Skip to main content

On the Numerical Solution of the Dirichlet Problem for the Elliptic \((\sigma _2)\) Equation

  • Chapter
  • First Online:
Modeling, Simulation and Optimization for Science and Technology

Part of the book series: Computational Methods in Applied Sciences ((COMPUTMETHODS,volume 34))

Abstract

The numerical solution of the Dirichlet problem for the real elliptic \((\sigma _2)\) equation for arbitrary domains in three dimensions is addressed with a least-squares method and a relaxation algorithm. This iterative approach allows to solve a sequence of linear variational problems and of algebraic eigenvalue problems independently. Mixed finite element approximations with a Tychonoff regularization are used for the discretization. Efficient algebraic solvers for the eigenvalue problems are coupled with a conjugate gradient algorithm for the solution of linear variational problems. Numerical results show the convergence of the iterative sequence to the exact solution, when such a solution exists. When a smooth solution does not exist, the proposed method allows to obtain an approximate solution in a least-squares sense.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Aleksandrov AD (1968) Uniqueness conditions and estimates for the solution of the Dirichlet problem. Am Math Soc Trans 2(68):89–119

    Google Scholar 

  2. Benamou JD, Froese BD, Oberman AM (2010) Two numerical methods for the elliptic Monge-Ampère equation. M2AN. Math Model Numer Anal 44(4):737–758

    Article  MATH  MathSciNet  Google Scholar 

  3. Böhmer K (2008) On finite element methods for fully nonlinear elliptic equations of second order. SIAM J Numer Anal 46(3):1212–1249

    Article  MATH  MathSciNet  Google Scholar 

  4. Brenner SC, Gudi T, Neilan M, Sung LY (2011) \({{C}}^{0}\) penalty methods for the fully nonlinear Monge-Ampère equation. Math Comp 80(276):1979–1995

    Article  MATH  MathSciNet  Google Scholar 

  5. Brenner SC, Neilan M (2012) Finite element approximations of the three dimensional Monge-Ampère equation. ESAIM Math Model Numer Anal 46(5):979–1001

    Article  MATH  MathSciNet  Google Scholar 

  6. Caboussat A, Glowinski R, Sorensen DC (2013) A least-squares method for the numerical solution of the Dirichlet problem for the elliptic Monge-Ampère equation in dimension two. ESAIM Control Optim Calc Var 19(3):780–810. doi:10.1051/cocv/2012033

    Article  MATH  MathSciNet  Google Scholar 

  7. Caffarelli LA, Cabré X (1995) Fully nonlinear elliptic equations. American Mathematical Society, Providence

    MATH  Google Scholar 

  8. Chang SYA, Han ZC, Yang P (2009) On the prescribing \(\sigma _2\) curvature equation on \(\mathbb{S}^4\). Preprint arXiv:0911.0375

  9. Crandall MG, Ishii H, Lions PL (1992) User’s guide to viscosity solutions of second order partial differential equations. Bull Amer Math Soc (N.S.) 27(1):1–67

    Google Scholar 

  10. Dean EJ, Glowinski R (2006) Numerical methods for fully nonlinear elliptic equations of the Monge-Ampère type. Comput Methods Appl Mech Eng 195(13–16):1344–1386

    Article  MATH  MathSciNet  Google Scholar 

  11. Dean EJ, Glowinski R (2008) On the numerical solution of the elliptic Monge-Ampère equation in dimension two: a least-squares approach. In: Glowinski R, Neittaanmäki P (eds) Partial differential equations: modeling and numerical simulation. Computational in Methods Application Science, vol 16. Springer, Dordrecht, pp 43–63

    Google Scholar 

  12. Feng X, Neilan M (2009) Mixed finite element methods for the fully nonlinear Monge-Ampère equation based on the vanishing moment method. SIAM J Numer Anal 47(2):1226–1250

    Article  MATH  MathSciNet  Google Scholar 

  13. Feng X, Neilan M (2011) Analysis of Galerkin methods for the fully nonlinear Monge-Ampère equation. J Sci Comput 47(3):303–327

    Article  MATH  MathSciNet  Google Scholar 

  14. Froese BD, Oberman AM (2011) Fast finite difference solvers for singular solutions of the elliptic Monge-Ampère equation. J Comput Phys 230(3):818–834

    Article  MATH  MathSciNet  Google Scholar 

  15. Gilbarg D, Trudinger NS (2001) Elliptic partial differential equations of second order. Springer, Berlin (Reprint of the 1998 edition)

    Google Scholar 

  16. Glowinski R (2003) Finite element methods for incompressible viscous flow. In: Ciarlet PG, Lions JL (eds) Handbook of numerical analysis, vol IX. North-Holland, Amsterdam, pp 3–1176

