Dissipative numerical schemes on Riemannian manifolds with applications to gradient flows

DOI10.1137/18M1190628zbMATH Open1403.49029arXiv1804.08104OpenAlexW2804464523WikidataQ115246929 ScholiaQ115246929MaRDI QIDQ4558232FDOQ4558232

Elena Celledoni, Brynjulf Owren, Sølve Eidnes, Torbjørn Ringholm

Publication date: 21 November 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: This paper concerns an extension of discrete gradient methods to finite-dimensional Riemannian manifolds termed discrete Riemannian gradients, and their application to dissipative ordinary differential equations. This includes Riemannian gradient flow systems which occur naturally in optimization problems. The Itoh--Abe discrete gradient is formulated and applied to gradient systems, yielding a derivative-free optimization algorithm. The algorithm is tested on two eigenvalue problems and two problems from manifold valued imaging: InSAR denoising and DTI denoising.

Full work available at URL: https://arxiv.org/abs/1804.08104

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zbMATH Keywords

Riemannian manifoldsgeometric integrationnumerical optimizationdiscrete gradientsDTI denoisingInSAR denoising

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Biomedical imaging and signal processing (92C55) Derivative-free methods and methods using generalized derivatives (90C56) Local differential geometry (53B99)

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Cited In (9)

• Linear gradient structures and discrete gradient methods for conservative/dissipative differential-algebraic equations
• Energy-preserving methods on Riemannian manifolds
• Numerical algorithms for spline interpolation on space of probability density functions
• On the energy stable approximation of Hamiltonian and gradient systems
• Structure preserving approximation of dissipative evolution problems
• A geometric integration approach to nonsmooth, nonconvex optimisation
• B-stability of numerical integrators on Riemannian manifolds
• Bregman Itoh-Abe methods for sparse optimisation
• Discrete gradients in short-range molecular dynamics simulations

Uses Software

• HLLE
• Camino

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