Related papers: The second boundary value problem for a discrete M…
In this article, firstly we develop a method for a type of difference equations, applicable to solve approximately a class of first order ordinary differential equation systems. In a second step, we apply the results obtained to solve a…
We prove regularity for a class of boundary value problems for first order elliptic systems, with boundary conditions determined by spectral decompositions, under coefficient differentiability conditions weaker than previously known. We…
We review recent advances in the numerical analysis of the Monge-Amp\`ere equation. Various computational techniques are discussed including wide-stencil finite difference schemes, two-scaled methods, finite element methods, and methods…
In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…
A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…
In this paper we introduce a new class of finite element discretizations of the quadratic optimal transport problem based on its dynamical formulation. These generalize to the finite element setting the finite difference scheme proposed by…
We derive a second-order ordinary differential equation (ODE) which is the limit of Nesterov's accelerated gradient method. This ODE exhibits approximate equivalence to Nesterov's scheme and thus can serve as a tool for analysis. We show…
We report a new analytical method for solution of a wide class of second-order differential equations with eigenvalues replaced by arbitrary functions. Such classes of problems occur frequently in Quantum Mechanics and Optics. This approach…
In this paper, we establish local and global regularity estimates for linearized Monge-Amp\`ere equations in divergence form via critical Lorentz space estimates for the Green's function of the linearized Monge-Amp\`ere operator and its…
In this paper, we propose a trigonometric-interpolation approach for solutions of second order nonlinear ODEs with mixed boundary conditions. The method interpolates secondary derivative $y''$ of a target solution $y$ by a trigonometric…
We consider a system of PDEs of Monge-Kantorovich type that, in the isotropic case, describes the stationary configurations of two-layers models in granular matter theory with a general source and a general boundary data. We propose a new…
By constructing appropriate smooth, possibly non-convex supersolutions, we establish sharp lower bounds near the boundary for the modulus of nontrivial solutions to singular and degenerate Monge-Amp\`ere equations of the form $\det D^2 u…
We consider the problem of finding consistent upper price bounds and super replication strategies for exotic options, given the observation of call prices in the market. This field of research is called model-independent finance and has…
By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry…
We consider a proximal operator given by a quadratic function subject to bound constraints and give an optimization algorithm using the alternating direction method of multipliers (ADMM). The algorithm is particularly efficient to solve a…
The Guillemin boundary condition naturally appears in the study of K\"ahler geometry of toric manifolds. In the present paper, the following Guillemin boundary value problem is investigated \begin{align} \label{eq1} &\det D^2…
This paper solves the two-dimensional Dirichlet problem for the Monge-Amp\`ere equation by a strong meshless collocation technique that uses a polynomial trial space and collocation in the domain and on the boundary. Convergence rates may…
The Szymanzik improvement program for gauge theories is most commonly implemented using forward finite difference corrections to the Wilson action. Central symmetric schemes naively applied, suffer from a doubling of degrees of freedom,…
We derive a reformulation of the linearized Arnowitt-Deser-Misner (ADM) equations as a Hodge-Dirac wave system with the divdiv complex, addressing challenges in numerical relativity such as gauge fixing, constraint propagation, and tensor…
A new method of solving third-order ordinary complex differential equations (OCDEs) by generalizing Prelle-Singer. The idea which is a procedure for finding the solution for second-order differential equations in the real domain. We have…