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

DOI10.1016/J.JCP.2010.10.020zbMATH Open1206.65242arXiv1006.5748OpenAlexW2133276356MaRDI QIDQ617484FDOQ617484

Adam Oberman, Brittany D. Froese

Publication date: 21 January 2011

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

Abstract: The elliptic Monge-Ampere equation is a fully nonlinear Partial Differential Equation which originated in geometric surface theory, and has been applied in dynamic meteorology, elasticity, geometric optics, image processing and image registration. Solutions can be singular, in which case standard numerical approaches fail. In this article we build a finite difference solver for the Monge-Ampere equation, which converges even for singular solutions. Regularity results are used to select a priori between a stable, provably convergent monotone discretization and an accurate finite difference discretization in different regions of the computational domain. This allows singular solutions to be computed using a stable method, and regular solutions to be computed more accurately. The resulting nonlinear equations are then solved by Newton's method. Computational results in two and three dimensions validate the claims of accuracy and solution speed. A computational example is presented which demonstrates the necessity of the use of the monotone scheme near singularities.

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

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zbMATH Keywords

convergencenumerical examplesingular solutionsviscosity solutionsNewton's methodmonotone schemesfully nonlinear elliptic partial differential equationsconvexity constraintsnonlinear finite difference methodsMonge-Ampère equations

Mathematics Subject Classification ID

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

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