Wide stencil finite difference schemes for the elliptic Monge-Ampère equation and functions of the eigenvalues of the Hessian

Certain fully nonlinear elliptic Partial Differential Equations can be written as functions of the eigenvalues of the Hessian. These include: the Monge-Ampère equation, Pucci’s Maximal and Minimal equations, and the equation for the convex envelope. In this article we build convergent monotone finite difference schemes for the aforementioned equations. Numerical results are presented.