Publications
Preprints
Convergence rates for difference schemes for fully nonlinear parabolic equations, ConvergenceSchemes.pdf
(with Luis Silvestre) The Dirichlet Problem for the Convex Envelope, ConvexEnvelopeDirichlet.pdf
Published
Computing the convex envelope using a nonlinear partial differential equation, Mathematical Models and Methods in Applied Sciences (M3AS), Vol. 18. No 5 (2008) 759-780 ConvexEnvelopeNumericsM3AS.pdf
Wide stencil finite difference schemes for the elliptic Monge-Ampere equation and functions of the eigenvalues of the Hessian, Discrete and Continuous Dynamical Systems series B (DCDS B) Volume 10, Number 1, Jully 2008 (221-238) Eigenvalues.pdf
An explicit solution of the Lipschitz Extension Problem, to appear in Proc. Amer. Math. Soc. ILExtension.pdf
The convex envelope is the solution of a nonlinear obstacle problem, Proc. Amer. Math. Soc. 135 (2007), no. 6, 1689--1694 ConvexEnvelope.pdf
Convergent Difference Schemes for Nonlinear Elliptic and Parabolic Equations: Hamilton-Jacobi Equations and Free Boundary Problems SIAM Journal on Numerical Analysis, Vol 44 (2006) No. 2 pp. 879-895. ObermanSinum.pdf
(with Diogo Gomes) Computing the Effective Hamiltonian using a Variational Approach, Proceedings of the Joint 44th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC'05), Seville, Spain, December 12-15 (2005).
A convergent difference scheme for the infinity Laplacian: construction of absolutely minimizing Lipschitz extensions Mathematics of Compuptation. 74 (2005) Number 251, 1217-1230. InfinityLaplacian.pdf
A convergent monotone difference scheme for motion of level sets by mean curvature Numerische Mathematik, Volume 99 (2004) Number 2 pages 365-379. MeanCurvature.pdf
(with Robert McCann) Exact semigeostrophic flows in an elliptical basin Nonlinearity, Volume 17 pages 1891-1922 (2004). ObermanMcCann.pdf
(with Diogo Gomes) Computing the effective Hamiltonian using a variational approach, SIAM Journal on Control and Optimization, Volume 43 (2004) Number 3 pages 793-812. ObermanGomes.pdf
(with T. Zariphopoulou) Pricing early exercise contracts in incomplete markets, Computational Management Science, Vol 1 Issue 1 December (2003) pages 75-107. ObermanZariphopoulou.pdf
(with P. Constantin, A. Kiselev, and L. Ryzhik) Bulk burning rate in passive-reactive diffusion, Archive for Rational Mechanics, 154 (2000), 53-91. ObermanBulkBurning.pdf