Related papers: The second boundary value problem for a discrete M…
In this paper we prove the existence and regularity of solutions to the first boundary value problem for Abreu's equation, which is a fourth order nonlinear partial differential equation closely related to the Monge-Ampere equation. The…
In this paper, we develop several related finite dimensional variational principles for discrete optimal transport (DOT), Minkowski type problems for convex polytopes and discrete Monge-Ampere equation (DMAE). A link between the discrete…
In this paper we apply various first and second derivative estimates and barrier constructions from our treatment of oblique boundary value problems for augmented Hessian equations, to the case of Dirichlet boundary conditions. As a result…
This paper investigates the existence of positive solutions for regular discrete second-order single-variable boundary value problems with mixed boundary conditions, including a nonhomogeneous Dirichlet boundary condition, of the form:…
We introduce a novel monotone discretization method for addressing obstacle problems involving the integral fractional Laplacian with homogeneous Dirichlet boundary conditions over bounded Lipschitz domains. This problem is prevalent in…
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…
The first-order approach to boundary value problems for second-order elliptic equations in divergence form with transversally independent complex coefficients in the upper half-space rewrites the equation algebraically as a first-order…
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…
First, we obtain a new formula for Bremermann type upper envelopes, that arise frequently in convex analysis and pluripotential theory, in terms of the Legendre transform of the convex- or plurisubharmonic-envelope of the boundary data.…
The method is proposed for the study of many-point boundary value problems for systems of nonlinear ODE, by reducing them to special equivalent integral equations, and allows us [in contrast with the known method [1]] to consider boundary…
This paper proposes two algorithms to impose seepage boundary conditions in the context of Richards' equation for groundwater flows in unsaturated media. Seepage conditions are non-linear boundary conditions, that can be formulated as a set…
Maximization and minimization problems of the principle eigenvalue for divergence form second order elliptic operators with the Dirichlet boundary condition are considered. The principal eigen map of such elliptic operators is introduced…
In this paper, we continue our investigations into the global theory of oblique boundary value problems for augmented Hessian equations. We construct a global barrier function in terms of an admissible function in a uniform way when the…
We establish a variant of Monge--Kantorovich duality for a constrained optimal transport problem with a continuum of agents, a finite set of alternatives, and general linear constraints. As an application, we revisit the large-market model…
In this paper we consider the stability and convergence of numerical discretizations of the Black-Scholes partial differential equation (PDE) when complemented with the popular linear boundary condition. This condition states that the…
Using min-max inequality we investigate the existence of solutions and thier dependence on parameters for some second order discrete boundary value problem. The approach is based on variational methods and solutions are obtained as saddle…
We investigate a new multi-marginal optimal transport problem arising from a dissociation model in the Strong Interaction Limit of Density Functional Theory. In this short note, we introduce such dissociation model, the corresponding…
We consider an initial and Dirichlet boundary value problem for a semilinear, two dimensional heat equation over a rectangular domain. The problem is discretized in time by a version of the Relaxation Scheme proposed by C. Besse (C. R.…
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…
The purpose of this paper is to introduce a new numerical method to solve multi-marginal optimal transport problems with pairwise interaction costs. The complexity of multi-marginal optimal transport generally scales exponentially in the…