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

Fabio Milner, E. J. Park

Research output: Contribution to journalArticle

11 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 Lq, 2 ≤ q ≤ + ∞.

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

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Optimal Error Estimates
Hamilton-Jacobi
Mixed Finite Element Method
Elliptic Operator
Dirichlet Problem
Error Estimates
Divergence
Existence and Uniqueness
Numerical Solution
Nonlinearity
Finite element method
Zero
Arbitrary
Term
Approximation
Form

ASJC Scopus subject areas

  • Mathematics(all)
  • Applied Mathematics
  • Computational Mathematics

Cite this

Mixed finite-element methods for Hamilton-Jacobi-Bellman-type equations. / Milner, Fabio; Park, E. J.

In: IMA Journal of Numerical Analysis, Vol. 16, No. 3, 07.1996, p. 399-412.

Research output: Contribution to journalArticle

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