Pseudo transient continuation and time marching methods for Monge-Ampere type equations
arXiv:1301.5891
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.