Related papers: The second boundary value problem for a discrete M…
We consider the problem of minimising the $L^\infty$ norm of a function of the hessian over a class of maps, subject to a mass constraint involving the $L^\infty$ norm of a function of the gradient and the map itself. We assume zeroth and…
We consider the variational discretization of a linear-quadratic optimal control problem with pointwise control and state constraints. In order to allow for a Fr\'echet smooth norm, the problem is reformulated by means of a reflexive…
Using the direct method of the calculus of variations we investigate the existence, uniqueness and continuous dependence on parameters for solutions of second order discrete anisotropic equations with Dirichlet boundary conditions.
We study the vanishing-regularization limit of entropically regularized optimal transport (EOT) for the Euclidean distance cost $c(x,y)=\|x-y\|$ in dimension $d>1$. We develop a comprehensive variational convergence framework that entails…
In this paper we will discuss some new developments in the design of numerical methods for optimal control problems of Lagrangian systems on Lie groups. We will construct these geometric integrators using discrete variational calculus on…
Quantization of the parameters of machine learning models, such as deep neural networks, requires solving constrained optimization problems, where the constraint set is formed by the Cartesian product of many simple discrete sets. For such…
We propose a novel discretization procedure for the classical Euler equation based on the theory of Galois differential algebras and the finite operator calculus developed by G.C. Rota and collaborators. This procedure allows us to define…
We present a technique for proving convergence to the Aleksandrov solution of the Monge-Ampere equation of a stable and consistent finite difference scheme. We also require a notion of discrete convexity with a stability property and a…
In this paper, by means of a standard model problem, we devise an approach to computing approximate dual bounds for use in global optimization of coefficient identification in partial differential equations (PDEs) by, e.g., (spatial)…
This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…
A method for obtaining discretization formulas for the derivatives of a function is presented, which relies on a generalization of divided differences. These modified divided differences essentially correspond to a change of the dependent…
Gradient flows in the Wasserstein space have become a powerful tool in the analysis of diffusion equations, following the seminal work of Jordan, Kinderlehrer and Otto (JKO). The numerical applications of this formulation have been limited…
We introduce an integral representation of the Monge-Amp\`ere equation, which leads to a new finite difference method based upon numerical quadrature. The resulting scheme is monotone and fits immediately into existing convergence proofs…
In this work two-point boundary value problem for one class of second order ordinary differential equations with variable coefficients is solved.
We study the obstacle problem for a nonlocal, degenerate elliptic Monge--Amp\`ere equation. We show existence and regularity of a unique classical solution to the problem and regularity of the free boundary.
We investigate the transportation problem under a Monge cost structure and derive compact formulas for optimal dual solutions based on the northwest-corner rule. As an application illustrating how these formulas yield structural insight…
Optimal transport problems pose many challenges when considering their numerical treatment. We investigate the solution of a PDE-constrained optimisation problem subject to a particular transport equation arising from the modelling of image…
We obtain boundary Holder gradient estimates and regularity for solutions to the linearized Monge-Ampere equations under natural assumptions on the domain, Monge-Ampere measures and boundary data. Our results are affine invariant analogues…
This is a sequel to [1] and [2], which study the second boundary problem for special Lagrangian curvature potential equation. As consequences, we obtain the existence and uniqueness of the smooth uniformly convex solution by the method of…
The theory of viscosity solutions has been effective for representing and approximating weak solutions to fully nonlinear Partial Differential Equations (PDEs) such as the elliptic Monge-Amp\`ere equation. The approximation theory of…