Convergent Semi-Lagrangian Methods for the Monge--Ampère Equation on Unstructured Grids

DOI10.1137/16M1061709zbMath1362.65117arXiv1602.04758OpenAlexW2280333052MaRDI QIDQ5347516

Xiaobing Feng, Max Jensen

Publication date: 24 May 2017

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.04758

zbMATH Keywords

convergenceHamilton-Jacobi-Bellman equationviscosity solutionMonge-Ampère equationsemi-Lagrangian methodmonotone schemeHoward's algorithmwide stencil

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Nonlinear elliptic equations (35J60) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite difference methods for boundary value problems involving PDEs (65N06)

Related Items (30)

Convergence of a regularized finite element discretization of the two-dimensional Monge–Ampère equation ⋮ Nonstandard local discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic equations in high dimensions ⋮ Convergence of adaptive discontinuous Galerkin and \(C^0\)-interior penalty finite element methods for Hamilton-Jacobi-Bellman and Isaacs equations ⋮ Rates of Convergence in $W^2_p$-Norm for the Monge--Ampère Equation ⋮ Discontinuous Galerkin and C⁰-IP finite element approximation of periodic Hamilton–Jacobi–Bellman–Isaacs problems with application to numerical homogenization ⋮ Two-scale method for the Monge-Ampère equation: Convergence to the viscosity solution ⋮ Monotone discretization of the Monge–Ampère equation of optimal transport ⋮ Discrete Aleksandrov solutions of the Monge-Ampere equation ⋮ A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs ⋮ Optimal Pointwise Error Estimates for Two-Scale Methods for the Monge--Ampère Equation ⋮ A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions ⋮ Numerical analysis of strongly nonlinear PDEs ⋮ Multigrid methods for convergent mixed finite difference scheme for Monge-Ampère equation ⋮ Stability and guaranteed error control of approximations to the Monge-Ampère equation ⋮ Numerical methods for fully nonlinear and related PDEs. Abstracts from the workshop held June 27 -- July 3, 2021 (hybrid meeting) ⋮ Numerical approximation of planar oblique derivative problems in nondivergence form ⋮ Adaptive \(C^0\) interior penalty methods for Hamilton-Jacobi-Bellman equations with cordes coefficients ⋮ Mixed Finite Element Approximation of the Hamilton--Jacobi--Bellman Equation with Cordes Coefficients ⋮ Convergent Two-Scale Filtered Scheme for the Monge--Ampère Equation ⋮ A Discontinuous Galerkin Finite Element Method fOR Uniformly Elliptic Two Dimensional Oblique Boundary-Value Problems ⋮ A Least-Squares Galerkin Gradient Recovery Method for Fully Nonlinear Elliptic Equations ⋮ Monotone and Second Order Consistent Scheme for the Two Dimensional Pucci Equation ⋮ A recovery-based linear \(C^0\) finite element method for a fourth-order singularly perturbed Monge-Ampère equation ⋮ Monotone mixed finite difference scheme for Monge-Ampère equation ⋮ Second order monotone finite differences discretization of linear anisotropic differential operators ⋮ A convexity enforcing \(C^0\) interior penalty method for the Monge-Ampère equation on convex polygonal domains ⋮ Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains ⋮ A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations ⋮ Unified analysis of discontinuous Galerkin andC⁰-interior penalty finite element methods for Hamilton–Jacobi–Bellman and Isaacs equations ⋮ Two-scale methods for convex envelopes

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