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arxiv: 1807.05150 · v1 · pith:EKILW576new · submitted 2018-07-13 · 🧮 math.NA

Improved accuracy of monotone finite difference schemes on point clouds and regular grids

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keywords schemesthetaaccuracymathcalcloudsgridspointconvergence
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Finite difference schemes are the method of choice for solving nonlinear, degenerate elliptic PDEs, because the Barles-Sougandis convergence framework [Barles and Sougandidis, Asymptotic Analysis, 4(3):271-283, 1991] provides sufficient conditions for convergence to the unique viscosity solution [Crandall, Ishii and Lions, Bull. Amer. Math Soc., 27(1):1-67, 1992]. For anisotropic operators, such as the Monge-Ampere equation, wide stencil schemes are needed [Oberman, SIAM J. Numer. Anal., 44(2):879-895]. The accuracy of these schemes depends on both the distances to neighbors, $R$, and the angular resolution, $d\theta$. On uniform grids, the accuracy is $\mathcal O(R^2 + d\theta)$. On point clouds, the most accurate schemes are of $\mathcal O(R + d\theta)$, by Froese [Numerische Mathematik, 138(1):75-99, 2018]. In this work, we construct geometrically motivated schemes of higher accuracy in both cases: order $\mathcal O(R + d\theta^2)$ on point clouds, and $\mathcal O(R^2 + d\theta^2)$ on uniform grids.

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