An Iterative Least-Squares Method for the Hyperbolic Monge-Amp\`ere Equation with Transport Boundary Condition

Abstract

A least-squares method for solving the hyperbolic Monge-Amp\`ere equation with transport boundary condition is introduced. The method relies on an iterative procedure for the gradient of the solution, the so-called mapping. By formulating error functionals for the interior domain, the boundary, both separately and as linear combination, three minimization problems are solved iteratively to compute the mapping. After convergence, a fourth minimization problem, to compute the solution of the Monge-Amp\`ere equation, is solved. The approach is based on a least-squares method for the elliptic Monge-Amp\`ere equation by Prins et al., and is improved upon by the addition of analytical solutions for the minimization on the interior domain and by the introduction of two new boundary methods. Lastly, the iterative method is tested on a variety of examples. It is shown that, when the iterative method converges, second-order global convergence as function of the spatial discretization is obtained.Comment: 30 pages, 24 figure