On standard finite difference discretizations of the elliptic Monge-Ampère equation
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Publication:2014041
Abstract: Given an orthogonal lattice with mesh length h on a bounded convex domain, we propose to approximate the Aleksandrov solution of the Monge-Ampere equation by regularizing the data and discretizing the equation in a subdomain using the standard finite difference method. The Dirichlet data is used to approximate the solution in the remaining part of the domain. We prove the uniform convergence on compact subsets of the solution of the discrete problems to an approximate problem on the subdomain. The result explains the behavior of methods based on the standard finite difference method and designed to numerically converge to non-smooth solutions. We propose an algorithm which for smooth solutions appears faster than the popular Newton's method with a high accuracy for non smooth solutions. The convergence of the algorithm is independent of how close to the numerical solution the initial guess is, upon rescaling the equation and given a user's measure of the closeness of an initial guess.
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Cited in
(9)- Convergence of a regularized finite element discretization of the two-dimensional Monge–Ampère equation
- Trivariate spline collocation methods for numerical solution to 3D Monge-Ampère equation
- A meshfree method for solving the Monge-Ampère equation
- A nonlinear least-squares convexity enforcing \(C^0\) interior penalty method for the Monge-Ampère equation on strictly convex smooth planar domains
- Standard finite elements for the numerical resolution of the elliptic Monge–Ampère equation: Aleksandrov solutions
- Convergence of finite difference schemes to the Aleksandrov solution of the Monge-Ampère equation
- Quadratic mixed finite element approximations of the Monge-Ampère equation in 2D
- Spline element method for Monge-Ampère equations
- A Newton div-curl least-squares finite element method for the elliptic Monge-Ampère equation
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