Ratio | Observed Order | ||
2.287 | 1.194 | ||
2.119 | 1.084 | ||
1.891 | 0.919 | ||
2.103 | 1.072 |
We consider the numerical construction of minimal Lagrangian graphs, which is related to recent applications in materials science, molecular engineering, and theoretical physics. It is known that this problem can be formulated as an additive eigenvalue problem for a fully nonlinear elliptic partial differential equation. We introduce and implement a two-step generalized finite difference method, which we prove converges to the solution of the eigenvalue problem. Numerical experiments validate this approach in a range of challenging settings. We further discuss the generalization of this new framework to Monge-Ampère type equations arising in optimal transport. This approach holds great promise for applications where the data does not naturally satisfy the mass balance condition, and for the design of numerical methods with improved stability properties.
Citation: |
Figure 2. Examples of quadtree meshes. White squares are inside the domain, while gray squares intersect the boundary [19]
Figure 3. Potential neighbors are circled in gray. Examples of selected neighbors are circled in black [19]
Table 1. Error in mapping an ellipse to an ellipse
Ratio | Observed Order | ||
2.287 | 1.194 | ||
2.119 | 1.084 | ||
1.891 | 0.919 | ||
2.103 | 1.072 |
Table 2. Error in mapping a circle to a line segment
Ratio | Observed order | ||
2.396 | 1.261 | ||
1.969 | 0.978 | ||
1.790 | 0.840 | ||
2.333 | 1.222 |
[1] |
G. Barles and P. E. Souganidis, Convergence of approximation schemes for fully nonlinear second order equations, Asym. Anal., 4 (1991), 271-283.
![]() ![]() |
[2] |
P. W. Bates, G. W. Wei and S. Zhao, Minimal molecular surfaces and their applications, J. Comp. Chem., 29 (2008), 380-391.
![]() |
[3] |
J. D. Benamou, B. D. Froese and A. M. Oberman, Numerical solution of the optimal transportation problem using the Monge-Ampère equation, J. Comput. Phys., 260 (2014), 107-126.
doi: 10.1016/j.jcp.2013.12.015.![]() ![]() ![]() |
[4] |
J. D. Benamou, A. Oberman and B. Froese, Numerical solution of the second boundary value problem for the elliptic Monge-Ampère equation, Inst. Nation. Recherche Inform. Automat., 2012, 37 pp.
![]() |
[5] |
D. P. Bertsekas, Convex Analysis and Optimization, Athena Scientific, Belmont, MA, 2003.
![]() ![]() |
[6] |
S. Brendle and M. Warren, A boundary value problem for minimal Lagrangian graphs, J. Differ. Geom., 84 (2010), 267-287.
![]() ![]() |
[7] |
S. C. Brenner, T. Gudi, M. Neilan and L. Y. Sung, C0 penalty methods for the fully nonlinear Monge-Ampére equation, Math. Comp., 80 (2011), 1979-1995.
doi: 10.1090/S0025-5718-2011-02487-7.![]() ![]() ![]() |
[8] |
C. Budd and J. Williams, Moving mesh generation using the parabolic Monge-Ampère equation, SIAM J. Sci. Comput., 31 (2009), 3438-3465.
doi: 10.1137/080716773.![]() ![]() ![]() |
[9] |
M. G. Crandall, H. Ishii and P. L. Lions, User's guide to viscosity solutions of second order partial differential equations, Bull. Amer. Math. Soc. (N.S.), 27 (1992), 1-67.
doi: 10.1090/S0273-0979-1992-00266-5.![]() ![]() ![]() |
[10] |
E. J. Dean and R. Glowinski, Numerical methods for fully nonlinear elliptic equations of the Monge-Ampère type, Comput. Meth. Appl. Mech. Engrg., 195 (2006), 1344-1386.
doi: 10.1016/j.cma.2005.05.023.![]() ![]() ![]() |
[11] |
P. Delanoë, Classical solvability in dimension two of the second boundary-value problem associated with the Monge-Ampere operator, Ann. Inst. Hen. Poin. Non Lin. Anal., 8 (1991), 443-457.
doi: 10.1016/j.anihpc.2007.03.001.![]() ![]() ![]() |
[12] |
B. Engquist and B. D. Froese, Application of the Wasserstein metric to seismic signals, Commun. Math. Sci., 12 (2014), 979-988.
doi: 10.4310/CMS.2014.v12.n5.a7.![]() ![]() ![]() |
[13] |
X. Feng and M. Neilan, Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations, SIAM J. Sci. Comput., 38 (2009), 74-98.
doi: 10.1007/s10915-008-9221-9.![]() ![]() ![]() |
[14] |
B. D. Froese, A numerical method for the elliptic Monge-Ampère equation with transport boundary conditions, SIAM J. Sci. Comput., 34 (2012), A1432-A1459.
doi: 10.1137/110822372.![]() ![]() ![]() |
[15] |
B. D. Froese, Meshfree finite difference approximations for functions of the eigenvalues of the Hessian, Numer. Math., 138 (2018), 75-99.
doi: 10.1007/s00211-017-0898-2.![]() ![]() ![]() |
[16] |
S. Haker, L. Zhu, A. Tannenbaum and S. Angenent, Optimal mass transport for registration and warping, Int. J. Comp. Vis., 60 (2004), 225-240.
