Other Mathematics Commons^™

Preconditioned Nesterov’S Accelerated Gradient Descent Method And Its Applications To Nonlinear Pde, Jea Hyun Park

Doctoral Dissertations

We develop a theoretical foundation for the application of Nesterov’s accelerated gradient descent method (AGD) to the approximation of solutions of a wide class of partial differential equations (PDEs). This is achieved by proving the existence of an invariant set and exponential convergence rates when its preconditioned version (PAGD) is applied to minimize locally Lipschitz smooth, strongly convex objective functionals. We introduce a second-order ordinary differential equation (ODE) with a preconditioner built-in and show that PAGD is an explicit time-discretization of this ODE, which requires a natural time step restriction for energy stability. At the continuous time level, we show …