Mixed finite-element methods for Hamilton-Jacobi-Bellman-type equations

F. A. Milner; E. J. Park

doi:10.1093/imanum/16.3.399

Mixed finite-element methods for Hamilton-Jacobi-Bellman-type equations

F. A. Milner, E. J. Park

Department of Computational Science and Engineering

Research output: Contribution to journal › Article › peer-review

12 Citations (Scopus)

Abstract

The numerical solution of Dirichlet's problem for a second-order elliptic operator in divergence form with arbitrary nonlinearities in the first-and zero-order terms is considered. The mixed finite-element method is used. Existence and uniqueness of the approximation are proved and optimal error estimates in L² are demonstrated for the relevant functions. Error estimates are also derived in L^q, 2 ≤ q ≤ + ∞.

Original language	English
Pages (from-to)	399-412
Number of pages	14
Journal	IMA Journal of Numerical Analysis
Volume	16
Issue number	3
DOIs	https://doi.org/10.1093/imanum/16.3.399
Publication status	Published - 1996 Jul

All Science Journal Classification (ASJC) codes

Mathematics(all)
Computational Mathematics
Applied Mathematics

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10.1093/imanum/16.3.399

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abstract = "The numerical solution of Dirichlet's problem for a second-order elliptic operator in divergence form with arbitrary nonlinearities in the first-and zero-order terms is considered. The mixed finite-element method is used. Existence and uniqueness of the approximation are proved and optimal error estimates in L2 are demonstrated for the relevant functions. Error estimates are also derived in Lq, 2 ≤ q ≤ + ∞.",

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Mixed finite-element methods for Hamilton-Jacobi-Bellman-type equations

Abstract

All Science Journal Classification (ASJC) codes

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