds rather than a Euclidean space. In particular, covariance matrices are examples of ubiquitous mathematical objects that have a non Euclidean structure. The application of…
We propose a geometric integrator to numerically approximate the flow of Lie systems. The key is a novel procedure that integrates the Lie system on a Lie group intrinsically associated with a Lie system on a general manifold via a Lie…
In this paper, we introduce the notion of generalized $\epsilon$-stationarity for a class of nonconvex and nonsmooth composite minimization problems on compact Riemannian submanifold embedded in Euclidean space. To find a generalized…
This paper is concerned with the numerical approximation of stochastic ordinary differential equations, which satisfy a global monotonicity condition. This condition includes several equations with super-linearly growing drift and diffusion…
We develop a geometric framework for the numerical integration of mechanical systems evolving on manifolds. After briefly reviewing classical numerical methods and highlighting their limitations and shortcomings in non-flat (non-Euclidean)…
We present a general framework for constructing structure-preserving numerical integrators for nonholonomically constrained mechanical systems evolving on Lie groups using retraction maps. Retraction maps generalize the exponential map and…
This paper presents an averaging method for nonlinear systems defined on Riemannian manifolds. We extend closeness of solutions results for ordinary differential equations on $R^{n}$ to dynamical systems defined on Riemannian manifolds by…
Many phenomena are naturally characterized by measuring continuous transformations such as shape changes in medicine or articulated systems in robotics. Modeling the variability in such datasets requires performing statistics on Lie groups,…
In this paper, we introduce a concept of B-minimal sub-manifolds and discuss the stability of such a sub-manifold in a Riemannian manifold $(M,g)$. Assume $B(x)$ is a smooth function on $M$. By definition, we call a sub-manifold $\Sigma$…
We develop a validated numerical procedure for continuation of local stable/unstable manifold patches attached to equilibrium solutions of ordinary differential equations. The procedure has two steps. First we compute an accurate high order…
Using a method introduced by R. Bamler to study the behavior of scalar curvature under continuous deformations of Riemannian metrics, we prove that if a sequence of smooth Riemannian metrics gi on a fixed compact manifold M has isotropic…
In this paper, we study the qualitative behaviour of approximation schemes for Backward Stochastic Differential Equations (BSDEs) by introducing a new notion of numerical stability. For the Euler scheme, we provide sufficient conditions in…
This paper focuses on two variants of the Milstein scheme, namely the split-step backward Milstein method and a newly proposed projected Milstein scheme, applied to stochastic differential equations which satisfy a global monotonicity…
This paper studies the uniformly asymptotic stability of nonautonomous systems on Riemannian manifolds. We establish corresponding Lyapunov-type theorems (Theorems 2.1 and 2.2), extending classical Euclidean results (e.g., [9, Theorems 4.9…
We generalize the theory of underlying one-step methods to strictly stable general linear methods (GLMs) solving nonautonomous ordinary differential equations (ODEs) that satisfy a global Lipschitz condition. We combine this theory with the…
Intrinsic and parametric regression models are of high interest for the statistical analysis of manifold-valued data such as images and shapes. The standard linear ansatz has been generalized to geodesic regression on manifolds making it…
In this paper, we study Riemannian zeroth-order optimization in settings where the underlying Riemannian metric $g$ is geodesically incomplete, and the goal is to approximate stationary points with respect to this incomplete metric. To…
We present Lie group integrators for nonlinear stochastic differential equations with non-commutative vector fields whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the…
This paper studies large-scale optimization problems on Riemannian manifolds whose objective function is a finite sum of negative log-probability losses. Such problems arise in various machine learning and signal processing applications. By…