Related papers: Monge--Amp\`ere equation and Bellman optimization …
We introduce an integral representation of the Monge-Amp\`ere equation, which leads to a new finite difference method based upon numerical quadrature. The resulting scheme is monotone and fits immediately into existing convergence proofs…
A complex Monge-Amp\`ere equation for differential $(p,p)$-forms is introduced on compact K\"ahler manifolds. For any $1 \leq p < n$, we show the existence of smooth solutions unique up to adding constants. For $p=1$, this corresponds to…
We investigate the transportation problem under a Monge cost structure and derive compact formulas for optimal dual solutions based on the northwest-corner rule. As an application illustrating how these formulas yield structural insight…
This paper is concerned with the existence of globally smooth solutions for the second boundary value problem for Monge-Ampere equations and the application to regularity of potentials in optimal transportation. The cost functions satisfy a…
By developing an integral approach, we present a new method for the interior regularity of strictly convex solution of the Monge-Amp\`{e}re equation $\det D^2 u = 1$.
We introduce and analyze a statistical estimator for Monge transport maps: solutions to the quadratic optimal transport problem in Euclidean space. For absolutely continuous source measures, this map is uniquely defined as the gradient of a…
In this paper, we establish local and global regularity estimates for linearized Monge-Amp\`ere equations in divergence form via critical Lorentz space estimates for the Green's function of the linearized Monge-Amp\`ere operator and its…
We propose a numerical method for solving the multi-marginal Monge problem, which extends the classical Monge formulation to settings involving multiple target distributions. Our approach is based on the Hilbert space embedding of…
We prove the existence of an optimal map for the Monge problem when the cost is a supercritical Mane potential on a compact manifold. Supercritical Mane potentials form a class of costs which generalize the Riemannian distances. We describe…
A gradient estimate for complex Monge-Amp\`ere equations which improves in some respects on known estimates is proved using the ABP maximum principle.
The main goal of this article is to find, following the approach given in [Ce1] and [Ce2], the largest possible sub-class of plurisubharmornic functions on a complex variety on which the complex Monge-Amp\`ere operator can be reasonably…
We present a novel method for solving a class of time-inconsistent optimal stopping problems by reducing them to a family of standard stochastic optimal control problems. In particular, we convert an optimal stopping problem with a…
We analyze the convergence of an iterative method for solving the nonlinear system resulting from a natural discretization of the Monge-Amp\`ere equation with $C^1$ conforming approximations. We make the assumption, supported by numerical…
This paper develops a rigorous analytic framework for the hyperbolic Monge-Amp\`ere equation on strip-like domains, which model wrinkled patterns in thin elastic sheets. Our work addresses the rigid side of the classical…
We consider the complex Monge-Amp\'{e}re equation on complete K\"{a}hler manifolds with cusp singularity along a divisor when the right hand side $F$ has rather weak regularity. We proved that when the right hand side $F$ is in some…
We study the entropic regularization of the optimal transport problem in dimension 1 when the cost function is the distance c(x, y) = |y -- x|. The selected plan at the limit is, among those which are optimal for the non-penalized problem,…
For any $\theta<\frac{1}{3}$, we show that very weak solutions to the two-dimensional Monge-Amp\`ere equation with regularity $C^{1,\theta}$ are dense in the space of continuous functions. This result is shown by a convex integration scheme…
The elliptic Monge-Ampere equation is a fully nonlinear Partial Differential Equation which originated in geometric surface theory, and has been applied in dynamic meteorology, elasticity, geometric optics, image processing and image…
We introduce a formulation of optimal transport problem for distributions on function spaces, where the stochastic map between functional domains can be partially represented in terms of an (infinite-dimensional) Hilbert-Schmidt operator…
The goal of this note is to have a systematic approach to generating isoperimetric inequalities from two concrete type of PDEs. We call these PDEs Bellman type because a totally analogous equations happen to rule many sharp estimates for…