# Mixed finite element approximation of the Hamilton-Jacobi-Bellman equation with Cordes coefficients

Gallistl, D
Suli, E

19 March 2019

## Journal:

SIAM Journal on Numerical Analysis

## Last Updated:

2020-06-21T01:55:18.807+01:00

2

57

## DOI:

10.1137/18M1192299

592–614-

## abstract:

A mixed finite element approximation of $H^2$ solutions to the fully nonlinear Hamilton--Jacobi--Bellman equation, with coefficients that satisfy the Cordes condition, is proposed and analyzed. A priori and a posteriori bounds on the approximation error are proved. The contributions from the a posteriori error estimator can be used as refinement indicators in an adaptive mesh-refinement algorithm. The convergence of this procedure is proved and empirically studied in numerical experiments.

966764

Submitted

Journal Article