Monotone mixed finite difference scheme for Monge-Ampère equation
From MaRDI portal
Publication:1785517
DOI10.1007/s10915-018-0685-yzbMath1402.65133arXiv1608.00644OpenAlexW3124713396MaRDI QIDQ1785517
Justin W. L. Wan, Jessey Lin, Yangang Chen
Publication date: 28 September 2018
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.00644
Hamilton-Jacobi-Bellman equationsfinite difference methodsnonlinear elliptic partial differential equationsviscosity solutionsMonge-Ampère equationsmonotone schemesmixed schemes
Finite difference methods for boundary value problems involving PDEs (65N06) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Monge-Ampère equations (35J96)
Related Items
Monotone discretization of the Monge–Ampère equation of optimal transport, A C0 linear finite element method for a second‐order elliptic equation in non‐divergence form with Cordes coefficients, A Convergent Quadrature-Based Method for the Monge–Ampère Equation, A Reconstructed Discontinuous Approximation to Monge-Ampère Equation in Least Square Formulation, Multigrid methods for image registration model based on optimal mass transport, Improved Accuracy of Monotone Finite Difference Schemes on Point Clouds and Regular Grids, High Order Bellman Equations and Weakly Chained Diagonally Dominant Tensors
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fast finite difference solvers for singular solutions of the elliptic Monge-Ampère equation
- Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations
- Wide stencil finite difference schemes for the elliptic Monge-Ampère equation and functions of the eigenvalues of the Hessian
- On the numerical solution of the equation \(\frac{\partial ^ 2z\partial ^ 2z}{\partial x^ 2\partial y^ 2}-(\frac{\partial ^ 2z}{\partial x\partial y})^ 2=f\) and its discretizations. I
- Nonoverlapping domain decomposition preconditioners for discontinuous Galerkin approximations of Hamilton-Jacobi-Bellman equations
- Numerical methods for fully nonlinear elliptic equations of the Monge-Ampère type
- Discrete maximum principle for finite-difference operators
- Weakly Chained Matrices, Policy Iteration, and Impulse Control
- Semi-Lagrangian schemes for linear and fully non-linear diffusion equations
- A Finite Element Method for Nonlinear Elliptic Problems
- 𝒞⁰ penalty methods for the fully nonlinear Monge-Ampère equation
- Convergent Finite Difference Solvers for Viscosity Solutions of the Elliptic Monge–Ampère Equation in Dimensions Two and Higher
- Two Numerical Methods for the elliptic Monge-Ampère equation
- Some Convergence Results for Howard's Algorithm
- On Finite Element Methods for Fully Nonlinear Elliptic Equations of Second Order
- Maximal Use of Central Differencing for Hamilton–Jacobi–Bellman PDEs in Finance
- Viscosity Solutions of Hamilton-Jacobi Equations
- User’s guide to viscosity solutions of second order partial differential equations
- Monge Ampère Equation: Applications to Geometry and Optimization
- An unconditionally monotone numerical scheme for the two-factor uncertain volatility model
- On Two-Sided Bounds Related to Weakly Diagonally Dominant M-Matrices with Application to Digital Circuit Dynamics
- Convergent Filtered Schemes for the Monge--Ampère Partial Differential Equation
- Convergent Semi-Lagrangian Methods for the Monge--Ampère Equation on Unstructured Grids
- Control of a Solution of a Stochastic Integral Equation
- Monotone and consistent discretization of the Monge-Ampère operator
- The Monge-Ampère equation