Domain Decomposition Methods for the Monge–Ampère Equation

Abstract

SIAM Journal on Numerical Analysis, Volume 62, Issue 4, Page 1979-2003, August 2024.
Abstract. We introduce a new overlapping domain decomposition method (DDM) to solve fully nonlinear elliptic partial differential equations (PDEs) approximated with monotone schemes. While DDMs have been extensively studied for linear problems, their application to fully nonlinear PDEs remains limited in the literature. To address this gap, we establish a proof of global convergence of these new iterative algorithms using a discrete comparison principle argument. We also provide a specific implementation for the Monge–Ampère equation. Several numerical tests are performed to validate the convergence theorem. These numerical experiments involve examples of varying regularity. Computational experiments show that method is efficient, robust, and requires relatively few iterations to converge. The results reveal great potential for DDM methods to lead to highly efficient and parallelizable solvers for large-scale problems that are computationally intractable using existing solution methods.