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In
mathematics Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
, a (real) Monge–Ampère equation is a nonlinear second-order
partial differential equation In mathematics, a partial differential equation (PDE) is an equation which imposes relations between the various partial derivatives of a multivariable function. The function is often thought of as an "unknown" to be solved for, similarly to h ...
of special kind. A second-order equation for the unknown function ''u'' of two variables ''x'',''y'' is of Monge–Ampère type if it is linear in the
determinant In mathematics, the determinant is a scalar value that is a function of the entries of a square matrix. It characterizes some properties of the matrix and the linear map represented by the matrix. In particular, the determinant is nonzero if a ...
of the
Hessian matrix In mathematics, the Hessian matrix or Hessian is a square matrix of second-order partial derivatives of a scalar-valued function, or scalar field. It describes the local curvature of a function of many variables. The Hessian matrix was developed ...
of ''u'' and in the second-order
partial derivative In mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant (as opposed to the total derivative, in which all variables are allowed to vary). Pa ...
s of ''u''. The independent variables (''x'',''y'') vary over a given domain ''D'' of R2. The term also applies to analogous equations with ''n'' independent variables. The most complete results so far have been obtained when the equation is elliptic. Monge–Ampère equations frequently arise in
differential geometry Differential geometry is a mathematical discipline that studies the geometry of smooth shapes and smooth spaces, otherwise known as smooth manifolds. It uses the techniques of differential calculus, integral calculus, linear algebra and mult ...
, for example, in the
Weyl Hermann Klaus Hugo Weyl, (; 9 November 1885 – 8 December 1955) was a German mathematician, theoretical physicist and philosopher. Although much of his working life was spent in Zürich, Switzerland, and then Princeton, New Jersey, he is assoc ...
and Minkowski problems in
differential geometry of surfaces In mathematics, the differential geometry of surfaces deals with the differential geometry of smooth surfaces with various additional structures, most often, a Riemannian metric. Surfaces have been extensively studied from various perspective ...
. They were first studied by
Gaspard Monge Gaspard Monge, Comte de Péluse (9 May 1746 – 28 July 1818) was a French mathematician, commonly presented as the inventor of descriptive geometry, (the mathematical basis of) technical drawing, and the father of differential geometry. During ...
in 1784 and later by
André-Marie Ampère André-Marie Ampère (, ; ; 20 January 177510 June 1836) was a French physicist and mathematician who was one of the founders of the science of classical electromagnetism, which he referred to as "electrodynamics". He is also the inventor of nu ...
in 1820. Important results in the theory of Monge–Ampère equations have been obtained by
Sergei Bernstein Sergei Natanovich Bernstein (russian: Серге́й Ната́нович Бернште́йн, sometimes Romanized as ; 5 March 1880 – 26 October 1968) was a Ukrainian and Russian mathematician of Jewish origin known for contributions to parti ...
,
Aleksei Pogorelov Aleksei Vasil'evich Pogorelov (russian: Алексе́й Васи́льевич Погоре́лов, ua, Олексі́й Васи́льович Погорє́лов; March 2, 1919 – December 17, 2002), was a Soviet and Ukrainian ...
,
Charles Fefferman Charles Louis Fefferman (born April 18, 1949) is an American mathematician at Princeton University, where he is currently the Herbert E. Jones, Jr. '43 University Professor of Mathematics. He was awarded the Fields Medal in 1978 for his contri ...
, and
Louis Nirenberg Louis Nirenberg (February 28, 1925 – January 26, 2020) was a Canadian-American mathematician, considered one of the most outstanding mathematicians of the 20th century. Nearly all of his work was in the field of partial differential equat ...
. More recently in 2018
Alessio Figalli Alessio Figalli (; born 2 April 1984) is an Italian mathematician working primarily on calculus of variations and partial differential equations. He was awarded the Prix and in 2012, the EMS Prize in 2012, the Stampacchia Medal in 2015, the F ...
won the
Fields medal The Fields Medal is a prize awarded to two, three, or four mathematicians under 40 years of age at the International Congress of the International Mathematical Union (IMU), a meeting that takes place every four years. The name of the award h ...
in part for his work on the regularity of the Monge–Ampère equation.


