Questions tagged [gradient-flows]

An ordinary differential equation that generalizes the notion of "path of steepest descent." For questions on "gradients" of a function, use (multivariable-calculus) instead.

Let $H$ be a Hilbert manifold. A gradient flow on $H$ is the ordinary differential equation for $u: I \to H$, where $I\subseteq \mathbb{R}$ is an interval, given by $$ \frac{\mathrm{d}}{\mathrm{d}t} u = -(\nabla F)(u) $$ where $F:H \to \mathbb{R}$ represents the potential or height.

The motivation is that of steepest descent in Euclidean spaces, and is connected with . Imagine $F$ is some real valued function defined over $\mathbb{R}^2$, the vector $-\nabla F$ is a vector field that points in the direction of the steepest descent if we look at the graph of $F$ as describing a field of heights over $\mathbb{R}^2$. The gradient flow is the generalization of this to higher (possibly infinite) dimensions.

Certain partial differential equations can be described as a gradient flow in infinite dimensions. For example, consider $H$ being the Sobolev space $H^2(\mathbb{R}^d)$ of functions whose derivatives up to second order belong to $L^2$. If we define the function $F(u) = \int_{\mathbb{R}^d} |\nabla u|^2 ~\mathrm{d}x$, a formal computation shows that its gradient (relative to the $L^2$ inner product) is

$$ (\nabla F)(u) = \triangle u $$

where $\triangle$ is the usual Laplacian. That is to say, the gradient flow for the "energy functional" $F(u)$ is in fact the linear heat equation on $\mathbb{R}^d$.

249 questions
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When does gradient flow not converge?

I've been thinking about gradient flows in the context of Morse theory, where we take a differentiable-enough function $f$ on some space (for now let's say a compact Riemannian manifold $M$) and use the trajectories of the gradient flow $x'(t) = -…
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How to solve $\dot{x} = \frac{f(x)}{\|f(x)\|}$?

How to solve the following ODE? $$\dot{x} = \frac{f(x)}{\|f(x)\|},$$ where $x : \mathbb{R} \to \mathbb{R}^n$, i.e., $x(t)$ is the trajectory. The right-hand side $f : \mathbb{R}^n \to \mathbb{R}^n$ is a continuously differentiable function with…
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On Euler-Lagrange, gradient descent, heat equation and image denoising

For an image denoising problem, the author has a functional $E$ defined $$E(u) = \iint_\Omega F \;\mathrm d\Omega$$ which he wants to minimize. $F$ is defined as $$F = \|\nabla u \|^2 = u_x^2 + u_y^2$$ Then, the E-L equations are…
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Gradient flow of a surface

I found the following definition in a book (S. Osher, R. Fedkiw, "Level Set Methods and Dynamic Implicit Surfaces", p. 140): [the context is reconstruction of surfaces from unorganized point sets] Let $S$ denote a set of points in $\mathbb{R}^3$,…
koletenbert
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16
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Function whose gradient is of constant norm

Let $f:\mathbb R^n\rightarrow \mathbb R$ be a smooth function such that $\|\nabla f(x)\|=1$ for all $x\in \mathbb R^n$ and $f(0)=0$. I would like to prove that $f$ is linear. I first looked at the solution of the O.D.E.…
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Hamiltonian for Geodesic Flow

I'm trying to prove that geodesic flow on the cotangent bundle $T^* M$ is generated by the Hamiltonian vector field $X_H$ where $$H = \frac{1}{2}g^{ij}p_i p_j$$ but I am stuck. Could somebody show me how to complete the calculation, or where I've…
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Are gradient flows the quickest way to minimize a function for a short time?

Let $F:\mathbb{R}^n \to \mathbb{R}$ be a smooth function, and let $p \in \mathbb{R}^n$. Let $\alpha(t)$ be the solution to the negative gradient flow of $F$, i.e. $$ \alpha(0)=p, \, \, \dot \alpha(t)=-\nabla F(\alpha(t)).$$ Let $\beta(t)$ be a…
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Gradient flow of Dirichlet energy

I have heard that the gradient flow of the Dirichlet energy gives a solution of the heat equation, i.e. if $u(t,x) \in C^1( [0,\infty) \times \mathbb R^d)$ solves $$ u_t(t,x) = - dE(u(t,x)), $$ where $$ E(u) := \dfrac{1}{2} \int \|\nabla_x u\|^2,…
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$\mathbb{CP}^n-\mathbb{RP}^n$ deformation retracts onto a quadric

Consider the natural embedding of $\mathbb{RP}^n$ into $\mathbb{CP}^n$, and let $Q$ be the quadric $z_0^2+\cdots +z_n^2=0$ in $\mathbb{CP}^n$. How can we show that $\mathbb{CP}^n-\mathbb{RP}^n$ deformation retracts onto $Q$? The answer to this…
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Convergence of steepest descent dynamics under weak convexity assumption

Let $f\colon \mathbb R^d \to \mathbb R$ be smooth and assume that $f$ is a convex function (its Hessian is positive semi-definite); $f$ is bounded from below, in particular $\inf_{z \in \mathbb R^d} f(z) > - \infty$. Let $x(t)$ denote the solution…
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Derive equation for $p_t$ from $\frac{\rm d}{{\rm d}t}\ln p_t(x)=-\langle∇\ln p(T_t^{-1}(x)),{\rm D}T_t^{-1}(x)v_t(x)\rangle-∇\cdot v_t(x)$

Assume $$T_t(x)=x+\int_0^tv(s,T_s(x))\;{\rm d}s\;\;\;\text{for }x\in\mathbb R^d$$ is a diffeomorphism for all $t\ge0$ and let $$p_t(x):=p(T_t^{-1}(x))\left|\det{\rm D}T_t^{-1}(x)\right|\;\;\;\text{for }x\in\mathbb R^d$$ for $t\ge0$ for some…
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Is gradient descent nothing other than discretized gradient flow?

I can find definitions of the gradient flow of a scalar field $f$ as $$\frac{d \xi}{dt} = - \nabla_\xi f$$ in here and here. Gradient descent can be used to find a minimum in $f$ and can be written as $$\xi_{i+1} = \xi_{i} - \lambda \nabla_\xi…
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Homotopy of integral curves of a gradient field preserves levelsets (?)

Given a differentiable scalar field $f$ on a Riemannian manifold $X$ (with properties as required) I would like to formulate a homotopy of maximal integral curves $\gamma, \tilde{\gamma}$ of the gradient field $\nabla f$. Edit: If $X$ has a…
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Convergence of gradient flow

I am interested in a simple property of the gradient flow $$x'(t) = - \nabla f(x)$$ Under what conditions on $f$ does the gradient flow converge to a stationary point? In particular, I am interested in the simple case of $f : \mathbb{R}^n \to…
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Finding a metric to write a vector field as a gradient of a given function

Let $M$ be a smooth manifold, and $f$ a smooth function with an isolated local minimum at $p$. Furthermore, let $X$ be a vector field vanishing at $p$ such that for some neighborhood $U$ of $p$, $df_q(X_q)<0$ for all $q\in U\setminus\{p\}$. Is it…
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