# Approximating a first order ODE when the Hessian is available [closed]

I'm attempting to numerically approximate a simple ODE, I'm using it to describe the motion of a gradient descent search, but it could easily have physical interpretation. In particular, $$x'(t) = \nabla f(x)x(t)$$ with IV $x(t_0) = x_0$, and where $f : \mathbb{R}^d \to \mathbb{R}$ is my objective function which may be evaluated at any point (for a price), we also may evaluate the gradient, $\nabla f(x)$, at any point, and also, and the point fo this question, the Hessian, $\nabla^2f(x)$. There are a number of different methods for solving this ODE, but none of them actually use the fact that the Hessian is available. Is it any use to have this?

One could, for example, essentially "fit" a quadratic to the initial point, $x_0$, with the second-order Taylor, solve the ODE for this approximate function, then propose a step forward. Or maybe I should be trying to approximate this ODE istead? $$x'(t) = \nabla f(x(t)) \\ x''(t) = \nabla^2 f(x(t))$$

-
As per our FAQ, we don't do computational questions. However, the scientific computation beta site does. If you'd like I can ask the mods there if they want this question. – dmckee Feb 14 at 0:31
And please don't fret the automatic downvote that goes with off-topic closes. It will time out eventually. – dmckee Feb 14 at 0:46

## closed as off topic by dmckee♦Feb 14 at 0:31

Questions on Physics Stack Exchange are expected to relate to physics within the scope defined in the FAQ. Consider editing the question or leaving comments for improvement if you believe the question can be reworded to fit within the scope. Read more about closed questions here.