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The elliptic Monge-Amp\`ere equation is a fully nonlinear partial differential equation which has been the focus of increasing attention from the scientific computing community. Fast three dimensional solvers are needed, for example in…
We address the numerical solution via Galerkin type methods of the Monge-Amp\`ere equation with transport boundary conditions arising in optimal mass transport, geometric optics and computational mesh or grid movement techniques. This fully…
We review recent advances in the numerical analysis of the Monge-Amp\`ere equation. Various computational techniques are discussed including wide-stencil finite difference schemes, two-scaled methods, finite element methods, and methods…
On a domain of the n-dimensional Euclidean space, and for an integer k=1,...,n, the k-Hessian equations are fully nonlinear elliptic equations for k >1 and consist of the Poisson equation for k=1 and the Monge-Ampere equation for k=n. We…
The problem of optimal mass transport arises in numerous applications including image registration, mesh generation, reflector design, and astrophysics. One approach to solving this problem is via the Monge-Amp\`ere equation. While recent…
We prove a convergence result for a mixed finite element method for the Monge-Ampere equation to its weak solution in the sense of Aleksandrov. The unknowns in the formulation are the scalar variable and the Hessian matrix.
We present a continuous finite element method for some examples of fully nonlinear elliptic equation. A key tool is the discretisation proposed in Lakkis & Pryer (2011, SISC) allowing us to work directly on the strong form of a linear PDE.…
We introduce a new overlapping Domain Decomposition Method (DDM) to solve the fully nonlinear Monge-Amp\`ere equation. While DDMs have been extensively studied for linear problems, their application to fully nonlinear partial differential…
We study the Dirichlet problem for the Monge-Amp\`ere equation on almost complex manifolds. We obtain the existence of the unique smooth solution of this problem in strictly pseudoconvex domains.
The convexity of solutions to boundary value problems for fully nonlinear elliptic partial differential equations (such as real or complex $k$-Hessian equations) is a challenging topic. In this paper, we establish the power convexity of…
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…
The Monge-Amp\`{e}re equation arises in the theory of optimal transport. When more complicated cost functions are involved in the optimal transportation problem, which are motivated e.g. from economics, the corresponding equation for the…
We prove the long time existence and uniqueness of solution to a parabolic Monge-Amp\`ere type equation on compact Hermitian manifolds. We also show that the normalization of the solution converges to a smooth function in the smooth…
The Monge-Ampere equation, plays a central role in the theory of fully non linear equations. In fact we will like to show how the Monge-Ampere equation, links in some way the ideas comming from the calculus of variations and those of the…
We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward…
In this paper we consider Monge-Amp\`ere equations on compact Hessian manifolds, or equivalently Monge-Amp\`ere equations on certain unbounded convex domains $\Omega\subseteq \mathbb{R}^n$, with a periodicity constraint given by the action…
We consider the Dirichlet problem for the complex Monge--Amp\`ere equation on strongly pseudoconvex K\"ahler manifolds when the right-hand side is decreasing in the solution. Using flow-based arguments, we establish existence of smooth…
The inverse reflector problem arises in geometrical nonimaging optics: Given a light source and a target, the question is how to design a reflecting free-form surface such that a desired light density distribution is generated on the…
The theory of viscosity solutions has been effective for representing and approximating weak solutions to fully nonlinear Partial Differential Equations (PDEs) such as the elliptic Monge-Amp\`ere equation. The approximation theory of…
We propose two new alternating direction methods to solve "fully" nonsmooth constrained convex problems. Our algorithms have the best known worst-case iteration-complexity guarantee under mild assumptions for both the objective residual and…