Convergence rate of a stable, monotone and consistent scheme for the Monge-Ampère equation (Q2412335)
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English | Convergence rate of a stable, monotone and consistent scheme for the Monge-Ampère equation |
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Convergence rate of a stable, monotone and consistent scheme for the Monge-Ampère equation (English)
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23 October 2017
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Summary: We prove a rate of convergence for smooth solutions of the Monge-Ampère equation of a stable, monotone and consistent discretization. We consider the Monge-Ampère equation with a small low order perturbation. With such a perturbation, we can prove uniqueness of a solution to the discrete problem and stability of the discrete solution. The discretization considered is then known to converge to the viscosity solution but no rate of convergence was known.
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rate of convergence
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Monge-Ampère
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monotone scheme
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smooth solution
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