A multigrid scheme for 3D Monge–Ampère equations^*

The elliptic Monge–Ampère equation is a fully nonlinear partial differential equation which has been the focus of increasing attention from the scientific computing community. Fast three-dimensional solvers are needed, for example in medical image registration but are not yet available. We build fast solvers for smooth solutions in three dimensions using a nonlinear full-approximation storage multigrid method. Starting from a second-order accurate centred finite difference approximation, we present a nonlinear Gauss–Seidel iterative method which has a mechanism for selecting the convex solution of the equation. The iterative method is used as an effective smoother, combined with the full-approximation storage multigrid method. Numerical experiments are provided to validate the accuracy of the finite difference scheme and illustrate the computational efficiency of the proposed multigrid solver.