Related papers: On the Dirichlet problem for Monge-Ampere type equ…
We survey the Dirichlet problem for the complex Homogeneous Monge-Amp\`ere Equation, both in the case of domains in $\mathbb C^n$ and the case of compact K\"ahler manifolds parametrized by a Riemann surface with boundary. We then give a…
Motivated by applications in model-free finance and quantitative risk management, we consider Fr\'echet classes of multivariate distribution functions where additional information on the joint distribution is assumed, while uncertainty in…
In this paper, we establish the existence and uniqueness theorem for solutions of the exterior Dirichlet problem for Hessian quotient equations with prescribed asymptotic behavior at infinity. This extends the previous related results on…
We introduce a monotone (degenerate elliptic) discretization of the Monge-Ampere operator, on domains discretized on cartesian grids. The scheme is consistent provided the solution hessian condition number is uniformly bounded. Our approach…
In this note, we study an optimal transportation problem arising in density functional theory. We derive an upper bound on the semi-classical Hohenberg-Kohn functional derived by Cotar, Friesecke and Kl\"{u}ppelberg (2012) which can be…
This paper shows that the semi-dual formulation of the optimal transport problem has a degenerate saddle-point structure, and that its numerical solution is equivalent to solving a constrained optimization problem. We derive necessary and…
In recent works - both experimental and theoretical - it has been shown how to use computational geometry to efficently construct approximations to the optimal transport map between two given probability measures on Euclidean space, by…
In this paper we study the Dirichlet problem for fully nonlinear second-order equations on a riemannian manifold. As in a previous paper we define equations via closed subsets of the 2-jet bundle. Basic existence and uniqueness theorems are…
The classical Kantorovich-Rubinstein duality theorem establishes a significant connection between Monge optimal transport and maximization of a linear form on the set of 1-Lipschitz functions. This result has been widely used in various…
We prove that generalised Monge-Amp\`ere equations (a family of equations which includes the inverse Hessian equations like the $J$-equation, as well as the Monge-Amp\`ere equation) on projective manifolds have smooth solutions if certain…
In this paper, by providing the uniform gradient estimates for a sequence of the approximating equations, we prove the existence, uniqueness and regularity of the conical parabolic complex Monge-Amp\`ere equation with weak initial data. As…
In this paper, we want to establish some general results in the Lorentzian optimal transport theory that have well-known Riemannian counterparts. As a first result, we will provide non-trivial assumptions on the measures to ensure strong…
In this paper we shall prove the existence, uniqueness and global H$\ddot{o}$lder continuity for the Dirichlet problem of a class of Monge-Amp\`ere type equations which may be degenerate and singular on the boundary of convex domains. We…
Optimal transportation of raw material from suppliers to customers is an issue arising in logistics that is addressed here with a continuous model relying on optimal transport theory. A physics informed neuralnetwork method is advocated…
Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…
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,…
We prove the existence of classical solutions to the Dirichlet problem for a class of fully nonlinear elliptic equations of curvature type on Riemannian manifolds. We also derive new second derivative boundary estimates which allows us to…
This paper concerns with the convergence analysis of a fourth order singular perturbation of the Dirichlet Monge-Amp\`ere problem in the $n$-dimensional radial symmetric case. A detailed study of the fourth order problem is presented. In…
We solve a general class of free boundary Monge-Amp\`ere equations given by \[ \det D^2u = \lambda \dfrac{f(-u)}{g(u^\star)h(\nabla u)}\chi_{\{u<0\}} \; \text{ in } \mathbb{R}^n, \quad \nabla u (\mathbb{R}^n) = P \] where $P$ is a bounded…
Monge-Amp\`ere equation $\det(D^2u)=f$ in two dimensional spaces is different in nature from their counterparts in higher dimensional spaces. In this article we employ new ideas to establish two main results for the Monge-Amp\`ere equation…