Pseudo transient continuation and time marching methods for Monge-Ampère type equations
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Abstract: We present two numerical methods for the fully nonlinear elliptic Monge-Ampere equation. The first is a pseudo transient continuation method and the second is a pure pseudo time marching method. The methods are proven to converge to a strictly convex solution of a natural discrete variational formulation with conforming approximations. The assumption of existence of a strictly convex solution to the discrete problem is proven for smooth solutions of the continuous problem and supported by numerical evidence for non smooth solutions.
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Cited in
(16)- On standard finite difference discretizations of the elliptic Monge-Ampère equation
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- Numerical analysis of strongly nonlinear PDEs
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