Fast finite difference solvers for singular solutions of the elliptic Monge-Ampère equation

DOI10.1016/j.jcp.2010.10.020zbMath1206.65242arXiv1006.5748OpenAlexW2133276356MaRDI QIDQ617484

Adam M. Oberman, Brittany D. Froese

Publication date: 21 January 2011

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.5748

zbMATH Keywords

convergencenumerical exampleNewton's methodsingular solutionsviscosity solutionsconvexity constraintsMonge-Ampère equationsmonotone schemesfully nonlinear elliptic partial differential equationsnonlinear finite difference methods

Mathematics Subject Classification ID

Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite difference methods for boundary value problems involving PDEs (65N06) Quasilinear elliptic equations with mean curvature operator (35J93)

Related Items

Discretization of the 3d monge−ampere operator, between wide stencils and power diagrams, Adaptive finite difference methods for nonlinear elliptic and parabolic partial differential equations with free boundaries, A multigrid scheme for 3D Monge–Ampère equations, A Least-Squares Method for Optimal Transport Using the Monge--Ampère Equation, Numerical solution of the optimal transportation problem using the Monge-Ampère equation, Isogeometric Method for the Elliptic Monge-Ampère Equation, Quadratic finite element approximations of the Monge-Ampère equation, A least-squares method for the inverse reflector problem in arbitrary orthogonal coordinates, Multigrid methods for convergent mixed finite difference scheme for Monge-Ampère equation, Cascadic Newton’s method for the elliptic Monge–Ampère equation, A note on the Monge–Ampère type equations with general source terms, Pointwise rates of convergence for the Oliker-Prussner method for the Monge-Ampère equation, Iterative scheme for solving optimal transportation problems arising in reflector design, Cascadic meshfree method for the elliptic Monge-Ampère equation, Solving Monge-Ampère equation in 2D and 3D by generalized finite difference method, Optimal-Transport--Based Mesh Adaptivity on the Plane and Sphere Using Finite Elements, A Newton Algorithm for Semidiscrete Optimal Transport with Storage Fees, A finite element/operator-splitting method for the numerical solution of the two dimensional elliptic Monge-Ampère equation, An iterative meshfree method for the elliptic monge–ampère equation in 2D, Solving the 2-D elliptic Monge-Ampère equation by a Kansa's method, An accelerated method for nonlinear elliptic PDE, Finite difference methods for the infinity Laplace and \(p\)-Laplace equations, Monotone mixed finite difference scheme for Monge-Ampère equation, The Monge-Ampère trajectory correction for semi-Lagrangian schemes, Data-Driven Optimal Transport, A finite element/operator-splitting method for the numerical solution of the three dimensional Monge-Ampère equation, A convexity enforcing \(C^0\) interior penalty method for the Monge-Ampère equation on convex polygonal domains, Spline element method for Monge-Ampère equations, Newton linearization of the curvature operator in structured grid generation with sample solutions, Solving the Monge–Ampère equations for the inverse reflector problem, On the Numerical Solution of the Dirichlet Problem for the Elliptic $$(\sigma _2)$$ ( σ 2 ) Equation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations
• An augmented Lagrangian approach to the numerical solution of the Dirichlet problem for the elliptic Monge-Ampère equation in two dimensions
• Interior \(W^{2,p}\) estimates for solutions of the Monge-Ampère equation
• Wide stencil finite difference schemes for the elliptic Monge-Ampère equation and functions of the eigenvalues of the Hessian
• An optimal robust equidistribution method for two-dimensional grid adaptation based on Monge-Kantorovich optimization
• The Monge-Ampère equation: various forms and numerical solution
• The generalized Dirichlet problem for equations of Monge-Ampère type
• On the numerical solution of the equation \(\frac{\partial ^ 2z\partial ^ 2z}{\partial x^ 2\partial y^ 2}-(\frac{\partial ^ 2z}{\partial x\partial y})^ 2=f\) and its discretizations. I
• Risk premium and fair option prices under stochastic volatility: the HARA solution.
• Numerical solution of the Monge--Ampère equation by a Newton's algorithm
• A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
• Optimal mass transport for registration and warping
• Numerical optimization for constrained image registration
• The Dirichlet problem for the convex envelope
• Moving Mesh Generation Using the Parabolic Monge–Ampère Equation
• COMPUTING THE CONVEX ENVELOPE USING A NONLINEAR PARTIAL DIFFERENTIAL EQUATION
• Mixed Finite Element Methods for the Fully Nonlinear Monge–Ampère Equation Based on the Vanishing Moment Method
• Two Numerical Methods for the elliptic Monge-Ampère equation
• The dirichlet problem for nonlinear second-order elliptic equations I. Monge-ampégre equation
• User’s guide to viscosity solutions of second order partial differential equations
• Convergent Difference Schemes for Degenerate Elliptic and Parabolic Equations: Hamilton--Jacobi Equations and Free Boundary Problems
• The Monge-Ampère equation