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

Gallistl, D
Suli, E

2019

## Journal:

SIAM JOURNAL ON NUMERICAL ANALYSIS

## Last Updated:

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

2

57

## DOI:

10.1137/18M1192299

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.

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