Related papers: Convergence framework for the second boundary valu…
We introduce a convergent finite difference method for solving the optimal transportation problem on the sphere. The method applies to both the traditional squared geodesic cost (arising in mesh generation) and a logarithmic cost (arising…
We propose a two-scale finite element method for the Monge-Amp\`ere equation with Dirichlet boundary condition in dimension $d\ge2$ and prove that it converges to the viscosity solution uniformly. The method is inspired by a finite…
In this paper, we study the Neumann problem of Monge-Amp\`ere equations in Semi-space. For two dimensional case, we prove that its viscosity convex solutions must be a quadratic polynomial. When the space dimension $n\geq 3$, we show that…
In this paper, we prove second derivative estimates together with classical solvability for the Dirichlet problem of certain Monge-Ampere type equations under sharp hypotheses. In particular we assume that the matrix function in the…
We introduce a stochastic version of the optimal transport problem. We provide an analysis by means of the study of the associated Hamilton-Jacobi-Bellman equation, which is set on the set of probability measures. We introduce a new…
Quaternionic Monge-Amp\`{e}re equations have recently been studied intensively using methods from pluripotential theory. We present an alternative approach by using the viscosity methods. We study the viscosity solutions to the Dirichlet…
The Dirichlet problem for complex Monge-Amp\'ere equations with continuous data is considered. In particular, a notion of viscosity solutions is introduced; a comparison principle and a solvability theorem are proved; the equivalence…
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…
This is mostly an exposition, aimed to be accessible to geometers, analysts, and probabilists, of a fundamental recent theorem of R. Berman with recent developments by J. Hultgren, that asserts that the second boundary value problem for the…
The convexity of solutions to boundary value problems for fully nonlinear elliptic partial differential equations (such as real or complex $k$-Hessian equations) is a challenging topic. In this paper, we establish the power convexity of…
We consider a Monge-Amp\`ere functional and its corresponding second boundary value problem, a nonlinear fourth order PDE with two Dirichlet boundary conditions. This problem was solved by Trudinger-Wang and Le under the assumption that the…
We identify a novel connection between a recently introduced pseudo-Riemannian framework for optimal mass transport and the geometry of Monge-Amp\`ere equations. We show this correspondence by application to an example from geophysical…
We study the solvability of the second boundary value problem for a class of highly singular fourth order equations of Monge-Amp\`ere type. They arise in the approximation of convex functionals subject to a convexity constraint using Abreu…
We solve the martingale optimal transport problem for cost functionals represented by optimal stopping problems. The measure-valued martingale approach developed in ArXiv: 1507.02651 allows us to obtain an equivalent infinite-dimensional…
It is well-known that the optimal transport problem on the real line for the classical distance cost may not have a unique solution. In this paper we recover uniqueness by considering the transport problems where the costs are a power…
We propose deep learning methods for classical Monge's optimal mass transportation problems, where where the distribution constraint is treated as penalty terms defined by the maximum mean discrepancy in the theory of Hilbert space…
The quadratically regularized optimal transport problem is empirically known to have sparse solutions: its optimal coupling $\pi_{\varepsilon}$ has sparse support for small regularization parameter $\varepsilon$, in contrast to entropic…
In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as \textit{symmetry} and…
We show that the discrete Sinkhorn algorithm - as applied in the setting of Optimal Transport on a compact manifold - converges to the solution of a fully non-linear parabolic PDE of Monge-Ampere type, in a large-scale limit. The latter…
We consider the initial-boundary value problem for a nonlinear parabolic equation in the one-dimensional interval. This problem is motivated by a mathematical model for moisture transport in porous media. We establish the uniqueness of weak…