Convergent Finite Difference Methods for Fully Nonlinear Elliptic Equations in Three Dimensions

Convergent Finite Difference Methods for Fully Nonlinear Elliptic Equations in Three Dimensions
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三维全非线性椭圆方程的收敛有限差分法

DOI:
10.1007/s10915-021-01714-6
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发表时间:
2022
影响因子:
2.5
通讯作者:
Lesniewski, Jacob
Lesniewski, Jacob
中科院分区:
数学2区
文献类型:
--
作者:
Hamfeldt, Brittany Froese;Lesniewski, Jacob

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介绍了一种求解三维大范围完全非线性椭圆型偏微分方程的广义差分方法。方法是基于笛卡尔网格,增加了额外的点仔细放置沿着边界在高分辨率。我们介绍和分析了最小二乘法建立一致的,单调近似的二阶方向导数在这些网格上。然后,我们展示了如何有效地近似函数的特征值的海森通过多级离散的正交坐标系。由此产生的计划是单调的,适合在许多最近开发的收敛框架,完全非线性椭圆型方程,包括非经典Dirichlet问题,承认不连续的解决方案,Monge-Ampère型方程的最佳运输,并涉及非线性椭圆算子的特征值问题。计算实例证明了该方法在广泛的具有挑战性的例子上的成功。
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 placed along the boundary at high resolution. We introduce and analyze a least-squares approach to building consistent, monotone approximations of second directional derivatives on these grids. We then show how to efficiently approximate functions of the eigenvalues of the Hessian through a multi-level discretization of orthogonal coordinate frames in. The resulting schemes are monotone and fit within many recently developed convergence frameworks for fully nonlinear elliptic equations including non-classical Dirichlet problems that admit discontinuous solutions, Monge–Ampère type equations in optimal transport, and eigenvalue problems involving nonlinear elliptic operators. Computational examples demonstrate the success of this method on a wide range of challenging examples.
DOI: 10.1002/sapm1952311253
发表时间: 1952-04
期刊: Journal of Mathematics and Physics
影响因子: --
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