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We study the Oliker-Prussner method exploiting its geometric nature. We derive discrete stability and continuous dependence estimates in the max-norm by using a discrete Alexandroff estimate and the Brunn-Minkowski inequality. We show that…

Numerical Analysis · Mathematics 2018-09-26 Ricardo H. Nochetto , Wujun Zhang

In recent works - both experimental and theoretical - it has been shown how to use computational geometry to efficently construct approximations to the optimal transport map between two given probability measures on Euclidean space, by…

Numerical Analysis · Mathematics 2020-09-14 Robert J. Berman

We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…

Numerical Analysis · Mathematics 2017-08-29 Michael Lindsey , Yanir A. Rubinstein

The elliptic Monge-Amp\`ere equation is a fully nonlinear partial differential equation which has been the focus of increasing attention from the scientific computing community. Fast three dimensional solvers are needed, for example in…

Numerical Analysis · Mathematics 2016-12-30 Jun Liu , Brittany D. Froese , Adam M. Oberman , Mingqing Xiao

A numerical method for the solution of the elliptic Monge-Ampere Partial Differential Equation, with boundary conditions corresponding to the Optimal Transportation (OT) problem is presented. A local representation of the OT boundary…

Numerical Analysis · Mathematics 2012-08-27 Jean-David Benamou , Brittany D. Froese , Adam M. Oberman

We consider the numerical construction of minimal Lagrangian graphs, which is related to recent applications in materials science, molecular engineering, and theoretical physics. It is known that this problem can be formulated as an…

Numerical Analysis · Mathematics 2021-07-01 Brittany Froese Hamfeldt , Jacob Lesniewski

We prove the convergence of a wide stencil finite difference scheme to the Aleksandrov solution of the elliptic Monge-Ampere equation when the right hand side is a sum of Dirac masses. The discrete scheme we analyze for the Dirichlet…

Numerical Analysis · Mathematics 2019-11-01 Gerard Awanou

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…

Numerical Analysis · Mathematics 2015-07-31 Gerard Awanou

A least-squares method for solving the hyperbolic Monge-Amp\`ere equation with transport boundary condition is introduced. The method relies on an iterative procedure for the gradient of the solution, the so-called mapping. By formulating…

The inverse reflector problem arises in geometrical nonimaging optics: Given a light source and a target, the question is how to design a reflecting free-form surface such that a desired light density distribution is generated on the…

Numerical Analysis · Mathematics 2015-03-27 Kolja Brix , Yasemin Hafizogullari , Andreas Platen

We introduce a convergent finite difference method for solving the optimal transportation problem on the sphere. The method applies to both the traditional squared geodesic cost (arising in mesh generation) and a logarithmic cost (arising…

Numerical Analysis · Mathematics 2021-05-11 Brittany Froese Hamfeldt , Axel G. R. Turnquist

This paper concerns with the convergence analysis of a fourth order singular perturbation of the Dirichlet Monge-Amp\`ere problem in the $n$-dimensional radial symmetric case. A detailed study of the fourth order problem is presented. In…

Analysis of PDEs · Mathematics 2012-12-27 Xiaobing Feng , Michael Neilan

The Monge-Amp\`ere equation is a fully nonlinear partial differential equation (PDE) of fundamental importance in analysis, geometry and in the applied sciences. In this paper we solve the Dirichlet problem associated with the…

Machine Learning · Statistics 2023-06-14 Kaj Nyström , Matias Vestberg

We introduce a new overlapping Domain Decomposition Method (DDM) to solve the fully nonlinear Monge-Amp\`ere equation. While DDMs have been extensively studied for linear problems, their application to fully nonlinear partial differential…

Numerical Analysis · Mathematics 2023-06-05 Yassine Boubendir , Jake Brusca , Brittany Froese Hamfeldt , Tadanaga Takahashi

In this paper, we revisit the old problem of compact finite difference approximations of the homogeneous Dirichlet problem in dimension 1. We design a large and natural set of schemes of arbitrary high order, and we equip this set with an…

Numerical Analysis · Mathematics 2017-10-10 Joackim Bernier

We address the numerical solution via Galerkin type methods of the Monge-Amp\`ere equation with transport boundary conditions arising in optimal mass transport, geometric optics and computational mesh or grid movement techniques. This fully…

Numerical Analysis · Mathematics 2018-08-27 Ellya Kawecki , Omar Lakkis , Tristan Pryer

We introduce a generalized finite difference method for solving a large range of fully nonlinear elliptic partial differential equations in three dimensions. Methods are based on Cartesian grids, augmented by additional points carefully…

Numerical Analysis · Mathematics 2021-03-19 Brittany Froese Hamfeldt , Jacob Lesniewski

We study the solvability and uniqueness for several degenerate Monge--Amp\`ere equations including the Monge--Amp\`ere eigenvalue problem in real Euclidean spaces that involve singular Borel measures. Our approach systematically analyzes…

Analysis of PDEs · Mathematics 2026-03-20 Nam Q. Le

We present a technique for proving convergence to the Aleksandrov solution of the Monge-Ampere equation of a stable and consistent finite difference scheme. We also require a notion of discrete convexity with a stability property and a…

Numerical Analysis · Mathematics 2015-07-31 Gerard Awanou , Romeo Awi

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…

Numerical Analysis · Mathematics 2015-03-17 Gerard Awanou