Numerical solution of the simple Monge-Ampère equation with nonconvex Dirichlet data on nonconvex domains

DOI10.1515/9783110543599-006MaRDI QIDQ4557478zbMATH OpenOpenAlexFDO

Authors Max Jensen

Publication date 23 November 2018

Published in Hamilton-Jacobi-Bellman Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.04653

zbMATH Keywords

Bellman equationMonge-Ampère equationsemi-Lagrangian method

Mathematics Subject Classification ID

Viscosity solutions to PDEs (35D40) Variational methods for second-order elliptic equations (35J20) Monge-Ampère equations (35J96) 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) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Abstract: The existence of a unique numerical solution of the semi-Lagrangian method for the simple Monge-Amp`ere equation is known independently of the convexity of the domain or Dirichlet boundary data -- when the Monge-Amp`ere equation is posed as Bellman problem. However, the convergence to the viscosity solution has only been proved on strictly convex domains. In this paper we provide numerical evidence that convergence of numerical solutions is observed more generally without convexity assumptions. We illustrate how in the limit multi-valued functions may be approximated to satisfy the Dirichlet conditions on the boundary as well as local convexity in the interior of the domain.

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