Partial Differential Equations - Modelling and ... - ResearchGate
Partial Differential Equations - Modelling and ... - ResearchGate Partial Differential Equations - Modelling and ... - ResearchGate
Elliptic Monge–Ampère Equation in Dimension Two 45 (1) has no classical solution it has viscosity solutions in the sense of Crandall– Lions, as shown in, e.g., [CC95, Cab02, Jan88, Urb88, CIL92]. The Crandall– Lions viscosity approach relies heavily on the maximum principle, unlike the variational methods used to solve, for example, the second order linear elliptic equations in divergence form in some appropriate subspace of the Hilbert space H 1 (Ω). The least-squares approach discussed in this article operates in the space H 2 (Ω) × Q where Q is the Hilbert space of the 2 × 2 symmetric tensor-valued functions with component in L 2 (Ω). Combined with mixed finite element approximations and operator-splitting methods it will have the ability, if g has the H 3/2 (Γ )-regularity, to capture classical solutions, if such solutions exist, and to compute generalized solutions to problems like (1) which have no classical solution. Actually, we will show that these generalized solutions are also viscosity solutions, but in a sense different from Crandall–Lions’. Remark 1. Suppose that Ω is simply connected. Let us define a vector-valued function u by u = { ∂ψ ∂x 2 , − ∂ψ ∂x 1 } (= {u 1 ,u 2 }). The problem (E-MA-D) takes then the equivalent formulation ⎧ ⎨ det ∇u = f in Ω, ∇ · u =0 inΩ, ⎩ u · n = dg (2) on Γ, ds where n denotes the outward unit vector normal at Γ ,ands is a counterclockwise curvilinear abscissa. Once u is known, one obtains ψ via the solution of the following Poisson–Dirichlet problem: −△ψ = ∂u 2 ∂x 1 − ∂u 1 ∂x 2 in Ω, ψ = g on Γ. The problem (2) has clearly an incompressible fluid flow flavor, ψ playing here the role of a stream function. The relations (2) can be used to solve the problem (E-MA-D) but this approach will not be further investigated here. Remark 2. As shown in [DG05], the methodology discussed in this article applies also (among other problems) to the Pucci–Dirichlet problem αλ + + λ − =0 inΩ, ψ = g on Γ, (PUC-D) with λ + (resp., λ − )thelargest (resp., the smallest) eigenvalue of D 2 ψ and α ∈ (1, +∞). (If α = 1, one recovers the linear Poisson–Dirichlet problem.) Remark 3. A shortened version of this article can be found in [DG04]. Remark 4. The solution of (E-MA-D) by augmented Lagrangian methods is discussed in [DG03, DG06a, DG06b].
46 E.J. Dean and R. Glowinski 2 A Least Squares Formulation of the Problem (E-MA-D) From now on, we suppose that f>0andthat{f,g} ∈{L 1 (Ω),H 3/2 (Γ )}, implying that the following space and set are non-empty: V g = {ϕ | ϕ ∈ H 2 (Ω), ϕ = g on ∂Ω}, Q f = {q | q ∈ Q, det q = f}, with Q = {q | q ∈ (L 2 (Ω)) 2×2 , q = q t }. Solving the Monge–Ampère equation in H 2 (Ω) is equivalent to looking for the intersection in Q of the two sets D 2 V g and Q f , an infinite dimensional geometry problem “visualized” in Figures 1 and 2. If D 2 V g ∩ Q f ≠ ∅ as “shown” in Figure 1, then the problem (E-MA-D) has a solution in H 2 (Ω). If, on the other hand, it is the situation of Figure 2 which prevails, namely D 2 V g ∩ Q f = ∅, (E-MA-D) has no solution in H 2 (Ω). However, Figure 2 is constructive in the sense that it suggests looking for a pair {ψ, p} which minimizes, globally or locally, some distance between D 2 ϕ and q when {ϕ, q} describes the set V g × Q f . According to the above suggestion, and in order to handle those situations where (E-MA-D) has no solution in H 2 (Ω), despite the fact that neither V g nor Q f are empty, we suggest to solve the above problem via the following (nonlinear) least squares formulation: { Find {ψ, p} ∈V g × Q f such that (LSQ) j(ψ, p) ≤ j(ϕ, q), ∀{ϕ, q} ∈V g × Q f , where, in (LSQ) and below, we have (with dx = dx 1 dx 2 ): ∫ j(ϕ, q) = 1 2 |D 2 ϕ − q| 2 dx (3) and Ω |q| =(q 2 11 + q 2 22 +2q 2 12) 1/2 , ∀q(= (q ij ) 1≤i,j≤2 ) ∈ Q. (4) Q f p=D 2 ψ D 2 V g Q f 2 D V g D 2 ψ Qf p Q Q f Q Fig. 1. Problem (E-MA-D) has a solution in H 2 (Ω). Fig. 2. Problem (E-MA-D) has no solution in H 2 (Ω).
