A numerical method for the elliptic Monge-Ampère equation with transport boundary conditions

DOI10.1137/110822372MaRDI QIDQ2909272zbMATH OpenOpenAlexFDO

Authors Brittany D. Froese

Publication date 30 August 2012

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1101.4981

zbMATH Keywords

convergencenumerical examplesfinite difference methodviscosity solutionsoptimal mass transportelliptic partial differential equationMonge-Ampère equation

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Viscosity solutions to PDEs (35D40) Monge-Ampère equations (35J96) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

Abstract: The problem of optimal mass transport arises in numerous applications including image registration, mesh generation, reflector design, and astrophysics. One approach to solving this problem is via the Monge-Amp`ere equation. While recent years have seen much work in the development of numerical methods for solving this equation, very little has been done on the implementation of the transport boundary condition. In this paper, we propose a method for solving the transport problem by iteratively solving a Monge-Amp`ere equation with Neumann boundary conditions. To enable mappings between variable densities, we extend an earlier discretization of the equation to allow for right-hand sides that depend on gradients of the solution [Froese and Oberman, SIAM J. Numer. Anal., 49 (2011) 1692--1714]. This discretization provably converges to the viscosity solution. The resulting system is solved efficiently with Newton's method. We provide several challenging computational examples that demonstrate the effectiveness and efficiency ($O(M)-O(M^{1.3})$ time) of the proposed method.

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• Preface
• Optimization approach for the Monge-Ampère equation
• Convergence framework for the second boundary value problem for the Monge-Ampère equation

Cited in

(39)

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• Higher-order adaptive finite difference methods for fully nonlinear elliptic equations
• Fast \(L^2\) optimal mass transport via reduced basis methods for the Monge-Ampère equation
• Trivariate spline collocation methods for numerical solution to 3D Monge-Ampère equation
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• Inverse reflector design for a point source and far-field target
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• Numerical methods for the hyperbolic Monge-Ampère equation based on the method of characteristics
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• Meshfree finite difference approximations for functions of the eigenvalues of the Hessian
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• A convergent finite difference method for computing minimal Lagrangian graphs
• Data-driven optimal transport
• The second boundary value problem for a discrete Monge-Ampère equation
• Adaptive Solution to Two-Dimensional Partial Differential Equations in Curved Domains Using the Monge--Ampére Equation

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