Fast finite difference solvers for singular solutions of the elliptic Monge-Ampère equation

B. D. Froese, A. M. Oberman

Research output: Contribution to journalArticlepeer-review

48 Scopus citations


The elliptic Monge-Ampère equation is a fully nonlinear Partial Differential Equation which originated in geometric surface theory, and has been applied in dynamic meteorology, elasticity, geometric optics, image processing and image registration. Solutions can be singular, in which case standard numerical approaches fail.In this article we build a finite difference solver for the Monge-Ampère equation, which converges even for singular solutions. Regularity results are used to select a priori between a stable, provably convergent monotone discretization and an accurate finite difference discretization in different regions of the computational domain. This allows singular solutions to be computed using a stable method, and regular solutions to be computed more accurately. The resulting nonlinear equations are then solved by Newton's method.Computational results in two and three-dimensions validate the claims of accuracy and solution speed. A computational example is presented which demonstrates the necessity of the use of the monotone scheme near singularities.

Original languageEnglish (US)
Pages (from-to)818-834
Number of pages17
JournalJournal of Computational Physics
Issue number3
StatePublished - Feb 1 2011
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Numerical Analysis
  • Modeling and Simulation
  • Physics and Astronomy (miscellaneous)
  • General Physics and Astronomy
  • Computer Science Applications
  • Computational Mathematics
  • Applied Mathematics


  • Convexity constraints
  • Fully nonlinear elliptic Partial Differential Equations
  • Monge-Ampère equations
  • Monotone schemes
  • Nonlinear finite difference methods
  • Viscosity solutions


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