Dissipative Numerical Schemes on Riemannian Manifolds with Applications to Gradient Flows
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.
- Publication:
-
SIAM Journal on Scientific Computing
- Pub Date:
- January 2018
- DOI:
- 10.1137/18M1190628
- arXiv:
- arXiv:1804.08104
- Bibcode:
- 2018SJSC...40A3789C
- Keywords:
-
- Mathematics - Numerical Analysis;
- 49M37;
- 53B99;
- 65K10;
- 92C55;
- 90C26;
- 90C30;
- 90C56
- E-Print:
- Post-revision version. To appear in SIAM Journal on Scientific Computing