A damped Newton algorithm for generated Jacobian equations
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Abstract: Generated Jacobian Equations have been introduced by Trudinger [Disc. cont. dyn. sys (2014), pp. 1663-1681] as a generalization of Monge-Amp{`e}re equations arising in optimal transport. In this paper, we introduce and study a damped Newton algorithm for solving these equations in the semi-discrete setting, meaning that one of the two measures involved in the problem is finitely supported and the other one is absolutely continuous. We also present a numerical application of this algorithm to the near-field parallel refractor problem arising in non-imaging problems.
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