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.Comment: Post-revision version. To appear in SIAM Journal on Scientific Computin