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The Second Boundary Value Problem for a Discrete Monge–Ampere Equation

Presenter
March 11, 2024
Abstract
We propose a discretization of the second boundary condition for the Monge–Ampere equation arising in geometric optics and optimal transport. The discretization we propose is the natural generalization of the popular Oliker–Prussner method proposed in 1988. For the discretization of the differential operator, we use a discrete analogue of the subdifferential. Existence and stability of the solutions to the discrete problem are established. Convergence results to the continuous problem are given.