Rates of convergence in W^2_p-norm for the Monge-Ampère equation

DOI10.1137/17M1160409MaRDI QIDQ4554048zbMATH OpenOpenAlexFDO

Authors Michael Neilan, Wujun Zhang

Publication date 7 November 2018

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.02492

zbMATH Keywords

\(W^2_p\) error estimatediscrete Alexandroff maximum principleMonge-Ampère equation

Mathematics Subject Classification ID

Maximum principles in context of PDEs (35B50) Weak solutions to PDEs (35D30) 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) Error bounds for boundary value problems involving PDEs (65N15)

Abstract: We develop discrete $W_p^2$-norm error estimates for the Oliker-Prussner method applied to the Monge-Amp`ere equation. This is obtained by extending discrete Alexandroff estimates and showing that the contact set of a nodal function contains information on its second order difference. In addition, we show that the size of the complement of the contact set is controlled by the consistency of the method. Combining both observations, we show that the error estimate $|u-u_h{|}_{W_p^2}leqC{h}^{1/p}$ if $p>d$ and $$ if $pleqd$. Here the constant $C$ depends on $$, the dimension $d$, and the constant $p$. Numerical examples are given in two space dimensions and confirm that the estimate is sharp in several cases.

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Cited in

(9)

• Pointwise rates of convergence for the Oliker-Prussner method for the Monge-Ampère equation
• On the weak convergence of Monge-Ampère measures for discrete convex mesh functions
• A convexity enforcing C^0 interior penalty method for the Monge-Ampère equation on convex polygonal domains
• Convergence rates for discretized Monge-Ampère equations and quantitative stability of optimal transport
• Asymptotic behavior of solutions to the Monge-Ampère equations with slow convergence rate at infinity
• 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
• A nonlinear least-squares convexity enforcing C^0 interior penalty method for the Monge-Ampère equation on strictly convex smooth planar domains
• Quantitative stability in optimal transport for general power costs

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