    Google Scholar 

  17. Glowinski R (2008) Numerical methods for nonlinear variational problems. Springer, Berlin (Reprint of the 1984 original)

    Google Scholar 

  18. Glowinski R (2009) Numerical methods for fully nonlinear elliptic equations. In: ICIAM 07–6th international congress on industrial and applied mathematics, European Mathematical Society, Zürich, pp 155–192

    Google Scholar 

  19. Glowinski R, Le Tallec P (1989) Augmented Lagrangian and operator-splitting methods in nonlinear mechanics. SIAM, Philadelphia

    Book  MATH  Google Scholar 

  20. Glowinski R, Lions JL, He J (2008) Exact and approximate controllability for distributed parameter systems: a numerical approach, Encyclopedia of Mathematics and its Applications, vol 117. Cambridge University Press, Cambridge

    Book  Google Scholar 

  21. Gutiérrez CE (2001) The Monge-Ampère equation. Birkhaüser, Boston, MA

    Book  MATH  Google Scholar 

  22. Hundsdorfer WH, Verwer JG (1989) Stability and convergence of the Peaceman-Rachford ADI method for initial-boundary value problems. Math Comp 53(187):81–101

    Article  MATH  MathSciNet  Google Scholar 

  23. Mohammadi B (2007) Optimal transport, shape optimization and global minimization. C R Math Acad Sci Paris 344(9):591–596

    Article  MATH  MathSciNet  Google Scholar 

  24. Neilan M (2010) A nonconforming Morley finite element method for the fully nonlinear Monge-Ampère equation. Numer Math 115(3):371–394

    Article  MATH  MathSciNet  Google Scholar 

  25. Oberman AM (2008) Wide stencil finite difference schemes for the elliptic Monge-Ampère equation and functions of the eigenvalues of the Hessian. Discrete Contin Dyn Syst Ser B 10(1):221–238

    Article  MATH  MathSciNet  Google Scholar 

  26. Picasso M, Alauzet F, Borouchaki H, George PL (2011) A numerical study of some Hessian recovery techniques on isotropic and anisotropic meshes. SIAM J Sci Comput 33(3):1058–1076

    Article  MATH  MathSciNet  Google Scholar 

  27. Sorensen DC, Glowinski R (2010) A quadratically constrained minimization problem arising from PDE of Monge-Ampère type. Numer Algorithms 53(1):53–66

    Article  MATH  MathSciNet  Google Scholar 

  28. Tikhonov AN (1963) The regularization of incorrectly posed problems. Dokl Akad Nauk SSSR 153(1):42–52 (English transl.: Soviet Math Dokl 4(6):1624–1627, 1963)

    MathSciNet  Google Scholar 

  29. Trudinger NS (1990) The Dirichlet problem for the prescribed curvature equations. Arch Ration Mech Anal 111(2):153–179

    Article  MATH  MathSciNet  Google Scholar 

  30. Trudinger NS (1997) Weak solutions of Hessian equations. Comm Partial Differ Equ 22 (7–8):1251–1261

    Google Scholar 

  31. Warren M, Yuan Y (2009) Hessian estimates for the sigma-2 equation in dimension 3. Comm Pure Appl Math 62(3):305–321

    Article  MATH  MathSciNet  Google Scholar 

Download references

Acknowledgments

The author acknowledges the partial support of the National Science Foundation Grants NSF DMS-0412267 and NSF DMS-0913982. The author thanks Prof. E. Dean, Prof. R. Glowinski (Univ. of Houston), Prof. D. Sorensen (Rice University), Prof. M. Picasso (EPFL) for helpful comments and discussions. The author thanks Prof. M. Picasso and Prof. J. Rappaz, as part of this work has been done during an academic stay at MATHICSE, EPFL, Switzerland.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Alexandre Caboussat .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2014 Springer Science+Business Media Dordrecht

About this chapter

Cite this chapter

Caboussat, A. (2014). On the Numerical Solution of the Dirichlet Problem for the Elliptic \((\sigma _2)\) Equation. In: Fitzgibbon, W., Kuznetsov, Y., Neittaanmäki, P., Pironneau, O. (eds) Modeling, Simulation and Optimization for Science and Technology. Computational Methods in Applied Sciences, vol 34. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-9054-3_2

Download citation

  • DOI: https://doi.org/10.1007/978-94-017-9054-3_2

  • Published:

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-017-9053-6

  • Online ISBN: 978-94-017-9054-3

  • eBook Packages: EngineeringEngineering (R0)

Publish with us

Policies and ethics