arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2106.07620math.NAcs.LGcs.NA
收藏

Nesterov型加速方法的快速辛积分

Fast symplectic integrator for Nesterov-type acceleration method

Center of Mathematics for Artificial Intelligence and Data Science(人工智能与数据科学数学中心);Chubu University(中部大学);The Institute of Statistical Mathematics(统计数学研究所);RIKEN AIP(理化学研究所先进智能项目中心)

Shin-itiro Goto, Hideitsu Hino

摘要:

针对Nesterov加速梯度法的收敛速度中发现的一个非自治常微分方程,提出了基于辛几何和接触几何的显式稳定积分器.已知辛几何适合于描述哈密顿力学,而接触几何被认为是辛几何的奇维对应物。此外,称为辛化的过程是从接触流形构造辛流形的已知方式,从而从接触系统产生哈密顿系统。本文发现,以前研究过的一个非自治常微分方程可以写成一个接触哈密顿系统。然后,通过对表示非自治常微分方程的非自治接触哈密顿向量场进行辛化,得到了新的辛积分器。由于所提出的辛积分器保留了常微分方程中的隐辛结构和切触结构,因此比龙格-库塔法更稳定。数值实验表明,正如预期的那样,二阶辛积分是稳定的,并实现了高的收敛速度。

英文摘要:

In this paper, explicit stable integrators based on symplectic and contact geometries are proposed for a non-autonomous ordinarily differential equation (ODE) found in improving convergence rate of Nesterov's accelerated gradient method. Symplectic geometry is known to be suitable for describing Hamiltonian mechanics, and contact geometry is known as an odd-dimensional counterpart of symplectic geometry. Moreover, a procedure, called symplectization, is a known way to construct a symplectic manifold from a contact manifold, yielding Hamiltonian systems from contact ones. It is found in this paper that a previously investigated non-autonomous ODE can be written as a contact Hamiltonian system. Then, by symplectization of a non-autonomous contact Hamiltonian vector field expressing the non-autonomous ODE, novel symplectic integrators are derived. Because the proposed symplectic integrators preserve hidden symplectic and contact structures in the ODE, they should be more stable than the Runge-Kutta method. Numerical experiments demonstrate that, as expected, the second-order symplectic integrator is stable and high convergence rates are achieved.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