- A Dynamical Systems Perspective on Nesterov Acceleration
2019/05/17 by Michael Muehlebach, Michael I. Jordan, Muehlebach, Michael +1 · 12 citations
Mathematics · Physics and Astronomy · #Acceleration #Applied mathematics #Classical mechanics #Curvature #Differential (mechanical device) #Differential equation #Discretization #Dynamical system (definition) #Dynamical systems theory #Euler method #Euler's formula #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Geometry #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mathematical analysis #Mathematics #Mechanical and Optical Resonators #Model Reduction and Neural Networks #Numerical methods for differential equations #Optimization and Control (math.OC) #Ordinary differential equation #Perspective (graphical) #Physics #Systems and Control (eess.SY) #Term (time) #Work (physics) #electronic engineering #information engineering
- Strong Stability-Preserving High-Order Time Discretization Methods
2001/01/01 by Sigal Gottlieb, Chi-Wang Shu, Chi‐Wang Shu +1 · 136 citations
Engineering · Mathematics · #Advanced Numerical Methods in Computational Mathematics #Applied mathematics #Backward Euler method #Class (philosophy) #Computational Fluid Dynamics and Aerodynamics #Computer science #Differential algebraic equation #Differential equation #Discretization #Euler equations #Euler method #Euler's formula #Hyperbolic partial differential equation #Linear multistep method #Mathematical analysis #Mathematics #Nonlinear system #Numerical methods for differential equations #Ordinary differential equation #Partial differential equation #Physics #Runge–Kutta methods #Stability (learning theory) #Total variation diminishing
- An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
2001/01/01 by Desmond J. Higham · 126 citations
Economics, Econometrics and Finance · Engineering · Mathematics · #Applied mathematics #Backward Euler method #Computer science #Convergence (economics) #Differential algebraic equation #Differential equation #Euler equations #Euler method #Euler's formula #Fluid Dynamics and Turbulent Flows #Mathematical analysis #Mathematics #Ordinary differential equation #Runge–Kutta method #Stability (learning theory) #Stochastic differential equation #Stochastic partial differential equation #Stochastic processes and financial applications #Stochastic processes and statistical mechanics