A Numerical Algorithm for a Fully Nonlinear PDE Involving the Jacobian Determinant
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Publication:5264838
DOI10.1007/978-3-319-10705-9_14zbMATH Open1328.65234OpenAlexW2181910105MaRDI QIDQ5264838FDOQ5264838
Authors: Alexandre Caboussat, Roland Glowinski
Publication date: 28 July 2015
Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)
Full work available at URL: http://hesso.tind.io/record/584/files/Texte%20int%C3%A9gral.pdf
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Cites Work
- Title not available (Why is that?)
- Recent developments in numerical methods for fully nonlinear second order partial differential equations
- A finite element method for nonlinear elliptic problems
- On a partial differential equation involving the Jacobian determinant
- Convergent finite difference solvers for viscosity solutions of the elliptic Monge-Ampère equation in dimensions two and higher
- Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations
- On the equation \(\det\nabla{u}=f\) with no sign hypothesis
- A least-squares method for the numerical solution of the Dirichlet problem for the elliptic Monge-Ampère equation in dimension two
- A quadratically constrained minimization problem arising from PDE of Monge-Ampère type
- On the numerical solution of the Dirichlet problem for the elliptic \((\sigma_2)\) equation
Cited In (3)
- Analytical Jacobian-vector products for the matrix-free time integration of partial differential equations
- A least-squares method for the solution of the non-smooth prescribed Jacobian equation
- An alternating direction method of multipliers for the numerical solution of a fully nonlinear partial differential equation involving the Jacobian determinant
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