Convergent finite difference solvers for viscosity solutions of the elliptic Monge-Ampère equation in dimensions two and higher
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Publication:3097476
DOI10.1137/100803092zbMATH Open1255.65195arXiv1007.0765OpenAlexW2019270511MaRDI QIDQ3097476FDOQ3097476
Authors: Brittany D. Froese, Adam Oberman 
Publication date: 10 November 2011
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Abstract: The elliptic Monge-Amp`ere equation is a fully nonlinear Partial Differential Equation that originated in geometric surface theory and has been applied in dynamic meteorology, elasticity, geometric optics, image processing and image registration. Solutions can be singular, in which case standard numerical approaches fail. Novel solution methods are required for stability and convergence to the weak (viscosity) solution. In this article we build a wide stencil finite difference discretization for the MA equation. The scheme is monotone, so the Barles-Souganidis theory allows us to prove that the solution of the scheme converges to the unique viscosity solution of the equation. Solutions of the scheme are found using a damped Newton's method. We prove convergence of Newton's method and provide a systematic method to determine a starting point for the Newton iteration. Computational results are presented in two and three dimensions, which demonstrates the speed and accuracy of the method on a number of exact solutions, which range in regularity from smooth to non-differentiable.
Full work available at URL: https://arxiv.org/abs/1007.0765
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convergencenumerical resultsviscosity solutionsNewton methodmonotone schemesrelaxation iterationconvexity constraintsnonlinear finite difference methodselliptic Monge-Ampère equation
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) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)
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