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In this paper, we present and analyse a class of "filtered" numerical schemes for second order Hamilton-Jacobi-Bellman equations. Our approach follows the ideas introduced in B.D. Froese and A.M. Oberman, Convergent filtered schemes for the…

Numerical Analysis · Mathematics 2016-11-16 Olivier Bokanowski , Athena Picarelli , Christoph Reisinger

It is an established fact that a finite difference operator approximates a derivative with a fixed algebraic rate of convergence. Nevertheless, we exhibit a new finite difference operator and prove it has spectral accuracy. Its rate of…

Numerical Analysis · Mathematics 2019-07-01 Andre Nachbin

In this paper, we propose a novel neural network framework, the Legendre-Kolmogorov-Arnold Network (Legendre-KAN) method, designed to solve fully nonlinear Monge-Amp\`ere equations with Dirichlet boundary conditions. The architecture…

Numerical Analysis · Mathematics 2025-04-08 Bingcheng Hu , Lixiang Jin , Zhaoxiang Li

Numerical simulations including magnetic fields have become important in many fields of astrophysics. Evolution of magnetic fields by the constrained transport algorithm preserves magnetic divergence to machine precision, and thus…

Astrophysics · Physics 2009-11-13 Jason Maron , Mordecai-Mark Mac Low , Jeffrey Oishi

In this paper, we study interior estimates for solutions to linearized Monge-Amp\`ere equations in divergence form with drift terms and the right-hand side containing the divergence of a bounded vector field. Equations of this type appear…

Analysis of PDEs · Mathematics 2025-03-07 Young Ho Kim

Approximating a convex function by a polyhedral function that has a limited number of facets is a fundamental problem with applications in various fields, from mitigating the curse of dimensionality in optimal control to bi-level…

Optimization and Control · Mathematics 2025-09-05 Abdellah Bulaich Mehamdi , Wim van Ackooij , Luce Brotcorne , Stéphane Gaubert , Quentin Jacquet

This paper develops a fully discrete modified characteristic finite element method for a coupled system consisting of the fully nonlinear Monge-Amp\'ere equation and a transport equation. The system is the Eulerian formulation in the dual…

Numerical Analysis · Mathematics 2008-10-09 Xiaobing Feng , Michael Neilan

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

In this paper we propose and analyze an energy stable numerical scheme for the Cahn-Hilliard equation, with second order accuracy in time and the fourth order finite difference approximation in space. In particular, the truncation error for…

Numerical Analysis · Mathematics 2017-12-19 Kelong Cheng , Wenqiang Feng , Cheng Wang , Steven M. Wise

Nonnegative directional splittings of anisotropic diffusion operators in the divergence form are investigated. Conditions are established for nonnegative directional splittings to hold in a neighborhood of an arbitrary interior point. The…

Numerical Analysis · Mathematics 2016-03-22 Cuong Ngo , Weizhang Huang

The convexity of solutions to boundary value problems for fully nonlinear elliptic partial differential equations (such as real or complex $k$-Hessian equations) is a challenging topic. In this paper, we establish the power convexity of…

Analysis of PDEs · Mathematics 2025-08-01 Wei Zhang , Qi Zhou

We consider the numerical approximation of surfaces of prescribed Gaussian curvature via the solution of a fully nonlinear partial differential equation of Monge-Amp\`ere type. These surfaces need not be continuous up to the boundary of the…

Numerical Analysis · Mathematics 2017-03-24 Brittany D. Froese

By constructing appropriate smooth, possibly non-convex supersolutions, we establish sharp lower bounds near the boundary for the modulus of nontrivial solutions to singular and degenerate Monge-Amp\`ere equations of the form $\det D^2 u…

Analysis of PDEs · Mathematics 2022-12-13 Nam Q. Le

This paper develops a unified general framework for designing convergent finite difference and discontinuous Galerkin methods for approximating viscosity and regular solutions of fully nonlinear second order PDEs. Unlike the well-known…

Numerical Analysis · Mathematics 2022-02-28 Xiaobing Feng , Thomas Lewis , Kellie Ward

We present an efficient second-order finite difference scheme for solving the 2D sine-Gordon equation, which can inherit the discrete energy conservation for the undamped model theoretically. Due to the semi-implicit treatment for the…

Numerical Analysis · Mathematics 2017-06-28 Xiaorong Kang , Wenqiang Feng , Kelong Cheng , Chunxiang Guo

We introduce a novel discretization of the Monge-Ampere operator, simultaneously consistent and degenerate elliptic, hence accurate and robust in applications. These properties are achieved by exploiting the arithmetic structure of the…

Numerical Analysis · Mathematics 2014-09-24 Jean-David Benamou , Francis Collino , Jean-Marie Mirebeau

In this paper, we investigate the interior H\"older regularity of solutions to the linearized Monge-Amp\`ere equation. In particular, we focus on the cases with singular right-hand side, which arise from the study of the semigeostrophic…

Analysis of PDEs · Mathematics 2024-05-24 Ling Wang

An explicit numerical scheme is proposed for solving the initial-boundary value problem for the radiative transport equation in a rectangular domain with completely absorbing boundary condition. An upwind finite difference approximation is…

Numerical Analysis · Mathematics 2013-03-27 Nobuyuki Higashimori , Hiroshi Fujiwara

This paper develops a rigorous analytic framework for the hyperbolic Monge-Amp\`ere equation on strip-like domains, which model wrinkled patterns in thin elastic sheets. Our work addresses the rigid side of the classical…

Analysis of PDEs · Mathematics 2025-10-01 Maria Deliyianni , Shankar C. Venkataramani

In this paper, we propose an efficient numerical approach for solving a specific type of quartic inhomogeneous polynomial optimization problem inspired by practical applications. The primary contribution of this work lies in establishing an…

Optimization and Control · Mathematics 2026-01-01 Haibin Chen , Yixuan Chen , Chunyan Wang , Qi Fan
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