A strong comparison principle for the generalized Dirichlet problem for Monge-Ampere

We prove a strong form of the comparison principle for the elliptic Monge-Ampere equation, with a Dirichlet boundary condition interpreted in the viscosity sense. This comparison principle is valid when the equation admits a Lipschitz continuous weak solution. The result is tight, as demonstrated by examples in which the strong comparison principle fails in the absence of Lipschitz continuity. This form of comparison principle closes a significant gap in the convergence analysis of many existing numerical methods for the Monge-Ampere equation. An important corollary is that any consistent, monotone, stable approximation of the Dirichlet problem for the Monge-Ampere equation will converge to the viscosity solution

Numerical Optimal Transport from 1D to 2D using a Non-local Monge-Amp\`ere Equation

We consider the numerical solution of the optimal transport problem between densities that are supported on sets of unequal dimension. Recent work by McCann and Pass reformulates this problem into a non-local Monge-Amp\`ere type equation. We provide a new level set framework for interpreting this non-linear PDE. We also propose a novel discretisation that combines carefully constructed monotone finite difference schemes with a variable-support discrete version of the Dirac delta function. The resulting method is consistent and monotone. These new techniques are described and implemented in the setting of 1D to 2D transport, but can easily be generalised to higher dimensions. Several challenging computational tests validate the new numerical method

On the Reduction in Accuracy of Finite Difference Schemes on Manifolds without Boundary

We investigate error bounds for numerical solutions of divergence structure linear elliptic PDEs on compact manifolds without boundary. Our focus is on a class of monotone finite difference approximations, which provide a strong form of stability that guarantees the existence of a bounded solution. In many settings including the Dirichlet problem, it is easy to show that the resulting solution error is proportional to the formal consistency error of the scheme. We make the surprising observation that this need not be true for PDEs posed on compact manifolds without boundary. By carefully constructing barrier functions, we prove that the solution error achieved by a scheme with consistency error $\mathcal{O}(h^\alpha)$ is bounded by $\mathcal{O}(h^{\alpha/(d+1)})$ in dimension $d$. We also provide a specific example where this predicted convergence rate is observed numerically. Using these error bounds, we further design a family of provably convergent approximations to the solution gradient.Comment: 28 pages, 7 figure

A Convergent Quadrature Based Method For The Monge-Amp\`ere Equation

We introduce an integral representation of the Monge-Amp\`ere equation, which leads to a new finite difference method based upon numerical quadrature. The resulting scheme is monotone and fits immediately into existing convergence proofs for the Monge-Amp\`ere equation with either Dirichlet or optimal transport boundary conditions. The use of higher-order quadrature schemes allows for substantial reduction in the component of the error that depends on the angular resolution of the finite difference stencil. This, in turn, allows for significant improvements in both stencil width and formal truncation error. We present two different implementations of this method. The first exploits the spectral accuracy of the trapezoid rule on uniform angular discretizations to allow for computation on a nearest-neighbors finite difference stencil over a large range of grid refinements. The second uses higher-order quadrature to produce superlinear convergence while simultaneously utilizing narrower stencils than other monotone methods. Computational results are presented in two dimensions for problems of various regularity.Comment: 25 pages, 6 figure