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 numerical analysis


Integration Methods and Optimization Algorithms

Neural Information Processing Systems

We show that accelerated optimization methods can be seen as particular instances of multi-step integration schemes from numerical analysis, applied to the gradient flow equation. Compared with recent advances in this vein, the differential equation considered here is the basic gradient flow, and we derive a class of multi-step schemes which includes accelerated algorithms, using classical conditions from numerical analysis. Multi-step schemes integrate the differential equation using larger step sizes, which intuitively explains the acceleration phenomenon.



Physics-informed Neural Networks for Functional Differential Equations: Cylindrical Approximation and Its Convergence Guarantees

Neural Information Processing Systems

We propose the first learning scheme for functional differential equations (FDEs).FDEs play a fundamental role in physics, mathematics, and optimal control.However, the numerical analysis of FDEs has faced challenges due to its unrealistic computational costs and has been a long standing problem over decades.Thus, numerical approximations of FDEs have been developed, but they often oversimplify the solutions. To tackle these two issues, we propose a hybrid approach combining physics-informed neural networks (PINNs) with the *cylindrical approximation*. The cylindrical approximation expands functions and functional derivatives with an orthonormal basis and transforms FDEs into high-dimensional PDEs. To validate the reliability of the cylindrical approximation for FDE applications, we prove the convergence theorems of approximated functional derivatives and solutions.Then, the derived high-dimensional PDEs are numerically solved with PINNs.Through the capabilities of PINNs, our approach can handle a broader class of functional derivatives more efficiently than conventional discretization-based methods, improving the scalability of the cylindrical approximation.As a proof of concept, we conduct experiments on two FDEs and demonstrate that our model can successfully achieve typical $L^1$ relative error orders of PINNs $\sim 10^{-3}$.Overall, our work provides a strong backbone for physicists, mathematicians, and machine learning experts to analyze previously challenging FDEs, thereby democratizing their numerical analysis, which has received limited attention.


Integration Methods and Optimization Algorithms

Neural Information Processing Systems

We show that accelerated optimization methods can be seen as particular instances of multi-step integration schemes from numerical analysis, applied to the gradient flow equation. Compared with recent advances in this vein, the differential equation considered here is the basic gradient flow, and we derive a class of multi-step schemes which includes accelerated algorithms, using classical conditions from numerical analysis. Multi-step schemes integrate the differential equation using larger step sizes, which intuitively explains the acceleration phenomenon.


From Euler to Today: Universal Mathematical Fallibility A Large-Scale Computational Analysis of Errors in ArXiv Papers

Rivin, Igor

arXiv.org Artificial Intelligence

We present the results of a large-scale computational analysis of mathematical papers from the ArXiv repository, demonstrating a comprehensive system that not only detects mathematical errors but provides complete referee reports with journal tier recommendations. Our automated analysis system processed over 37,000 papers across multiple mathematical categories, revealing significant error rates and quality distributions. Remarkably, the system identified errors in papers spanning three centuries of mathematics, including seven works by Leonhard Euler (1707-1783) in just 403 papers analyzed from the History category, as well as errors by Peter Gustav Lejeune Dirichlet (1805-1859) and contemporary Fields medalists. In Dynamical Systems (math.DS), we observed the highest error rate of 11.4% (2,347 errors in 20,666 papers), while Numerical Analysis (math.NA) showed 9.6% (2,271 errors in 23,761 papers). History and Overview (math.HO) exhibited 13.6% errors in preliminary analysis, including seven papers by Euler. In contrast, Geometric Topology (math.GT) showed 3.6% and Category Theory (math.CT) exhibited the lowest rate at 6.1% (228 errors in 3,720 papers). Beyond error detection, the system evaluated papers for journal suitability, recommending 0.4% for top generalist journals, 15.5% for top field-specific journals, and categorizing the remainder across specialist venues. These findings demonstrate both the universality of mathematical error across all eras and the feasibility of automated comprehensive mathematical peer review at scale. This work demonstrates that the methodology, while applied here to mathematics, is discipline-agnostic and could be readily extended to physics, computer science, and other fields represented in the ArXiv repository.




Physics-informed Neural Networks for Functional Differential Equations: Cylindrical Approximation and Its Convergence Guarantees

Neural Information Processing Systems

We propose the first learning scheme for functional differential equations (FDEs).FDEs play a fundamental role in physics, mathematics, and optimal control.However, the numerical analysis of FDEs has faced challenges due to its unrealistic computational costs and has been a long standing problem over decades.Thus, numerical approximations of FDEs have been developed, but they often oversimplify the solutions. To tackle these two issues, we propose a hybrid approach combining physics-informed neural networks (PINNs) with the *cylindrical approximation*. The cylindrical approximation expands functions and functional derivatives with an orthonormal basis and transforms FDEs into high-dimensional PDEs. To validate the reliability of the cylindrical approximation for FDE applications, we prove the convergence theorems of approximated functional derivatives and solutions.Then, the derived high-dimensional PDEs are numerically solved with PINNs.Through the capabilities of PINNs, our approach can handle a broader class of functional derivatives more efficiently than conventional discretization-based methods, improving the scalability of the cylindrical approximation.As a proof of concept, we conduct experiments on two FDEs and demonstrate that our model can successfully achieve typical L 1 relative error orders of PINNs \sim 10 {-3} .Overall, our work provides a strong backbone for physicists, mathematicians, and machine learning experts to analyze previously challenging FDEs, thereby democratizing their numerical analysis, which has received limited attention.


Reviews: Shadowing Properties of Optimization Algorithms

Neural Information Processing Systems

The paper presents several "shadowing" results for gradient descent and the heavy ball method, under several conditions on the objective. In short, the authors provide conditions under which a discrete approximation of an ODE defines a trajectory that "stays close" to the actual trajectory of the ODE. This research is motivated by a by a recent paper by Su, Jordan, and Candes that models Nesterov's method via an ODE: this leads the authors to ask the question of when an ODE solution indeed well approximates a discrete algorithm, which is what would be implemented in practice. Although the interest and motivation is mostly on HB, the bulk of the results presented in the paper are for GD. The paper is well-written overall, and the results are interesting, if somewhat shallow.


Numerical Analysis of HiPPO-LegS ODE for Deep State Space Models

Park, Jaesung R., Suh, Jaewook J., Ryu, Ernest K.

arXiv.org Artificial Intelligence

In deep learning, the recently introduced state space models utilize HiPPO (High-order Polynomial Projection Operators) memory units to approximate continuous-time trajectories of input functions using ordinary differential equations (ODEs), and these techniques have shown empirical success in capturing long-range dependencies in long input sequences. However, the mathematical foundations of these ODEs, particularly the singular HiPPO-LegS (Legendre Scaled) ODE, and their corresponding numerical discretizations remain unexplored. In this work, we fill this gap by establishing that HiPPO-LegS ODE is well-posed despite its singularity, albeit without the freedom of arbitrary initial conditions, and by establishing convergence of the associated numerical discretization schemes for Riemann-integrable input functions.