Related papers: Convergence of numerical approximations to non-lin…
Gradient schemes is a framework that enables the unified convergence analysis of many numerical methods for elliptic and parabolic partial differential equations: conforming and non-conforming Finite Element, Mixed Finite Element and Finite…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…
Quotient regularization models (QRMs) are a class of powerful regularization techniques that have gained considerable attention in recent years, due to their ability to handle complex and highly nonlinear data sets. However, the nonconvex…
The goal of this paper is to settle the study of non-commutative optimal transport problems with convex regularization, in their static and finite-dimensional formulations. We consider both the balanced and unbalanced problem and show in…
We prove quantitative estimates for flows of vector fields subject to anisotropic regularity conditions: some derivatives of some components are (singular integrals of) measures, while the remaining derivatives are (singular integrals of)…
We study the linear transport equation \[ \frac{\partial}{\partial t} u ( t,x ) +b ( t,x ) \cdot \nabla u ( t,x ) + \nabla u ( t,x ) \cdot \frac{\partial}{\partial t} X ( t ) =0, \hspace{2em} u ( 0,x ) =u_{0} ( x ) \] where $b$ is a…
We consider linear and nonlinear transport equations with irregular velocity fields, motivated by models coming from mean field games. The velocity fields are assumed to increase in each coordinate, and the divergence therefore fails to be…
In optimal transport, quadratic regularization is an alternative to entropic regularization when sparse couplings or small regularization parameters are desired. Quadratic regularization penalizes transport couplings by the squared $L^2$…
We prove an extension to the classical continuity theorem in rough paths. We show that two $p$-rough paths are close in all levels of iterated integrals provided the first $\lfl p \rfl$ terms are close in a uniform sense. Applications…
The paper considers a class of linear Boltzmann transport equations which models a charged particle transport. The equation is an approximation of the original exact transport equation which involves hyper-singular integrals in their…
We consider the regularity of stationary solutions to the linearized Boltzmann equations in bounded $C^1$ convex domains in $\mathbb{R}^3$ for gases with cutoff hard potential and cutoff Maxwellian gases. We prove that the stationary…
We prove a representation for the support of McKean Vlasov Equations. To do so, we construct functional quantizations for the law of Brownian motion as a measure over the (non-reflexive) Banach space of H\"older continuous paths. By solving…
Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…
Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their…
We consider the problem of approximating a function in general nonlinear subsets of $L^2$ when only a weighted Monte Carlo estimate of the $L^2$-norm can be computed. Of particular interest in this setting is the concept of sample…
In this paper we present a numerical scheme for nonlinear continuity equations, which is based on the gradient flow formulation of an energy functional with respect to the quadratic transportation distance. It can be applied to a large…
In this manuscript, we establish the existence and sharp geometric regularity estimates for bounded solutions of a class of quasilinear parabolic equations in non-divergence form with non-homogeneous degeneracy. The model equation in this…
We study approximations to a class of vector-valued equations of Burgers type driven by a multiplicative space-time white noise. A solution theory for this class of equations has been developed recently in [Hairer, Weber, Probab. Theory…
This work proposes new estimators for discrete optimal transport plans that enjoy Gaussian limits centered at the true solution. This behavior stands in stark contrast with the performance of existing estimators, including those based on…