![]() |
[17] |
B. Hamfeldt, Convergent approximation of non-continuous surfaces of prescribed Gaussian curvature, Comm. Pure Appl. Anal., 17 (2018), 671-707.
doi: 10.3934/cpaa.2018036.![]() ![]() ![]() |
[18] |
B. Hamfeldt, Convergence framework for the second boundary value problem for the Monge-Ampère equation, SIAM J. Numer. Anal., 57 (2019), 945-971.
doi: 10.1137/18M1201913.![]() ![]() ![]() |
[19] |
B. F. Hamfeldt and T. Salvador, Higher-order adaptive finite difference methods for fully nonlinear elliptic equations, SIAM J. Sci. Comput., 75 (2018), 1282-1306.
doi: 10.1007/s10915-017-0586-5.![]() ![]() ![]() |
[20] |
R. Harvey and H. B. Lawson, Calibrated geometries, Act. Math., 148 (1982), 47-157.
doi: 10.1007/BF02392726.![]() ![]() ![]() |
[21] |
R. Jensen, The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations, Arch. Rat. Mech. Anal., 101 (1988), 1-27.
doi: 10.1007/BF00281780.![]() ![]() ![]() |
[22] |
C. Y. Kao, S. Osher and J. Qian, Lax?Friedrichs sweeping scheme for static Hamilton?Jacobi equations, J. Comput. phys., 196 (2004), 367-391.
doi: 10.1016/j.jcp.2003.11.007.![]() ![]() ![]() |
[23] |
R. LeVeque, Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-Dependent Problems (Classics in Applied Mathematics Classics in Applied Mathemat), SIAM, Philadelphia, PA, USA, 2007.
doi: 10.1137/1.9780898717839.![]() ![]() ![]() |
[24] |
Y. Lian and K. Zhang, Boundary Lipschitz regularity and the Hopf lemma for fully nonlinear elliptic equations, arXiv: 1812.11357.
![]() |
[25] |
A. Oberman, The convex envelope is the solution of a nonlinear obstacle problem, Proc. Amer. Math. Soc., 135 (2007), 1689-1694.
doi: 10.1090/S0002-9939-07-08887-9.![]() ![]() ![]() |
[26] |
A. M. Oberman, Convergent difference schemes for degenerate elliptic and parabolic equations: Hamilton?Jacobi equations and free boundary problems, SIAM J. Numer. Anal., 44 (2006), 879-895.
doi: 10.1137/S0036142903435235.![]() ![]() ![]() |
[27] |
A. M. Oberman, Wide stencil finite difference schemes for the elliptic Monge-Ampère equation and functions of the eigenvalues of the {H}essian, Disc. Cont. Dynam. Syst. Ser. B, 10 (2008), 221-238.
doi: 10.3934/dcdsb.2008.10.221.![]() ![]() ![]() |
[28] |
C. R. Prins, R. Beltman, J. H. M. ten Thije Boonkkamp, W. L. IJzerman, and T. W. Tukker, A least-squares method for optimal transport using the Monge-Ampère equation, SIAM J. Sci. Comp., 37 (2015), B937?B961.
doi: 10.1137/140986414.![]() ![]() ![]() |
[29] |
L. Qi and J. Sun, A nonsmooth version of Newton's method, Math. program., 58 (1993), 353-367.
doi: 10.1007/BF01581275.![]() ![]() ![]() |
[30] |
J. Qian, Y. T. Zhang and H. K. Zhao, A fast sweeping method for static convex Hamilton?Jacobi equations, J. Sci. Comput., 31 (2007), 237-271.
doi: 10.1007/s10915-006-9124-6.![]() ![]() ![]() |
[31] |
K. Smoczyk and M. T. Wang, Mean curvature flows of Lagrangian submanifolds with convex potentials, J. Differ. Geom., 62 (2002), 243-257.
![]() ![]() |
[32] |
E. L. Thomas, D. M. Anderson, C. S. Henkee and D. Hoffman, Periodic area-minimizing surfaces in block copolymers, Nat., 334 (1988): 598.
![]() |
[33] |
R. P. Thomas and S. T. Yau, Special Lagrangians, stable bundles and mean curvature flow, Commun. Anal. Geom., 10 (2002), 1075-1113.
doi: 10.4310/CAG.2002.v10.n5.a8.![]() ![]() ![]() |
[34] |
J. Urbas, On the second boundary value problem for equations of Monge-Ampere type, J. Rein. Angew. Math., 487 (1997), 115-124.
doi: 10.1515/crll.1997.487.115.![]() ![]() ![]() |
[35] |
H. Zhao, A fast sweeping method for eikonal equations, Math. Comput., 74 (2005), 603-627.
doi: 10.1090/S0025-5718-04-01678-3.![]() ![]() ![]() |
Discrete solution to Poisson's equation when viewed as an eigenvalue problem
Examples of quadtree meshes. White squares are inside the domain, while gray squares intersect the boundary [19]
Potential neighbors are circled in gray. Examples of selected neighbors are circled in black [19]
Examples of neighbors
Domain and computed target ellipse
Computed maps from a square
Circular domain
Circular domain