Related papers: Fast Bellman algorithm for real Monge-Ampere equat…
We propose a novel Bregman descent algorithm for minimizing a convex function that is expressed as the sum of a differentiable part (defined over an open set) and a possibly nonsmooth term. The approach, referred to as the Variable Bregman…
We apply the Monte Carlo method to solving the Dirichlet problem of linear parabolic equations with fractional Laplacian. This method exploit- s the idea of weak approximation of related stochastic differential equations driven by the…
We generalize the Donsker-Varadhan minimax formula for the principal eigenvalue of a uniformly elliptic operator in nondivergence form to the first principal half-eigenvalue of a fully nonlinear operator which is concave (or convex) and…
We address the numerical solution via Galerkin type methods of the Monge-Amp\`ere equation with transport boundary conditions arising in optimal mass transport, geometric optics and computational mesh or grid movement techniques. This fully…
In this paper we show how a second order scalar uniformly elliptic equation on divergence form with measurable coefficients and Dirichlet boundary conditions can be transformed into a first order elliptic system with half-Dirichlet boundary…
We consider the asymptotic behavior of solutions to the Monge--Amp\`ere equations with slow convergence rate at infinity and fulfill previous results under faster convergence rate by Bao--Li--Zhang [Calc. Var PDE. 52(2015). pp. 39-63].…
In this paper, we study the Dirichlet problem for Monge-Amp\`ere type equations for $p$-plurisubharmonic functions on Riemannian manifolds. The $a$ $priori$ estimates up to the second order derivatives of solutions are established. The…
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 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 prove a strong form of the comparison principle for the elliptic Monge-Ampere equation, with a Dirichlet boundary condition interpreted in the viscosity sense. This comparison principle is valid when the equation admits a Lipschitz…
This paper analyzes a regularization scheme of the Monge--Amp\`ere equation by uniformly elliptic Hamilton--Jacobi--Bellman equations. The main tools are stability estimates in the $L^\infty$ norm from the theory of viscosity solutions…
In this paper we investigate the regularity and solvability of solutions to Dirichlet problem for fully non-linear elliptic equations with gradient terms on Hermitian manifolds, which include among others the Monge-Amp\`ere equation for…
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…
The inverse reflector problem arises in geometrical nonimaging optics: Given a light source and a target, the question is how to design a reflecting free-form surface such that a desired light density distribution is generated on the…
The present paper provides two necessary and sufficient conditions for the existence of solutions to the exterior Dirichlet problem of the Monge-Amp\`ere equation with prescribed asymptotic behavior at infinity. By an adapted smooth…
In this article we consider the Dirichlet problem on a bounded domain $\Omega \subset {\bf R}^d$ with respect to a second-order elliptic differential operator in divergence form. We do not assume a divergence condition as in the pioneering…
The elliptic Monge-Amp\`ere equation is a fully nonlinear Partial Differential Equation that originated in geometric surface theory and has been applied in dynamic meteorology, elasticity, geometric optics, image processing and image…
We study a general convex optimization problem, which covers various classic problems in different areas and particularly includes many optimal transport related problems arising in recent years. To solve this problem, we revisit the…
In this paper, we propose some accelerated methods for solving optimization problems under the condition of relatively smooth and relatively Lipschitz continuous functions with an inexact oracle. We consider the problem of minimizing the…
We consider the numerical construction of minimal Lagrangian graphs, which is related to recent applications in materials science, molecular engineering, and theoretical physics. It is known that this problem can be formulated as an…