Numerical solution of the two-dimensional elliptic Monge–Ampère equation with Dirichlet boundary conditions: an augmented Lagrangian approach

Abstract

The main goal of this Note is to discuss a method for the numerical solution of the two-dimensional elliptic Monge–Ampère equation with Dirichlet boundary conditions (the E-MAD problem). This method relies on the reformulation of E-MAD as a problem of Calculus of Variation involving the biharmonic operator (or closely related operators), and then to a saddle-point formulation for a well-chosen augmented Lagrangian functional, leading to iterative methods such as Uzawa–Douglas–Rachford. The above methodology applies to problems other than E-MAD (such as the Pucci equation). The results of numerical experiments are presented. They concern the solution of E-MAD on the unit square (0,1)×(0,1); the first test problem has a known smooth closed form solution which is easily computed with optimal order of convergence. The second test problem has also a known closed form solution; the fact that this solution has the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:msup> <mml:mi>H</mml:mi> <mml:mn>2</mml:mn> </mml:msup> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>Ω</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> </mml:mrow> </mml:math> -regularity, but not the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:msup> <mml:mi>C</mml:mi> <mml:mn>2</mml:mn> </mml:msup> <mml:mrow> <mml:mo>(</mml:mo> <mml:mover> <mml:mi>Ω</mml:mi> <mml:mo>¯</mml:mo> </mml:mover> <mml:mo>)</mml:mo> </mml:mrow> </mml:mrow> </mml:math> one, does not prevent optimal order of convergence. Finally, the third test problem having no smooth solution is more costly to solve and leads to discrete solutions showing negative curvature near the corners.