Monotone and second order consistent schemes for the Pucci and Monge-Ampere equations
Résumé
We introduce a new strategy for the design of second-order accurate discretiza-tions of non-linear second order operators of Bellman type, which preserves degenerate ellipticity. The approach relies on Selling's formula, a tool from lattice geometry, and is applied to the Pucci and Monge-Ampere equations, discretized on a two dimensional cartesian grid. In the case of the Monge-Ampere equation, our work is related to both the stable formulation [FJ17] and the second order accurate scheme [BCM16]. Numerical experiments illustrate the robustness and the accuracy of the method.
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