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The goal of this work is to illustrate the application of the nonvariational finite element method to a specific Monge--Amp\`ere type nonlinear partial differential equation. The equation we consider is that of prescribed Gauss curvature.
A least-squares method for solving the hyperbolic Monge-Amp\`ere equation with transport boundary condition is introduced. The method relies on an iterative procedure for the gradient of the solution, the so-called mapping. By formulating…
This paper is concerned with continuous and discrete approximations of $W^{2,p}$ strong solutions of second-order linear elliptic partial differential equations (PDEs) in non-divergence form. The continuous approximation of these equations…
We present three novel forms of the Monge-Ampere equation, which is used, e.g., in image processing and in reconstruction of mass transportation in the primordial Universe. The central role in this paper is played by our Fourier integral…
We prove the convergence of a wide stencil finite difference scheme to the Aleksandrov solution of the elliptic Monge-Ampere equation when the right hand side is a sum of Dirac masses. The discrete scheme we analyze for the Dirichlet…
In this paper, we introduce a new numerical algorithm for solving the Dirichlet problem for the real Monge--Ampere equation. The idea is to represent the non-linear Monge--Ampere operator as an infimum of a class of linear elliptic…
The classic Alternating Direction Method of Multipliers (ADMM) is a popular framework to solve linear-equality constrained problems. In this paper, we extend the ADMM naturally to nonlinear equality-constrained problems, called neADMM. The…
We present numerical results concerning the solution of the time-harmonic Maxwell's equations discretized by discontinuous Galerkin methods. In particular, a numerical study of the convergence, which compares different strategies proposed…
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…
The present paper provides two necessary and sufficient conditions for the existence of solutions to the exterior Dirichlet problem of the Monge-Amp\`ere equation with prescribed asymptotic behavior at infinity. By an adapted smooth…
Circumcentered techniques have been shown to significantly accelerate projection-based methods for convex feasibility problems. Motivated by this success, we propose two direct methods with circumcenter acceleration for solving variational…
In this paper we consider fully discrete approximations of abstract evolution equations, by means of a quasi non-conforming spatial approximation and finite differences in time (Rothe-Galerkin method). The main result is the convergence of…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
The alternating minimization (AM) method is a fundamental method for minimizing convex functions whose variable consists of two blocks. How to efficiently solve each subproblems when applying the AM method is the most concerned task. In…
We study the regularity of solutions to complex Monge-Amp\`ere equations $(dd^c u)^n=f dV$, on bounded strongly pseudoconvex domains $ \Omega \subset \C^n$. We show, under a mild technical assumption, that the unique solution $u$ to such an…
We describe a method to reduce partial differential equations of Monge-Amp\`ere type in 4 variables to complex partial differential equations in 2 variables. To illustrate this method, we construct explicit holomorphic solutions of the…
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…
In this work we prove that the unique 1-convex solution of the Monge problem contructed from the solution of the Monge-Kantorovitch problem between the Wiener measure and a target measure which has a log-concave density w.r.to the Wiener…
We show that for any uniformly elliptic fully nonlinear second-order equation with bounded measurable "coefficients" and bounded "free" term one can find an approximating equation which has a unique continuous and having the second…
Repeatedly solving the parameterized optimal mass transport (pOMT) problem is a frequent task in applications such as image registration and adaptive grid generation. It is thus critical to develop a highly efficient reduced solver that is…