Convergence of adaptive discontinuous Galerkin and \(C^0\)-interior penalty finite element methods for Hamilton-Jacobi-Bellman and Isaacs equations (Q2143213)

The rough contents of this large paper are as follows: 1. Introduction, 2. Notation, 3. Variational formulation of the problem and adaptive finite element approximation, 4. Analysis of the limit spaces, and 5. The limit problem and proof of convergence. The authors are concerned with the study of the convergence, stability and efficiency of a broad class of adaptive discontinuous Galerkin and $C^0$ interior penalty finite element methods for second-order fully nonlinear Isaacs' equation (particularly HJB equation), with a homogeneous Dirichlet boundary condition. They do not use a discrete maximum principle for the fully nonlinear PDE. Instead, they make use of adaptive methods based on successive mesh refinements driven by computable error estimators. They work in the spirit of monotone operators and a key step in their analysis is a novel approach to the construction and analysis of the limit spaces. The work is full of subtle technicalities through which the authors provide several wider contributions to the general analysis of adaptive nonconforming methods.