Convergence of finite difference schemes to the Aleksandrov solution of the Monge-Ampère equation (Q312548)

The article is concerned with finite difference approximations to convex continuous solutions (Aleksandrov solutions) of the Dirichlet problem for the Monge-Ampère equation, defined via the Monge-Ampère measure. For a suitably defined family of discrete Monge-Ampère measures, it is proved under consistency and stability assumptions that the convex discrete solutions converge, uniformly on compact sets, to the (convex) continuous solution. Furthermore, an iterative method is proposed which gives convergence to the discrete solution for any fixed \(h\). A numerical example illustrates the results.