A Numerical Algorithm for a Fully Nonlinear PDE Involving the Jacobian Determinant
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Cites work
- scientific article; zbMATH DE number 45081 (Why is no real title available?)
- A finite element method for nonlinear elliptic problems
- 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
- Convergent finite difference solvers for viscosity solutions of the elliptic Monge-Ampère equation in dimensions two and higher
- On a partial differential equation involving the Jacobian determinant
- On the equation \(\det\nabla{u}=f\) with no sign hypothesis
- On the numerical solution of the Dirichlet problem for the elliptic \((\sigma_2)\) equation
- Recent developments in numerical methods for fully nonlinear second order partial differential equations
- Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations
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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