The Monge-Ampère equation

Abstract

We review recent advances in the numerical analysis of the Monge-Ampère equation. Various computational techniques are discussed including wide-stencil finite difference schemes, two-scaled methods, finite element methods, and methods based on geometric considerations. Particular focus is the development of appropriate stability and consistency estimates which lead to rates of convergence of the discrete approximations. Finally we present numerical experiments which highlight each method for a variety of test problem with different levels of regularity.

arXiv commentTo appear in Handbook of Numerical Analysis