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arXiv 2103.09861math.NAcs.NA
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三维完全Nonlinear Elliptic方程的有限差分法

Convergent Finite Difference Methods for Fully Nonlinear Elliptic Equations in Three Dimensions

Brittany Froese Hamfeldt, Jacob Lesniewski

摘要:

介绍了一种求解三维大范围完全非线性椭圆型偏微分方程的广义有限差分法。方法是基于笛卡尔网格,增加了额外的点仔细放置在高分辨率沿边界。我们介绍并分析了一个最小二乘方法来建立一致的,单调近似的第二方向导数在这些网格上。然后,我们展示了如何有效地近似函数的Hessian的特征值,通过多级离散正交坐标系中的$\mathbb{R}^3$。由此产生的计划是单调的,并适合在许多最近开发的收敛框架,完全非线性椭圆方程,包括非经典狄利克雷问题,承认间断解,蒙格-安培型方程的最优输运,和本征值问题涉及非线性椭圆算子。计算实例证明了该方法在广泛的具有挑战性的例子上的成功。

英文摘要:

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 $\mathbb{R}^3$. 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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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