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46 E.J. Dean <strong>and</strong> R. Glowinski<br />
2 A Least Squares Formulation of the Problem<br />
(E-MA-D)<br />
From now on, we suppose that f>0<strong>and</strong>that{f,g} ∈{L 1 (Ω),H 3/2 (Γ )},<br />
implying that the following space <strong>and</strong> set are non-empty:<br />
V g = {ϕ | ϕ ∈ H 2 (Ω), ϕ = g on ∂Ω},<br />
Q f = {q | q ∈ Q, det q = f},<br />
with<br />
Q = {q | q ∈ (L 2 (Ω)) 2×2 , q = q t }.<br />
Solving the Monge–Ampère equation in H 2 (Ω) is equivalent to looking for<br />
the intersection in Q of the two sets D 2 V g <strong>and</strong> Q f , an infinite dimensional<br />
geometry problem “visualized” in Figures 1 <strong>and</strong> 2.<br />
If D 2 V g ∩ Q f ≠ ∅ as “shown” in Figure 1, then the problem (E-MA-D)<br />
has a solution in H 2 (Ω). If, on the other h<strong>and</strong>, it is the situation of Figure 2<br />
which prevails, namely D 2 V g ∩ Q f = ∅, (E-MA-D) has no solution in H 2 (Ω).<br />
However, Figure 2 is constructive in the sense that it suggests looking for a<br />
pair {ψ, p} which minimizes, globally or locally, some distance between D 2 ϕ<br />
<strong>and</strong> q when {ϕ, q} describes the set V g × Q f .<br />
According to the above suggestion, <strong>and</strong> in order to h<strong>and</strong>le those situations<br />
where (E-MA-D) has no solution in H 2 (Ω), despite the fact that neither V g<br />
nor Q f are empty, we suggest to solve the above problem via the following<br />
(nonlinear) least squares formulation:<br />
{<br />
Find {ψ, p} ∈V g × Q f such that<br />
(LSQ)<br />
j(ψ, p) ≤ j(ϕ, q), ∀{ϕ, q} ∈V g × Q f ,<br />
where, in (LSQ) <strong>and</strong> below, we have (with dx = dx 1 dx 2 ):<br />
∫<br />
j(ϕ, q) = 1 2<br />
|D 2 ϕ − q| 2 dx (3)<br />
<strong>and</strong><br />
Ω<br />
|q| =(q 2 11 + q 2 22 +2q 2 12) 1/2 , ∀q(= (q ij ) 1≤i,j≤2 ) ∈ Q. (4)<br />
Q f<br />
p=D 2 ψ<br />
D 2 V g<br />
Q<br />
f<br />
2<br />
D V g<br />
D 2 ψ<br />
Qf<br />
p<br />
Q<br />
Q f<br />
Q<br />
Fig. 1. Problem (E-MA-D) has a solution<br />
in H 2 (Ω).<br />
Fig. 2. Problem (E-MA-D) has no solution<br />
in H 2 (Ω).