Related papers: Extremal Alexandrov estimates: singularities, obst…
We introduce a max-plus analogue of the Petrov-Galerkin finite element method to solve finite horizon deterministic optimal control problems. The method relies on a max-plus variational formulation. We show that the error in the sup norm…
Capturing the dependence structure of multivariate extreme events is a major concern in many fields involving the management of risks stemming from multiple sources, e.g. portfolio monitoring, insurance, environmental risk management and…
In this note we prove the Borel Conjecture for closed, irreducible and sufficiently collapsed three-dimensional Alexandrov spaces. We also pose several questions related to characterization of fundamental groups of three-dimensional…
Solutions to conservation laws satisfy the monotonicity property: the number of local extrema is a non-increasing function of time, and local maximum/minimum values decrease/increase monotonically in time. This paper investigates this…
We study optimal solutions to an abstract optimization problem for measures, which is a generalization of classical variational problems in information theory and statistical physics. In the classical problems, information and relative…
Sharp lower and upper uniform estimates are obtained for fundamental frequencies of $p$-Laplace type operators generated by quadratic forms. Optimal constants are exhibited, rigidity of the upper estimate is proved, anisotropic…
We consider the Monge problem of optimal transport between a compactly supported source measure and a target probability measure with unbounded support. We consider the convergence of optimal maps and potential functions when the target…
A geometric setup for constrained variational calculus is presented. The analysis deals with the study of the extremals of an action functional defined on piecewise differentiable curves, subject to differentiable, non-holonomic…
The total disaster may be controllable if not preventable. We will explore this phenomenon for singularities in metric spaces. A point in an $n$-dimensional Alexandrov space is called regular if its tangent cone is isometric to $\mathbb…
We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…
We deal with the problem of the adaptive estimation of the $\mathbb{L}_2$-norm of a probability density on $\mathbb{R}^d$, $d\geq 1$, from independent observations. The unknown density is assumed to be uniformly bounded and to belong to the…
Under general multivariate regular variation conditions, the extreme Value-at-Risk of a portfolio can be expressed as an integral of a known kernel with respect to a generally unknown spectral measure supported on the unit simplex. The…
We demonstrate that $C^{2,\alpha}$ estimates for the Monge-Amp\`{e}re equation depend in a highly nonlinear way both on the $C^{\alpha}$ norm of the right-hand side and $1/\alpha$. First, we show that if a solution is strictly convex, then…
We introduce a new geometric invariant called the obtuse constant of spaces with curvature bounded below. We first find relations between this invariant and the normalized volume. We also discuss the case of maximal obtuse constant equal to…
We consider non-parametric estimation problems in the presence of dependent data, notably non-parametric regression with random design and non-parametric density estimation. The proposed estimation procedure is based on a dimension…
Alexandrov's Theorem states that every metric with the global topology and local geometry required of a convex polyhedron is in fact the intrinsic metric of a unique convex polyhedron. Recent work by Bobenko and Izmestiev describes a…
We consider a Monge-Amp\`ere functional and its corresponding second boundary value problem, a nonlinear fourth order PDE with two Dirichlet boundary conditions. This problem was solved by Trudinger-Wang and Le under the assumption that the…
We analyze the conforming approximation of the time-harmonic Maxwell's equations using N\'ed\'elec (edge) finite elements. We prove that the approximation is asymptotically optimal, i.e., the approximation error in the energy norm is…
This paper aims first at a simultaneous axiomatic presentation of the proof of optimal convergence rates for adaptive finite element methods and second at some refinements of particular questions like the avoidance of (discrete) lower…
We study the non-Archimedean Monge-Amp\`ere equation on a smooth projective variety over a discretely or trivially valued field. First, we give an example of a Green's function, associated to a divisorial valuation, which is not Q-PL (i.e.…