Convergent Finite Difference Methods for Fully Nonlinear Elliptic Equations in Three Dimensions
Convergent Finite Difference Methods for Fully Nonlinear Elliptic Equations in Three Dimensions
复制标题
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
复制
发表时间:
2022
影响因子:
2.5
通讯作者:
Lesniewski, Jacob
中科院分区:
文献类型:
--
作者:
Hamfeldt, Brittany Froese;Lesniewski, Jacob
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.
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DOI:
10.1002/sapm1952311253
发表时间:
1952-04
期刊:
Journal of Mathematics and Physics
影响因子:
--
作者:
T. Motzkin;W. Wasow
通讯作者:
T. Motzkin;W. Wasow
DOI:
10.1137/18m1200269
发表时间:
2018
期刊:
SIAM J. Sci. Comput.
影响因子:
--
作者:
Chris Finlay;Adam M. Oberman
通讯作者:
Adam M. Oberman
DOI:
10.1051/m2an/2015016
发表时间:
2015
期刊:
arXiv: Numerical Analysis
影响因子:
--
作者:
J. Mirebeau
通讯作者:
J. Mirebeau
影响因子:
2.1
作者:
Froese, Brittany D.
通讯作者:
Froese, Brittany D.
影响因子:
1
作者:
Froese Hamfeldt, Brittany
通讯作者:
Froese Hamfeldt, Brittany