Related papers: Optimisation approach for the Monge-Ampere equatio…
We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…
A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…
Certain Petrov-Galerkin schemes are inherently stable formulations of variational problems on a given mesh. This stability is primarily obtained by computing an optimal test basis for a given approximation space. Furthermore, these…
In this paper we address the numerical approximation of linear fourth-order elliptic problems on polygonal meshes. In particular, we present a novel nonconforming virtual element discretization of arbitrary order of accuracy for biharmonic…
We propose a procedure for the numerical approximation of invariance equations arising in the moment matching technique associated with reduced-order modeling of high-dimensional dynamical systems. The Galerkin residual method is employed…
We study the Oliker-Prussner method exploiting its geometric nature. We derive discrete stability and continuous dependence estimates in the max-norm by using a discrete Alexandroff estimate and the Brunn-Minkowski inequality. We show that…
In this paper, we introduce a family of real Monge-Amp\`ere functionals and study their variational properties. We prove a Sobolev type inequality for these functionals and use this to study the existence and uniqueness of some associated…
We present a numerical algorithm for finding real non-negative solutions to polynomial equations. Our methods are based on the expectation maximization and iterative proportional fitting algorithms, which are used in statistics to find…
We present novel approaches for solving Milne's equation, which was introduced in 1930 as an efficient numerical scheme for the Schr\"odinger equation. Milne's equation appears in a wide class of physical problems, ranging from astrophysics…
It is well known that the quadratic-cost optimal transportation problem is formally equivalent to the second boundary value problem for the Monge-Amp\`ere equation. Viscosity solutions are a powerful tool for analysing and approximating…
In this paper, we prove a uniform and sharp estimate for the modulus of continuity of solutions to complex Monge-Amp\`ere equations, using the PDE-based approach developed by the first three authors in their approach to supremum estimates…
In this paper we develop a new a posteriori error analysis for the Monge-Amp\`ere equation approximated by conforming finite element method on isotropic meshes in 2D. The approach utilizes a slight variant of the mixed discretization…
The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…
In this paper, we study a Dirichlet type problem for the non-pluripolar complex Monge - Amp\`ere equation with prescribed singularity on a bounded domain of $\mathbb{C}^n$. We provide a local version for an existence and uniqueness theorem…
In this paper, we propose a new finite element approach, which is different than the classic Babuska-Osborn theory, to approximate Dirichlet eigenvalues. The Dirichlet eigenvalue problem is formulated as the eigenvalue problem of a…
We prove a comparison principle for the pluripotential complex Monge-Amp\`ere flows for the right-hand side of the form $dt \wedge d\mu$ where $d\mu$ is dominated by a Monge-Amp\`ere measure of a bounded plurisubharmonic function. As a…
We apply the Monte Carlo method to solving the Dirichlet problem of linear parabolic equations with fractional Laplacian. This method exploit- s the idea of weak approximation of related stochastic differential equations driven by the…
We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values…
In the present work, firstly, we use a minimax equality to prove the existence of a solution of certain system of varitional equations and we provide a numerical approximation of such a solution. Then, we propose a numerical method to solve…
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…