Brittany D. Froese

Convergent Finite Difference Solvers for Viscosity Solutions of the Elliptic Monge-Ampère Equation in Dimensions Two and Higher

The elliptic Monge-Ampere equation is a fully nonlinear partial differential equation that originated in geometric surface theory and has been applied in dynamic meteorology, elasticity, geometric optics, image processing, and image registration. Solutions can be singular, in which case standard numerical approaches fail. Novel solution methods are required for stability and convergence to the weak (viscosity) solution. In this article we build a wide stencil finite difference discretization for the Monge-Ampere equation. The scheme is monotone, so the Barles-Souganidis theory allows us to prove that the solution of the scheme converges to the unique viscosity solution of the equation. Solutions of the scheme are found using a damped Newtons method. We prove convergence of Newtons method and provide a systematic method to determine a starting point for the Newton iteration. Computational results are presented in two and three dimensions, which demonstrates the speed and accuracy of the method on a number of exact solutions, which range in regularity from smooth to nondifferentiable.

Convergent Filtered Schemes for the Monge--Ampère Partial Differential Equation

The theory of viscosity solutions has been effective for representing and approximating weak solutions to fully nonlinear partial differential equations such as the elliptic Monge--Ampere equation. The approximation theory of Barles and Souganidis [Asymptotic Anal., 4 (1991), pp. 271--283] requires that numerical schemes be monotone (or elliptic in the sense of [A. M. Oberman, SIAM J. Numer. Anal., 44 (2006), pp. 879--895]). But such schemes have limited accuracy. In this article, we establish a convergence result for filtered schemes, which are nearly monotone. This allows us to construct finite difference discretizations of arbitrarily high-order. We demonstrate that the higher accuracy is achieved when solutions are sufficiently smooth. In addition, the filtered scheme provides a natural detection principle for singularities. We employ this framework to construct a formally second-order scheme for the Monge--Ampere equation and present computational results on smooth and singular solutions.

A Numerical Method for the Elliptic Monge--Ampère Equation with Transport Boundary Conditions

The problem of optimal mass transport arises in numerous applications including image registration, mesh generation, reflector design, and astrophysics. One approach to solving this problem is via the Monge-Amp\`ere equation. While recent years have seen much work in the development of numerical methods for solving this equation, very little has been done on the implementation of the transport boundary condition. In this paper, we propose a method for solving the transport problem by iteratively solving a Monge-Amp\`ere equation with Neumann boundary conditions. To enable mappings between variable densities, we extend an earlier discretization of the equation to allow for right-hand sides that depend on gradients of the solution [Froese and Oberman, SIAM J. Numer. Anal., 49 (2011) 1692--1714]. This discretization provably converges to the viscosity solution. The resulting system is solved efficiently with Newtons method. We provide several challenging computational examples that demonstrate the effectiveness and efficiency (

Fast finite difference solvers for singular solutions of the elliptic Monge-Ampère equation

O(M)-O(M^{1.3})

Freeform illumination optics construction following an optimal transport map

time) of the proposed method.

Creating unconventional geometric beams with large depth of field using double freeform-surface optics

The elliptic Monge-Ampere equation is a fully nonlinear Partial Differential Equation which originated in geometric surface theory, and has been applied in dynamic meteorology, elasticity, geometric optics, image processing and image registration. Solutions can be singular, in which case standard numerical approaches fail. In this article we build a finite difference solver for the Monge-Ampere equation, which converges even for singular solutions. Regularity results are used to select a priori between a stable, provably convergent monotone discretization and an accurate finite difference discretization in different regions of the computational domain. This allows singular solutions to be computed using a stable method, and regular solutions to be computed more accurately. The resulting nonlinear equations are then solved by Newtons method. Computational results in two and three-dimensions validate the claims of accuracy and solution speed. A computational example is presented which demonstrates the necessity of the use of the monotone scheme near singularities.

Fast sweeping methods for hyperbolic systems of conservation laws at steady state

We present a modified optimal transport (OT) ray-mapping approach for designing freeform illumination optics. After mapping the source intensity into a virtual irradiance distribution under stereographic projection, we employ an advanced OT map computation method with the ability to tackle nonstandard boundary conditions. Following the computed map, we construct the freeform optical surface directly from normal vectors by requiring that the chord between two adjacent points is perpendicular to the average of the two normal vectors at these two points and enforcing this relationship with a least squares method. Examples of designing freeform lenses for LED sources show that we can produce various uniform illumination patterns with high optical efficiencies.

Meshfree finite difference approximations for functions of the eigenvalues of the Hessian

We consider here creation of an unconventional flattop beam with a large depth of field by employing double freeform optical surfaces. The output beam is designed with continuous variations from the flattop to almost zero near the edges to resist the influence of diffraction on its propagation. We solve this challenging problem by naturally incorporating an optimal transport map computation scheme for unconventional boundary conditions with a simultaneous point-by-point double surface construction procedure. We demonstrate experimentally the generation of a long-range propagated triangular beam through a plano-freeform lens pair fabricated by a diamond-tuning machine.

A multigrid scheme for 3D Monge–Ampère equations*

Fast sweeping methods have become a useful tool for computing the solutions of static Hamilton-Jacobi equations. By adapting the main idea behind these methods, we describe a new approach for computing steady state solutions to systems of conservation laws. By exploiting the flow of information along characteristics, these fast sweeping methods can compute solutions very efficiently. Furthermore, the methods capture shocks sharply by directly imposing the Rankine-Hugoniot shock conditions. We present convergence analysis and numerics for several one- and two-dimensional examples to illustrate the use and advantages of this approach.

Simplified freeform optics design for complicated laser beam shaping

We introduce meshfree finite difference methods for approximating nonlinear elliptic operators that depend on second directional derivatives or the eigenvalues of the Hessian. Approximations are defined on unstructured point clouds, which allows for very complicated domains and a non-uniform distribution of discretisation points. The schemes are monotone, which ensures that they converge to the viscosity solution of the underlying PDE as long as the equation has a comparison principle. Numerical experiments demonstrate convergence for a variety of equations including problems posed on random point clouds, complex domains, degenerate equations, and singular solutions.