Related papers: Bellman function for extremal problems in BMO
Using the method of blow-up analysis, we obtain two sharp Trudinger-Moser inequalities on a compact Riemann surface with smooth boundary, as well as the existence of the corresponding extremals. This generalizes early results of Chang-Yang…
Given a compact closed four dimensional smooth Riemannian manifold, we prove existence of extremal functions for Moser-Trudinger type inequality. The method used is Blow-up analysis combined with capacity techniques.
In this paper, we present an efficient algorithm for solving a linear optimization problem with entropic constraints, a class of problems that arises in game theory and information theory. Our analysis distinguishes between the cases of…
This paper analyzes a regularization scheme of the Monge--Amp\`ere equation by uniformly elliptic Hamilton--Jacobi--Bellman equations. The main tools are stability estimates in the $L^\infty$ norm from the theory of viscosity solutions…
A PDE proof is provided for the sharp $L^\infty$ estimates for the complex Monge-Amp\`ere equation which had required pluripotential theory before. The proof covers both cases of fixed background as well as degenerating background metrics.…
We solve two continuous extremal problems on the classes of monotone functions: in the first problem we find extremal values for a line integral of a coordinate-wise monotone function of two variables from a rearrange\-ment-invariant class…
We consider a boundary value problem involving a Riemann-Liouville fractional derivative of order $\alpha\in (3/2,2)$ on the unit interval $(0,1)$. The standard Galerkin finite element approximation converges slowly due to the presence of…
In this paper, we propose a monotone mixed finite difference scheme for solving the two-dimensional Monge-Amp\`ere equation. In order to accomplish this, we convert the Monge-Amp\`ere equation to an equivalent Hamilton-Jacobi-Bellman (HJB)…
A fundamental problem in numerical analysis and approximation theory is approximating smooth functions by polynomials. A much harder version under recent consideration is to enforce bounds constraints on the approximating polynomial. In…
Ratios of integrals can be bounded in terms of ratios of integrands under certain monotonicity conditions. This result, related with L'H\^{o}pital's monotone rule, can be used to obtain sharp bounds for cumulative distribution functions. We…
We introduce the concept of k-strictly convexity to describe the accurate convexity of convex domains some directions of which boundary may be flat. Basing this accurate convexity, we construct sub-solutions the Dirichlet problem for some…
We prove an Alexandrov-Bakelman-Pucci type estimate, which involves the integral of the determinant of the complex Hessian over a certain subset. It improves the classical ABP estimate adapted (by inequality…
We study a Neumann type initial-boundary value problem for strongly degenerate parabolic-hyperbolic equations under the nonlinearity-diffusivity condition. We suggest a notion of entropy solution for this problem and prove its uniqueness.…
The existence of a unique numerical solution of the semi-Lagrangian method for the simple Monge-Amp\`ere equation is known independently of the convexity of the domain or Dirichlet boundary data -- when the Monge-Amp\`ere equation is posed…
We present a numerical method for solving the Monge-Ampere equation based on the characterization of the solution of the Dirichlet problem as the minimizer of a convex functional of the gradient and under convexity and nonlinear…
We study the parabolic complex Monge-Amp\`ere type equations on closed Hermitian manfolds. We derive uniform $C^\infty$ {\em a priori} estimates for normalized solutions, and then prove the $C^\infty$ convergence. The result also yields a…
In this paper, we prove a mean value formula for bounded subharmonic Hermitian matrix valued function on a complete Riemannian manifold with nonnegative Ricci curvature. As its application, we obtain a Liouville type theorem for the complex…
For nonparametric regression with one-sided errors and a boundary curve model for Poisson point processes we consider the problem of efficient estimation for linear functionals. The minimax optimal rate is obtained by an unbiased estimation…
We use trivariate spline functions for the numerical solution of the Dirichlet problem of the 3D elliptic Monge-Amp\'ere equation. Mainly we use the spline collocation method introduced in [SIAM J. Numerical Analysis, 2405-2434,2022] to…
We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton Jacobi Bellman Equations by introducing a new notion of consistency. We apply our general…