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We consider the asymptotic behavior of solutions to the Monge--Amp\`ere equations with slow convergence rate at infinity and fulfill previous results under faster convergence rate by Bao--Li--Zhang [Calc. Var PDE. 52(2015). pp. 39-63].…
We consider the numerical construction of minimal Lagrangian graphs, which is related to recent applications in materials science, molecular engineering, and theoretical physics. It is known that this problem can be formulated as an…
We present the results from our earlier paper (arXiv:math/0602484) on the affine normal flow on noncompact convex hypersurfaces in affine space from a more PDE point of view, emphasizing the estimates involved. Our results concern the…
We present three alternative derivations of the method of characteristics (MOC) for a second order nonlinear hyperbolic partial differential equation. The MOC gives rise to two mutually coupled systems of ordinary differential equations. As…
This paper studies the numerical approximation of solution of the Dirichlet problem for the fully nonlinear Monge-Ampere equation. In this approach, we take the advantage of reformulation the Monge-Ampere problem as an optimization problem,…
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…
The partial Legendre transform of a non-linear elliptic differential equation is shown to be another non-linear elliptic differential equation. In particular, the partial Legendre transform of the Monge-Amp\`ere equation is another equation…
The existence, multiplicity and nonexistence of nontrivial radial convex solutions of a system of two weakly coupled Monge-Ampere equations are established with asymptotic assumptions for an appropriately chosen parameter. The proof of the…
We consider the Monge-Kantorovich optimal transportation problem between two measures, one of which is a weighted sum of Diracs. This problem is traditionally solved using expensive geometric methods. It can also be reformulated as an…
We present a technique for proving convergence to the Aleksandrov solution of the Monge-Ampere equation of a stable and consistent finite difference scheme. We also require a notion of discrete convexity with a stability property and a…
We introduce novel a posteriori error indicators for a nonlinear least-squares solver for smooth solutions of the Monge--Amp\`ere equation on convex polygonal domains in $\mathbb{R}^2$. At each iteration, our iterative scheme decouples the…
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…
Although implicit-explicit (IMEX) methods for approximating solutions to semilinear parabolic equations are relatively standard, most recent works examine the case of a fully discretized model. We show that by discretizing time only, one…
We present an adaptation of the MA-LBR scheme to the Monge-Amp{\`e}re equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the Optimal Transport problem…
We study an elliptic system coupled by Monge-Amp\`{e}re equations: \begin{center} $\left\{ \begin{array}{ll} det~D^{2}u_{1}={(-u_{2})}^\alpha, & \hbox{in $\Omega,$} det~D^{2}u_{2}={(-u_{1})}^\beta, & \hbox{in $\Omega,$} u_{1}<0, u_{2}<0,&…
Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…
We study numerical methods for porous media equation (PME). There are two important characteristics: the finite speed propagation of the free boundary and the potential waiting time, which make the problem not easy to handle. Based on…
We study the asymptotics of complete Kaehler-Einstein metrics on strictly pseudoconvex domains in C^n and derive a convergence theorem for solutions to the corresponding Monge-Ampere equation. If only a portion of the boundary is analytic,…
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 present a discrete-type approximation scheme to solve continuous-time optimal stopping problems based on fully non-Markovian continuous processes adapted to the Brownian motion filtration. The approximations satisfy…