Meshfree finite difference approximations for functions of the eigenvalues of the Hessian
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Publication:1692302
Abstract: We introduce meshfree finite difference methods for approximating nonlinear elliptic operators that depend on second directional derivatives or the eigenvalues of the Hessian. Approximations are defined on unstructured point clouds, which allows for very complicated domains and a non-uniform distribution of discretisation points. The schemes are monotone, which ensures that they converge to the viscosity solution of the underlying PDE as long as the equation has a comparison principle. Numerical experiments demonstrate convergence for a variety of equations including problems posed on random point clouds, complex domains, degenerate equations, and singular solutions.
This article presents monotone meshfree finite difference methods for approximating a class of nonlinear elliptic partial differential equations that can be written in terms of second directional derivatives and/or the eigenvalues of the Hessian matrix in two dimensions. After reviewing viscosity solutions and a convergence framework for fully nonlinear elliptic equations, the author describes the new meshfree finite difference approximations and presents some convergence results. Some numerical examples are provided in order to show the advantages of the proposed methods.
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(19)- Higher-order adaptive finite difference methods for fully nonlinear elliptic equations
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