MIXED FINITE ELEMENT APPROXIMATION OF THE HAMILTON-JACOBI-BELLMAN EQUATION WITH CORDES COEFFICIENTS

Author: 

Gallistl, D
Suli, E

Publication Date: 

2019

Journal: 

SIAM JOURNAL ON NUMERICAL ANALYSIS

Last Updated: 

2019-08-19T08:26:35.88+01:00

Issue: 

2

Volume: 

57

DOI: 

10.1137/18M1192299

page: 

592-614

abstract: 

© 2019 Society for Industrial and Applied Mathematics. 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.

Symplectic id: 

966764

Download URL: 

Submitted to ORA: 

Submitted

Publication Type: 

Journal Article