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Convergent Semi-Lagrangian Methods for the Monge--Ampère Equation on Unstructured Grids
2017
SIAM Journal on Numerical Analysis
This paper is concerned with developing and analyzing convergent semi-Lagrangian methods for the fully nonlinear elliptic Monge-Ampère equation on general triangular grids. This is done by establishing an equivalent (in the viscosity sense) Hamilton-Jacobi-Bellman formulation of the Monge-Ampère equation. A significant benefit of the reformulation is the removal of the convexity constraint from the admissible space as convexity becomes a built-in property of the new formulation. Moreover, this
doi:10.1137/16m1061709
fatcat:opyio6cx45c4zaw3twlagf3ega