Related papers: A Convergent Quadrature Based Method For The Monge…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
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 article, we report the results we obtained when investigating the numerical solution of some nonlinear eigenvalue problems for the Monge-Amp\`{e}re operator $v\rightarrow \det \mathbf{D}^2 v$. The methodology we employ relies on the…
Arbitrary high order numerical methods for time-harmonic acoustic scattering problems originally defined on unbounded domains are constructed. This is done by coupling recently developed high order local absorbing boundary conditions (ABCs)…
The existence and multiplicity and nonexistence of nontrivial radial convex solutions of systems of Monge-Amp\`ere equations are established with superlinearity or sublinearity assumptions for an appropriately chosen parameter. The proof of…
It is widely acknowledged that the convergence proof of the error in the $l_{\infty}$ norm of the high-order finite difference method (FDM) and finite element method (FEM) in 2D is challenging. In this paper, we derive the sixth-order…
We prove a convergence result for a natural discretization of the Dirichlet problem of the elliptic Monge-Ampere equation using finite dimensional spaces of piecewise polynomial C0 or C1 functions. Standard discretizations of the type…
We present two numerical methods for the fully nonlinear elliptic Monge-Ampere equation. The first is a pseudo transient continuation method and the second is a pure pseudo time marching method. The methods are proven to converge to a…
We consider a PDE approach to numerically solving the reflector antenna problem by solving an Optimal Transport problem on the unit sphere with cost function $c(x,y) = -2\log \left\Vert x - y \right\Vert$. At each point on the sphere, we…
The alternating minimization (AM) method is a fundamental method for minimizing convex functions whose variable consists of two blocks. How to efficiently solve each subproblems when applying the AM method is the most concerned task. In…
The present paper studies a kind of robust optimization problems with constraint. The problem is formulated through Backward Stochastic Differential Equations (BSDEs) with quadratic generators. A necessary condition is established for the…
A well-balanced second-order finite volume scheme is proposed and analyzed for a 2 X 2 system of non-linear partial differential equations which describes the dynamics of growing sandpiles created by a vertical source on a flat, bounded…
This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…
We develop discrete $W^2_p$-norm error estimates for the Oliker-Prussner method applied to the Monge-Amp\`ere equation. This is obtained by extending discrete Alexandroff estimates and showing that the contact set of a nodal function…
The purpose of this paper is to analyze an efficient method for the solution of the nonlinear system resulting from the discretization of the elliptic Monge-Amp\`ere equation by a $C^0$ interior penalty method with Lagrange finite elements.…
We present a proof of strict $g$-convexity in 2D for solutions of generated Jacobian equations with a $g$-Monge-Amp\`ere measure bounded away from 0. Subsequently this implies $C^1$ differentiability in the case of a $g$-Monge-Amp\`ere…
We present three novel forms of the Monge-Ampere equation, which is used, e.g., in image processing and in reconstruction of mass transportation in the primordial Universe. The central role in this paper is played by our Fourier integral…
We develop an $\e$-regularity theory at the boundary for a general class of Monge-Amp\`ere type equations arising in optimal transportation. As a corollary we deduce that optimal transport maps between H\"older densities supported on $C^2$…
In this paper, we consider finite difference approximations of the second order wave equation. We use finite difference operators satisfying the summation-by-parts property to discretize the equation in space. Boundary conditions and grid…
A gradient estimate for complex Monge-Amp\`ere equations which improves in some respects on known estimates is proved using the ABP maximum principle.