Pointwise rates of convergence for the Oliker–Prussner method for the Monge–Ampère equation

Abstract

We study the Oliker-Prussner method exploiting its geometric nature. We derive discrete stability and continuous dependence estimates in the max-norm by using a discrete Alexandroff estimate and the Brunn-Minkowski inequality. We show that the method is exact for all convex quadratic polynomials provided the underlying set of nodes is translation invariant within the domain; nodes still conform to the domain boundary. This gives a suitable notion of operator consistency which, combined with stability, leads to pointwise rates of convergence for classical and non-classical solutions of the Monge-Amp\`{e}re equation.