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

F. A. Milner, E. J. Park

Research output: Contribution to journalArticle

12 Scopus citations

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 ≤ + ∞.

Original languageEnglish (US)
Pages (from-to)399-412
Number of pages14
JournalIMA Journal of Numerical Analysis
Volume16
Issue number3
DOIs
StatePublished - Jul 1996
Externally publishedYes

ASJC Scopus subject areas

  • Mathematics(all)
  • Computational Mathematics
  • Applied Mathematics

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