Forward-Euler time-discretization for Wasserstein gradient flows can be wrong

In this note, we examine the forward-Euler discretization for simulating Wasserstein gradient flows. We provide two counter-examples showcasing the failure of this discretization even for a simple case where the energy functional is defined as the KL divergence against some nicely structured probability densities. A simple explanation of this failure is also discussed.

Correcting auto-differentiation in neural-ODE training

Does the use of auto-differentiation yield reasonable updates to deep neural networks that represent neural ODEs? Through mathematical analysis and numerical evidence, we find that when the neural network employs high-order forms to approximate the underlying ODE flows (such as the Linear Multistep Method (LMM)), brute-force computation using auto-differentiation often produces non-converging artificial oscillations. In the case of Leapfrog, we propose a straightforward post-processing technique that effectively eliminates these oscillations, rectifies the gradient computation and thus respects the updates of the underlying flow.