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arxiv: 1611.02786 · v2 · pith:UNXONIOJnew · submitted 2016-11-09 · 🧮 math.NA · cs.NA

Pointwise rates of convergence for the Oliker-Prussner method for the Monge-Amp\`{e}re equation

classification 🧮 math.NA cs.NA
keywords methodconvergencediscretedomainequationmonge-ampnodesoliker-prussner
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We study the Oliker-Prussner method exploiting its geometric nature. We derive discrete stability and continuous dependence estimates in the max-norm by using a discrete Alexandroff estimate and the Brunn-Minkowski inequality. We show that the method is exact for all convex quadratic polynomials provided the underlying set of nodes is translation invariant within the domain; nodes still conform to the domain boundary. This gives a suitable notion of operator consistency which, combined with stability, leads to pointwise rates of convergence for classical and non-classical solutions of the Monge-Amp\`{e}re equation.

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