Cascadic Newton's method for the elliptic Monge-Ampere equation

摘要

In this paper, a cascadic Newton's method is designed to solve the Monge-Ampere equation. In the process of implementing the cascadic multigrid, we use the Full-Local type interpolation as prolongation operator and Newton iteration as smoother. In order to obtain Full-Local type interpolation, we provide several finite difference stencils. Especially, the skewed finite difference methods are first applied by us for the elliptic Monge-Ampere equation. Based on Full-Local interpolation techniques and cascade principle, the new algorithm can save a large amount of computation time. Some numerical experiments are provided to confirm the efficiency of our proposed method.