Convergent Finite Difference Solvers for Viscosity Solutions of the Elliptic Monge–Ampère Equation in Dimensions Two and Higher (Q3097476)

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Convergent Finite Difference Solvers for Viscosity Solutions of the Elliptic Monge–Ampère Equation in Dimensions Two and Higher
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    Convergent Finite Difference Solvers for Viscosity Solutions of the Elliptic Monge–Ampère Equation in Dimensions Two and Higher (English)
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    10 November 2011
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    convergence
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    nonlinear finite difference methods
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    viscosity solutions
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    monotone schemes
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    convexity constraints
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    elliptic Monge-Ampère equation
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    Newton method
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    relaxation iteration
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    numerical results
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