Convergence of a hybrid scheme for the elliptic Monge-Ampere equation

Abstract

We prove the convergence of a hybrid discretization to the viscosity solution of the elliptic Monge-Ampere equation. The hybrid discretization uses a standard finite difference discretization in parts of the computational domain where the solution is expected to be smooth and a monotone scheme elsewhere. A motivation for the hybrid discretization is the lack of an appropriate Newton solver for the standard finite difference discretization on the whole domain.