Skip to main content
Log in

On the numerical solution of the equation\(\frac{{\partial ^2 z}}{{\partial x^2 }}\frac{{\partial ^2 z}}{{\partial y^2 }} - \left( {\frac{{\partial ^2 z}}{{\partial x\partial y}}} \right)^2 = f\) and its discretizations, I

  • Published:
Numerische Mathematik Aims and scope Submit manuscript

Summary

The equation indicated in the title is the simplest representative of the class of nonlinear equations of Monge-Ampere type. Equations with such nonlinearities arise in dynamic meteorology, geometric optics, elasticity and differential geometry. In some special cases heuristic procedures for numerical solution are available, but in order for them to be successful a good initial guess is required. For a bounded convex domain, nonnegativef and Dirichlet data we consider a special discretization of the equation based on its geometric interpretation. For the discrete version of the problem we propose an iterative method that produces a monotonically convergent sequence. No special information about an initial guess is required, and to initiate the iterates a routine step is made. The method is self-correcting and is structurally suitable for a parallel computer. The computer program modules and several examples are presented in two appendices.

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

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Aleksandrov, A.D.: The Dirichlet problem for the equation det(z ij )=φ(z 1,...,z n,z, x 1,...,x n). I. Vestnik Leningrad Univ.1 5–24 (1958) (in Russian)

    Google Scholar 

  2. Aleksandrov, A.D.: Convex polyhedra. GITTL, M.-L. 1950 (in Russian); German transl. Berlin, Akademie-Verlag 1958

    Google Scholar 

  3. Arnason, G.: A convergent method for solving the balance equation. J. Meteorol.15, 220–225 (1957)

    Google Scholar 

  4. Bakelman, I.: Geometric methods for solving elliptic equations. Nauka 1965 (in Russian)

  5. Busemann, H.: Convex surfaces. New York, Interscience Publishers, 1958

    Google Scholar 

  6. Caffarelli, L., Nirenberg, L., Spruck, J.: The Dirichlet problem for nonlinear second order elliptic equations. I. Monge-Ampère equation. Comm. Pure Appl. Math.37, 369–402 (1984)

    Google Scholar 

  7. Cheng, S.Y., Yau, S.T.: On the regularity of the Monge-Ampère equation det(∂2 u/∂ x iy j )=F(x,u). Comm. Pure Appl. Math.30 41–68 (1977)

    Google Scholar 

  8. Courant, R., Hilbert, D.: Methods of mathematical physics. Vol. II, New York: Interscience Publishers, Wiley 1962

    Google Scholar 

  9. Haltiner, G.J.: Numerical weather prediction, New York, Wiley 1971

    Google Scholar 

  10. Kasahara, A.: Significance of non-elliptic regions in balanced flows of the tropical atmosphere (preprint). Boulder, Colorado, National Center for Atmospheric Research, 1981

    Google Scholar 

  11. Nirenberg, L.: The Weyl and Minkowski problems in differential geometry in the large. Comm. Pure Appl. Math.6, 337–394 (1953)

    Google Scholar 

  12. Oliker, V.: On the linearized Monge-Ampère equations related to the boundary value Minkowski problem and its generalizations. In: Gherardelli, F. (ed.) Monge-Ampère Equations and Related Topics, Proceedings of a Seminar held in Firenze, 1980, pp. 79–112 Roma 1982

  13. Ortega, J.M., Rheinboldt, W.C.: Iterative solutions of nonlinear equations in several variables. New York: Academic Press 1970

    Google Scholar 

  14. Pogorelov, A.V.: Deformation of convex surfaces. GITTL. M.-L. 1951 (in Russian) (see esp. Ch. II, Sect. 4)

  15. Pogorelov, A.V.: The Minkowski multidimensional problem. Moscow, Nauka 1975 (in Russian); Engl. transl. New York: Wiley J. 1978

    Google Scholar 

  16. Rheinboldt, W.: On M-functions and their application to nonlinear Gauss-Seidel iterations and to network flows. J. Math. Anal. Appl.32, 274–307 (1970)

    Google Scholar 

  17. Rheinboldt, W.: Methods for solving systems of nonlinear equations. Regional Conference Series in Applied Math. # 14. SIAM. Philadelphia 1974

    Google Scholar 

  18. Shuman, F.G.: Numerical methods in weather prediction: I. The Balance equation. Monthly Weather Review85, 329–332 (1957)

    Google Scholar 

  19. Stoker, J.J.: Nonlinear elasticity. Ch. 5.. New York: Gordon and Breach 1968

    Google Scholar 

  20. Swart, G.: Finding the convex hull facet by facet. Algorithms6, 17–48 (1985)

    Google Scholar 

  21. Volkov, Y.A.: An estimate for the change of solution of the equationf(z 1, ...,z n ) det(z ij )=h(x 1, ...,x n ) in terms of the change of its right hand side. Vestnik Leningrad Univ.13 5–14 (1960) (in Russian)

    Google Scholar 

  22. Westcott, B.S.: Shaped reflector antenna design. Research Studies Press Ltd., Letchworth, Hertforedshire, England 1983

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

The work of both authors was supported by AFOSR Grants #83-0319 and 84-0285

Rights and permissions

Reprints and permissions

About this article

Cite this article

Oliker, V.I., Prussner, L.D. On the numerical solution of the equation\(\frac{{\partial ^2 z}}{{\partial x^2 }}\frac{{\partial ^2 z}}{{\partial y^2 }} - \left( {\frac{{\partial ^2 z}}{{\partial x\partial y}}} \right)^2 = f\) and its discretizations, I. Numer. Math. 54, 271–293 (1989). https://doi.org/10.1007/BF01396762

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01396762

Subject Classification

Navigation