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

DOI10.1137/110822372zbMATH Open1252.65180arXiv1101.4981OpenAlexW2962678797MaRDI QIDQ2909272FDOQ2909272

Authors: Brittany D. Froese 

Publication date: 30 August 2012

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

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.

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

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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

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)

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