Convergence framework for the second boundary value problem for the Monge-Ampère equation
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Viscosity solutions to PDEs (35D40) Nonlinear boundary value problems for nonlinear elliptic equations (35J66) 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)
Abstract: It is well known that the quadratic-cost optimal transportation problem is formally equivalent to the second boundary value problem for the Monge-Amp`ere equation. Viscosity solutions are a powerful tool for analysing and approximating fully nonlinear elliptic equations. However, we demonstrate that this nonlinear elliptic equation does not satisfy a comparison principle and thus existing convergence frameworks for viscosity solutions are not valid. We introduce an alternative PDE that couples the usual Monge-Amp`ere equation to a Hamilton-Jacobi equation that restricts the transportation of mass. We propose a new interpretation of the optimal transport problem in terms of viscosity subsolutions of this PDE. Using this reformulation, we develop a framework for proving convergence of a large class of approximation schemes for the optimal transport problem. Examples of existing schemes that fit within this framework are discussed.
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- Weak solutions of Monge-Ampère type equations in optimal transportation
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