Related papers: Monge--Amp\`ere equation and Bellman optimization …
The standard Dynamic Programming (DP) formulation can be used to solve Multi-Stage Optimization Problems (MSOP's) with additively separable objective functions. In this paper we consider a larger class of MSOP's with monotonically backward…
We prove exponential estimates for plurisubharmonic functions with respect to Monge-Ampere measures with Holder continuous potential. As an application, we obtain several stochastic properties for the equilibrium measures associated to…
Inspired by the Boltzmann kinetics, we propose a collision-based dynamics with a Monte Carlo solution algorithm that approximates the solution of the multi-marginal optimal transport problem via randomized pairwise swapping of sample…
Maxwell-Amp\`{e}re-Nernst-Planck (MANP) equations were recently proposed to model the dynamics of charged particles. In this study, we enhance a numerical algorithm of this system with deep learning tools. The proposed hybrid algorithm…
We consider mixed Monge-Amp\`ere products of quasiplurisubharmonic functions with analytic singularities, and show that such products may be regularized as explicit one parameter limits of mixed Monge-Amp\`ere products of smooth functions,…
We prove convergence of solutions of Dirichlet problems and Green's functions on Tutte harmonic embeddings to those of the linearized Monge--Amp\`ere equation $\mathcal{L}_\varphi h=0$. More precisely, we assume that piecewise linear…
This is a survey of some of the recent developments in the theory of complex Monge-Ampere equations. The topics discussed include refinements and simplifications of classical a priori estimates, methods from pluripotential theory,…
Existence and boundary regularity away from the corners are established for two-dimensional Monge-Amp\`{e}re equations on convex polytopes with Guillemin boundary conditions. An important step is to derive an expansion in terms of functions…
The Cauchy problem for the hyperbolic Monge-Ampere equation is considered. The equation has the most general form. Coefficients are arbitrary functions depending on two independent variables, unknown function, and first order derivatives.…
In this paper, we obtain boundary Harnack estimates and comparison theorem for nonnegative solutions to the linearized Monge-Amp\`ere equations under natural assumptions on the domain, Monge-Amp\`ere measures and boundary data. Our results…
We propose an extension to our monotone and convergent method for the Monge-Amp\`{e}re equation in dimension $d \geq2$, that incorporates the idea of filtered schemes. The method combines our original monotone operator with a more accurate…
Mathematically, a homothetic function is a function of the form $f({\bf x})=F(h(x_1,...,x_n))$, where $h$ is a homogeneous function of any degree $d\ne 0$ and $F$ is a monotonically increasing function. In economics homothetic functions are…
In this note, we solve the complex Monge-Amp\`ere equation for measures with a pluripolar part in compact K\"ahler manifolds. This result generalizes the classical results obtained by Cegrell in bounded hyperconvex domains. We also discuss…
We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method is based on a numerical resolution of the corresponding…
In this paper, we introduce a notion of singularity comparison for plurisubharmonic functions based on the Bedford--Taylor capacity. We establish comparison principles for the complex Monge--Amp\`ere operator on pluripolar sets in the…
A $C^2$ function on $\mathbb{R}^n$ is called strictly $(n-1)$-convex if the sum of any $n-1$ eigenvalues of its Hessian is positive. In this paper, we establish a global $C^2$ estimates to the Monge-Amp\`ere equation for strictly…
Let $w_0$ be a bounded, $C^3$, strictly plurisubharmonic function defined on $B_1\subset \mathbb{C}^n$. Then $w_0$ has a neighborhood in $L^{\infty}(B_1)$. Suppose that we have a function $\phi$ in this neighborhood with $1-\epsilon \le…
This paper solves the two-dimensional Dirichlet problem for the Monge-Amp\`ere equation by a strong meshless collocation technique that uses a polynomial trial space and collocation in the domain and on the boundary. Convergence rates may…
In this paper we continue the analysis of the two-scale method for the Monge-Amp\`ere equation for dimension $d \geq 2$ introduced in [10]. We prove continuous dependence of discrete solutions on data that in turn hinges on a discrete…
Approximating a convex function by a polyhedral function that has a limited number of facets is a fundamental problem with applications in various fields, from mitigating the curse of dimensionality in optimal control to bi-level…