Description

Given two independent variables ''x'' and ''y'', and one dependent variable ''u'', the general Monge–Ampère equation is of the form :L = A \, \text(\nabla^2 u) + B \Delta u + 2Cu_ + (D-B)u_ + E = A(u_u_ - u_^2) + Bu_ + 2Cu_ + Du_ + E = 0, where ''A'', ''B'', ''C'', ''D'', and ''E'' are functions depending on the first-order variables ''x'', ''y'', ''u'', ''u''x, and ''u''y only.


Rellich's theorem

Let Ω be a bounded domain in R3, and suppose that on Ω ''A'', ''B'', ''C'', ''D'', and ''E'' are continuous functions of ''x'' and ''y'' only. Consider the
Dirichlet problem In mathematics, a Dirichlet problem is the problem of finding a function which solves a specified partial differential equation (PDE) in the interior of a given region that takes prescribed values on the boundary of the region. The Dirichlet prob ...
to find ''u'' so that :L 0,\quad \text\ \Omega :u, _=g. If :BD-C^2-AE > 0, then the Dirichlet problem has at most two solutions.


Ellipticity results

Suppose now that x is a variable with values in a domain in Rn, and that ''f''(x,''u'',''Du'') is a positive function. Then the Monge–Ampère equation :L = \det D^2 u - f(\mathbf,u,Du)=0\qquad\qquad (1) is a
nonlinear In mathematics and science, a nonlinear system is a system in which the change of the output is not proportional to the change of the input. Nonlinear problems are of interest to engineers, biologists, physicists, mathematicians, and many oth ...
elliptic partial differential equation Second-order linear partial differential equations (PDEs) are classified as either elliptic, hyperbolic, or parabolic. Any second-order linear PDE in two variables can be written in the form :Au_ + 2Bu_ + Cu_ + Du_x + Eu_y + Fu +G= 0,\, whe ...
(in the sense that its
linearization In mathematics, linearization is finding the linear approximation to a function at a given point. The linear approximation of a function is the first order Taylor expansion around the point of interest. In the study of dynamical systems, linea ...
is elliptic), provided one confines attention to
convex Convex or convexity may refer to: Science and technology * Convex lens, in optics Mathematics * Convex set, containing the whole line segment that joins points ** Convex polygon, a polygon which encloses a convex set of points ** Convex polytop ...
solutions. Accordingly, the operator ''L'' satisfies versions of the
maximum principle In the mathematical fields of partial differential equations and geometric analysis, the maximum principle is any of a collection of results and techniques of fundamental importance in the study of elliptic and parabolic differential equations. ...
, and in particular solutions to the Dirichlet problem are unique, provided they exist.


Applications

Monge–Ampère equations arise naturally in several problems in
Riemannian geometry Riemannian geometry is the branch of differential geometry that studies Riemannian manifolds, smooth manifolds with a ''Riemannian metric'', i.e. with an inner product on the tangent space at each point that varies smoothly from point to point ...
,
conformal geometry In mathematics, conformal geometry is the study of the set of angle-preserving ( conformal) transformations on a space. In a real two dimensional space, conformal geometry is precisely the geometry of Riemann surfaces. In space higher than two di ...
, and
CR geometry In mathematics, a CR manifold, or Cauchy–Riemann manifold, is a differentiable manifold together with a geometric structure modeled on that of a real hypersurface in a complex vector space, or more generally modeled on an edge of a wedge. Forma ...
. One of the simplest of these applications is to the problem of prescribed Gauss curvature. Suppose that a real-valued function ''K'' is specified on a domain Ω in R''n'', the problem of prescribed Gauss curvature seeks to identify a hypersurface of R''n''+1 as a graph ''z'' = ''u''(x) over x ∈ Ω so that at each point of the surface the Gauss curvature is given by ''K''(x). The resulting partial differential equation is :\det D^2 u - K(\mathbf)(1 + , Du, ^2)^ = 0. The Monge–Ampère equations are related to the Monge–Kantorovich optimal mass transportation problem, when the "cost functional" therein is given by the Euclidean distance.


See also

* Complex Monge–Ampère equation


References


Additional references

* * * * * *


External links

* * {{DEFAULTSORT:Monge-Ampere equation Partial differential equations