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We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method is based on a numerical resolution of the corresponding…

Numerical Analysis · Mathematics 2011-03-02 Louis-Philippe Saumier , Martial Agueh , Boualem Khouider

We consider the numerical solution of the optimal transport problem between densities that are supported on sets of unequal dimension. Recent work by McCann and Pass reformulates this problem into a non-local Monge-Amp\`ere type equation.…

Numerical Analysis · Mathematics 2023-07-14 Matthew A. Cassini , Brittany Froese Hamfeldt

We propose an extension to our monotone and convergent method for the Monge-Amp\`{e}re equation in dimension $d \geq2$, that incorporates the idea of filtered schemes. The method combines our original monotone operator with a more accurate…

Numerical Analysis · Mathematics 2018-07-16 Ricardo H. Nochetto , Dimitrios Ntogkas

As an alternative to PINNs, a Deep Ritz framework is proposed to solve fully nonlinear PDEs. A least-squares algorithm is advocated to decouple the nonlinearities from the variational features of several fully nonlinear PDEs. A splitting…

Numerical Analysis · Mathematics 2026-05-01 Alexandre Caboussat , Martin T. Leclercq , Anna Peruso

On a domain of the n-dimensional Euclidean space, and for an integer k=1,...,n, the k-Hessian equations are fully nonlinear elliptic equations for k >1 and consist of the Poisson equation for k=1 and the Monge-Ampere equation for k=n. We…

Numerical Analysis · Mathematics 2018-08-27 Gerard Awanou

A numerical method for the solution of the elliptic Monge-Ampere Partial Differential Equation, with boundary conditions corresponding to the Optimal Transportation (OT) problem is presented. A local representation of the OT boundary…

Numerical Analysis · Mathematics 2012-08-27 Jean-David Benamou , Brittany D. Froese , Adam M. Oberman

We study the theoretical convergence of the nonlinear least-squares splitting method for the Monge-Amp\`ere equation in which each iteration decouples the pointwise nonlinearity from the differential operator and consists of a local…

Numerical Analysis · Mathematics 2026-02-03 Anna Peruso , Massimo Sorella

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…

Numerical Analysis · Mathematics 2022-12-01 Jake Brusca , Brittany Froese Hamfeldt

We introduce a monotone (degenerate elliptic) discretization of the Monge-Ampere operator, on domains discretized on cartesian grids. The scheme is consistent provided the solution hessian condition number is uniformly bounded. Our approach…

Numerical Analysis · Mathematics 2015-03-04 Jean-Marie Mirebeau

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…

Numerical Analysis · Mathematics 2024-07-03 Dietmar Gallistl , Ngoc Tien Tran

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…

Numerical Analysis · Mathematics 2024-12-20 Michael Neilan , Abner J. Salgado , Wujun Zhang

We study weak quasi-plurisubharmonic solutions to the Dirichlet problem for the complex Monge-Am\`ere equation on a general Hermitian manifold with non-empty boundary. We prove optimal subsolution theorems: for bounded and H\"older…

Differential Geometry · Mathematics 2022-09-26 Slawomir Kolodziej , Ngoc Cuong Nguyen

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…

Numerical Analysis · Mathematics 2012-12-05 Brittany D. Froese , Adam M. Oberman

In this paper, we propose a monotone mixed finite difference scheme for solving the two-dimensional Monge-Amp\`ere equation. In order to accomplish this, we convert the Monge-Amp\`ere equation to an equivalent Hamilton-Jacobi-Bellman (HJB)…

Numerical Analysis · Mathematics 2019-10-08 Yangang Chen , Justin W. L. Wan , Jessey Lin

We are concerned with fully nonlinear elliptic equations on complex manifolds and search for technical tools to overcome difficulties in deriving a priori estimates which arise due to the nontrivial torsion and curvature, as well as the…

Analysis of PDEs · Mathematics 2013-07-01 Bo Guan , Qun Li

In this paper we consider Monge-Amp\`ere equations on compact Hessian manifolds, or equivalently Monge-Amp\`ere equations on certain unbounded convex domains $\Omega\subseteq \mathbb{R}^n$, with a periodicity constraint given by the action…

Differential Geometry · Mathematics 2016-07-12 Jakob Hultgren , Magnus Önnheim

In this paper, we propose a novel neural network framework, the Legendre-Kolmogorov-Arnold Network (Legendre-KAN) method, designed to solve fully nonlinear Monge-Amp\`ere equations with Dirichlet boundary conditions. The architecture…

Numerical Analysis · Mathematics 2025-04-08 Bingcheng Hu , Lixiang Jin , Zhaoxiang Li

We prove sharp uniform estimates for strong supersolutions of a large class of fully nonlinear degenerate elliptic complex equations. Our findings rely on ideas of Kuo and Trudinger who dealt with degenerate linear equations in the real…

Analysis of PDEs · Mathematics 2020-11-04 Soufian Abja , Sławomir Dinew , Guillaume Olive

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.…

Numerical Analysis · Mathematics 2018-04-13 Gerard Awanou , Hengguang Li , Eric Malitz

We solve the Dirichlet problem for the quaternionic Monge-Amp\`ere equation with a continuous boundary data and the right hand side in $L^p$ for $p>2$. This is the optimal bound on $p$. We prove also that the local integrability exponent of…

Complex Variables · Mathematics 2020-09-16 Marcin Sroka