Convergent semi-Lagrangian methods for the Monge-Ampère equation on unstructured grids
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Publication:5347516
DOI10.1137/16M1061709zbMATH Open1362.65117arXiv1602.04758OpenAlexW2280333052MaRDI QIDQ5347516FDOQ5347516
Publication date: 24 May 2017
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Abstract: This paper is concerned with developing and analyzing convergent semi-Lagrangian methods for the fully nonlinear elliptic Monge-Amp`ere equation on general triangular grids. This is done by establishing an equivalent (in the viscosity sense) Hamilton-Jacobi-Bellman formulation of the Monge-Amp`ere equation. A significant benefit of the reformulation is the removal of the convexity constraint from the admissible space as convexity becomes a built-in property of the new formulation. Moreover, this new approach allows one to tap the wealthy numerical methods, such as semi-Lagrangian schemes, for Hamilton-Jacobi-Bellman equations to solve Monge-Amp`ere type equations. It is proved that the considered numerical methods are monotone, pointwise consistent and uniformly stable. Consequently, its solutions converge uniformly to the unique convex viscosity solution of the Monge-Amp`ere Dirichlet problem. A super-linearly convergent Howard's algorithm, which is a Newton type method, is utilized as the nonlinear solver to take advantage of the monotonicity of the scheme. Numerical experiments are also presented to gauge the performance of the proposed numerical method and the nonlinear solver.
Full work available at URL: https://arxiv.org/abs/1602.04758
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convergenceHamilton-Jacobi-Bellman equationviscosity solutionsemi-Lagrangian methodmonotone schemeHoward's algorithmwide stencilMonge-Ampère equation
Nonlinear elliptic equations (35J60) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
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