Convergent filtered scheme for the Monge-Amp\`ere Equation
Numerical Analysis
2018-07-16 v1
Abstract
We propose an extension to our monotone and convergent method for the Monge-Amp\`{e}re equation in dimension , that incorporates the idea of filtered schemes. The method combines our original monotone operator with a more accurate non-monotone modification, using an appropriately chosen filter. This results in a remarkable improvement of accuracy, but without sacrificing the convergence to the unique viscosity solution.
Cite
@article{arxiv.1807.04866,
title = {Convergent filtered scheme for the Monge-Amp\`ere Equation},
author = {Ricardo H. Nochetto and Dimitrios Ntogkas},
journal= {arXiv preprint arXiv:1807.04866},
year = {2018}
}
Comments
24 pages