Finite element approximation of the Isaacs equation

DOI10.1051/M2AN/2018067zbMath1433.65311arXiv1512.09091OpenAlexW2963701079MaRDI QIDQ5230137

Abner J. Salgado, Wujun Zhang

Publication date: 20 August 2019

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.09091

zbMATH Keywords

finite elementsdiscrete maximum principlefully nonlinear equations

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Smoothness and regularity of solutions to PDEs (35B65) Error bounds for boundary value problems involving PDEs (65N15) Maximum principles in context of PDEs (35B50) Nonlinear elliptic equations (35J60) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Viscosity solutions to PDEs (35D40) Integro-partial differential equations (35R09)

Related Items (10)

Finite element methods for isotropic Isaacs equations with viscosity and strong Dirichlet boundary conditions ⋮ Convergence of adaptive discontinuous Galerkin and \(C^0\)-interior penalty finite element methods for Hamilton-Jacobi-Bellman and Isaacs equations ⋮ Discontinuous Galerkin and C⁰-IP finite element approximation of periodic Hamilton–Jacobi–Bellman–Isaacs problems with application to numerical homogenization ⋮ Monotone discretization of the Monge–Ampère equation of optimal transport ⋮ Numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics ⋮ A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs ⋮ \(C^0\) finite element approximations of linear elliptic equations in non-divergence form and Hamilton-Jacobi-Bellman equations with Cordes coefficients ⋮ Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment ⋮ A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations ⋮ Unified analysis of discontinuous Galerkin andC⁰-interior penalty finite element methods for Hamilton–Jacobi–Bellman and Isaacs equations

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