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1
Intro
2
The outline
3
Motivation: Optimal transport
4
Motivation: Inverse reflector problem
5
Simple Monge Ampere equation
6
Ellipticity and convexity
7
Without convexity: Loss of uniqueness
8
Viscosity solution of the Monge Ampere equation
9
Summary of Part 1
10
Classical equivalence
11
Viscosity solutions of HJB
12
Equivalence in viscosity sense
13
Comparison principle
14
Summary of Part 2
15
Summary of Part 3
16
Towards convergence
17
How should we pose boundary conditions?
18
Summary of Part 4
19
Two numerical experiments
20
Summary of the presentation
Description:
Explore a comprehensive lecture on convergent semi-Lagrangian methods for the Monge-Ampère equation on unstructured grids. Delve into the challenges of numerically solving fully nonlinear second-order partial differential equations, focusing on Monge-Ampère type equations. Discover a new approach that establishes an equivalent Bellman formulation and designs monotone numerical methods for general triangular grids. Learn about the application of Howard's algorithm for robust computation of numerical approximations on fine meshes. Examine the rigorous convergence analysis, comparison principle for the Bellman operator, and treatment of boundary conditions. Gain insights into the connection between Monge-Ampère and Hamilton-Jacobi-Bellman equations, and understand their applications in optimal transport and inverse reflector problems. Follow the presentation's structure, covering motivation, viscosity solutions, equivalence, comparison principles, convergence, boundary conditions, and numerical experiments. Read more

Convergent Semi-Lagrangian Methods for the Monge-Ampère Equation on Unstructured Grids

Hausdorff Center for Mathematics
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