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arxiv: 1804.08104 · v3 · pith:64EPHCZJnew · submitted 2018-04-22 · 🧮 math.NA

Dissipative numerical schemes on Riemannian manifolds with applications to gradient flows

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keywords gradientriemanniandiscreteproblemsalgorithmdenoisingdissipativemanifolds
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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.

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