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A least-squares method for the numerical solution of the Dirichlet problem for the elliptic Monge-Ampère equation in dimension two. (English) Zbl 1272.65089

Summary: We address in this article the computation of the convex solutions of the Dirichlet problem for the real elliptic Monge Ampère equation for general convex domains in two dimensions. The method we discuss combines a least-squares formulation with a relaxation method. This approach leads to a sequence of Poisson-Dirichlet problems and another sequence of low-dimensional algebraic eigenvalue problems of a new type. Mixed finite element approximations with a smoothing procedure are used for the computer implementation of our least-squares/relaxation methodology. Domains with curved boundaries are easily accommodated. Numerical experiments show the convergence of the computed solutions to their continuous counterparts when such solutions exist. On the other hand, when classical solutions do not exist, our methodology produces solutions in a least-squares sense.

MSC:

65N30 Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
35J96 Monge-Ampère equations
65N12 Stability and convergence of numerical methods for boundary value problems involving PDEs
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