Convergent Finite Difference Solvers for Viscosity Solutions of the Elliptic Monge–Ampère Equation in Dimensions Two and Higher
DOI10.1137/100803092zbMath1255.65195arXiv1007.0765OpenAlexW2019270511MaRDI QIDQ3097476
Brittany D. Froese, Adam M. Oberman
Publication date: 10 November 2011
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1007.0765
convergencenumerical resultsNewton methodviscosity solutionsconvexity constraintsmonotone schemesrelaxation iterationnonlinear finite difference methodselliptic Monge-Ampère equation
Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite difference methods for boundary value problems involving PDEs (65N06) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Viscosity solutions to PDEs (35D40) Monge-Ampère equations (35J96)
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