Related papers: Monotone and Consistent discretization of the Mong…
We introduce a monotone (degenerate elliptic) discretization of the Monge-Ampere operator, on domains discretized on cartesian grids. The scheme is consistent provided the solution hessian condition number is uniformly bounded. Our approach…
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…
In this paper, we propose a monotone mixed finite difference scheme for solving the two-dimensional Monge-Amp\`ere equation. In order to accomplish this, we convert the Monge-Amp\`ere equation to an equivalent Hamilton-Jacobi-Bellman (HJB)…
We present a numerical method for solving the Monge-Ampere equation based on the characterization of the solution of the Dirichlet problem as the minimizer of a convex functional of the gradient and under convexity and nonlinear…
For finite difference discretizations with linear complexity and provably convergent to weak solutions of the second boundary value problem for the Monge-Amp\`ere equation, we give the first proof of uniqueness. The boundary condition is…
Given an orthogonal lattice with mesh length h on a bounded convex domain, we propose to approximate the Aleksandrov solution of the Monge-Ampere equation by regularizing the data and discretizing the equation in a subdomain using the…
We prove a convergence result for a natural discretization of the Dirichlet problem of the elliptic Monge-Ampere equation using finite dimensional spaces of piecewise polynomial C0 or C1 functions. Standard discretizations of the type…
We consider a second order differential operator $A(\msx) = -\:\sum_{i,j=1}^d \partial_i a_{ij}(\msx) \partial_j \:+\: \sum_{j=1}^d \partial_j \big(b_j(\msx) \cdot \big)\:+\: c(\msx)$ on ${\bbR}^d$, on a bounded domain $D$ with Dirichlet…
This paper introduces a fast and robust iterative scheme for the elliptic Monge-Amp\`ere equation with Dirichlet boundary conditions. The Monge-Amp\`ere equation is a nonlinear and degenerate equation, with applications in optimal…
In this work we propose a discretization of the second boundary condition for the Monge-Ampere equation arising in geometric optics and optimal transport. The discretization we propose is the natural generalization of the popular…
We prove the convergence of a hybrid discretization to the viscosity solution of the elliptic Monge-Ampere equation. The hybrid discretization uses a standard finite difference discretization in parts of the computational domain where the…
The elliptic Monge-Amp\`ere equation is a fully nonlinear Partial Differential Equation that originated in geometric surface theory and has been applied in dynamic meteorology, elasticity, geometric optics, image processing and image…
We introduce an integral representation of the Monge-Amp\`ere equation, which leads to a new finite difference method based upon numerical quadrature. The resulting scheme is monotone and fits immediately into existing convergence proofs…
The purpose of this paper is to analyze an efficient method for the solution of the nonlinear system resulting from the discretization of the elliptic Monge-Amp\`ere equation by a $C^0$ interior penalty method with Lagrange finite elements.…
In this article, we introduce and study three numerical methods for the Dirichlet Monge Amp\`ere equation in two dimensions. The approaches consist in considering new equivalent problems. The latter are discretized by a wide stencil finite…
We develop a monotone, two-scale discretization for a class of integrodifferential operators of order $2s$, $s \in (0,1)$. We apply it to develop numerical schemes, and derive pointwise convergence rates, for linear and obstacle problems…
The theory of viscosity solutions has been effective for representing and approximating weak solutions to fully nonlinear Partial Differential Equations (PDEs) such as the elliptic Monge-Amp\`ere equation. The approximation theory of…
We analyze the convergence of an iterative method for solving the nonlinear system resulting from a natural discretization of the Monge-Amp\`ere equation with $C^1$ conforming approximations. We make the assumption, supported by numerical…
Highly accurate simulations of problems including second derivatives on complex geometries are of primary interest in academia and industry. Consider for example the Navier-Stokes equations or wave propagation problems of acoustic or…
We review recent advances in the numerical analysis of the Monge-Amp\`ere equation. Various computational techniques are discussed including wide-stencil finite difference schemes, two-scaled methods, finite element methods, and methods…