Discretization of the 3D Monge-Ampere operator, between wide stencils and power diagrams
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Publication:3449167
Maximum principles in context of PDEs (35B50) Nonlinear elliptic equations (35J60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)
Abstract: We introduce a monotone (degenerate elliptic) discretization of the Monge-Ampere operator, on domains discretized on cartesian grids. The scheme is consistent provided the solution hessian condition number is uniformly bounded. Our approach enjoys the simplicity of the Wide Stencil method, but significantly improves its accuracy using ideas from discretizations of optimal transport based on power diagrams. We establish the global convergence of a damped Newton solver for the discrete system of equations. Numerical experiments, in three dimensions, illustrate the scheme efficiency.
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Cited in
(26)- A Newton algorithm for semidiscrete optimal transport with storage fees
- An algorithm for optimal transport between a simplex soup and a point cloud
- A Lagrangian scheme à la Brenier for the incompressible Euler equations
- Optimal transport: discretization and algorithms
- Discrete Aleksandrov solutions of the Monge-Ampère equation
- Monotone and consistent discretization of the Monge-Ampère operator
- A finite element/operator-splitting method for the numerical solution of the three dimensional Monge-Ampère equation
- Semi-discrete optimal transport: hardness, regularization and numerical solution
- A Convergent Quadrature-Based Method for the Monge–Ampère Equation
- Domain decomposition methods for the Monge-Ampère equation
- Two-scale method for the Monge-Ampère equation: convergence to the viscosity solution
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- Monotone discretization of the Monge-Ampère equation of optimal transport
- Rates of convergence in \(W^2_p\)-norm for the Monge-Ampère equation
- Minimal convex extensions and finite difference discretisation of the quadratic Monge-Kantorovich problem
- Optimal pointwise error estimates for two-scale methods for the Monge-Ampère equation
- A note on the Monge-Ampère type equations with general source terms
- Convergent approximation of non-continuous surfaces of prescribed Gaussian curvature
- Convergent finite difference methods for fully nonlinear elliptic equations in three dimensions
- Second-order in time schemes for gradient flows in Wasserstein and geodesic metric spaces
- Numerical analysis of strongly nonlinear PDEs
- The second boundary value problem for a discrete Monge-Ampère equation
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