Alessio Figalli

  1. Second order stability for the Monge-Ampere equation and strong Sobolev convergence of optimal transport maps.

    Authors: Alessio Figalli, Guido De Philippis
    Subjects: Analysis of PDEs
    Abstract

    The aim of this note is to show that Alexandrov solutions of the Monge-Ampere
    equation, with right hand side bounded away from zero and infinity, converge
    strongly in $W^{2,1}_{loc}$ if their right hand side converge strongly in
    $L^1_{loc}$. As a corollary we deduce strong $W^{1,1}_{loc}$ stability of
    optimal transport maps.

  2. A note on interior $W^{2,1+\varepsilon}$ estimates for the Monge-Ampere equation.

    Authors: Alessio Figalli, Guido De Philippis, Ovidiu Savin
    Subjects: Analysis of PDEs
    Abstract

    By a variant of the techniques introduced by the first two authors in [DF] to
    prove that second derivatives of solutions to the Monge-Ampere equation are
    locally in $L\log L$, we obtain interior $W^{2,1+\varepsilon}$ estimates.

  3. Regularity of solutions to the parabolic fractional obstacle problem.

    Authors: Alessio Figalli, Luis Caffarelli
    Subjects: Analysis of PDEs
    Abstract

    In this paper we study a parabolic version of the fractional obstacle
    problem, proving almost optimal regularity for the solution. This problem is
    motivated by an American option model proposed by Menton which introduces, into
    the theory of option evaluation, discontinuous paths in the dynamics of the
    stock's prices.

  4. Non-Local Tug-of-War and the Infinity Fractional Laplacian.

    Authors: Alessio Figalli, Clayton Bjorland, Luis Caffarelli
    Subjects: Analysis of PDEs
    Abstract

    Motivated by the "tug-of-war" game studied in [12], we consider a "non-local"
    version of the game which goes as follows: at every step two players pick
    respectively a direction and then, instead of flipping a coin in order to
    decide which direction to choose and then moving of a fixed amount $\epsilon>0$
    (as is done in the classical case), it is a $s$-stable Levy process which
    chooses at the same time both the direction and the distance to travel.
    Starting from this game, we heuristically we derive a deterministic non-local
    integro-differential equation that we call "infinity fractional

  5. When is multidimensional screening a convex program?.

    Authors: Robert J. McCann, Alessio Figalli, Young-Heon Kim
    Subjects: Optimization and Control
    Abstract

    A principal wishes to transact business with a multidimensional distribution
    of agents whose preferences are known only in the aggregate. Assuming a twist
    (= generalized Spence-Mirrlees single-crossing) hypothesis and that agents can
    choose only pure strategies, we identify a structural condition on the
    preference b(x,y) of agent type x for product type y -- and on the principal's
    costs c(y) -- which is necessary and sufficient for reducing the profit
    maximization problem faced by the principal to a convex program.

  6. Continuity and injectivity of optimal maps for non-negatively cross-curved costs.

    Authors: Robert J. McCann, Alessio Figalli, Young-Heon Kim
    Subjects: Analysis of PDEs
    Abstract

    Consider transportation of one distribution of mass onto another, chosen to
    optimize the total expected cost, where cost per unit mass transported from x
    to y is given by a smooth function c(x,y).

  7. Mass Transportation on Sub-Riemannian Manifolds.

    Authors: Alessio Figalli, Ludovic Rifford
    Subjects: Optimization and Control
    Abstract

    We study the optimal transport problem in sub-Riemannian manifolds where the
    cost function is given by the square of the sub-Riemannian distance. Under
    appropriate assumptions, we generalize Brenier-McCann's Theorem proving
    existence and uniqueness of the optimal transport map. We show the absolute
    continuity property of Wassertein geodesics, and we address the regularity
    issue of the optimal map. In particular, we are able to show its approximate
    differentiability a.e.

  8. Some new well-posedness results for continuity and transport equations, and applications to the chromatography system.

    Authors: Luigi Ambrosio, Gianluca Crippa, Alessio Figalli, Laura V. Spinolo
    Subjects: Analysis of PDEs
    Abstract

    We obtain various new well-posedness results for continuity and transport
    equations, among them an existence and uniqueness theorem (in the class of
    strongly continuous solutions) in the case of nearly incompressible vector
    fields, possibly having a blow-up of the BV norm at the initial time. We apply
    these results (valid in any space dimension) to the k x k chromatography system
    of conservation laws and to the k x k Keyfitz and Kranzer system, both in one
    space dimension.

  9. Some new well-posedness results for continuity and transport equations, and applications to the chromatography system.

    Authors: Luigi Ambrosio, Gianluca Crippa, Alessio Figalli, Laura V. Spinolo
    Subjects: Analysis of PDEs
    Abstract

    We obtain various new well-posedness results for continuity and transport
    equations, among them an existence and uniqueness theorem (in the class of
    strongly continuous solutions) in the case of nearly incompressible vector
    fields, possibly having a blow-up of the BV norm at the initial time. We apply
    these results (valid in any space dimension) to the k x k chromatography system
    of conservation laws and to the k x k Keyfitz and Kranzer system, both in one
    space dimension.

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