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

DOI10.1007/s10208-021-09493-0zbMath1492.65314arXiv2006.07215OpenAlexW3145203128MaRDI QIDQ2143213

Iain Smears, Ellya L. Kawecki

Publication date: 31 May 2022

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.07215

zbMATH Keywords

monotone operatoradaptivityHamilton-Jacobi-Bellman equationsIsaacs equationfully nonlinear partial differential equations

Mathematics Subject Classification ID

2-person games (91A05) 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) Stochastic games, stochastic differential games (91A15) Schrödinger operator, Schrödinger equation (35J10) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Computational methods for problems pertaining to game theory, economics, and finance (91-08) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Related Items (4)

Auxiliary space preconditioners for a \(C^0\) finite element approximation of Hamilton-Jacobi-Bellman equations with cordes coefficients ⋮ Plain convergence of goal-oriented adaptive FEM ⋮ <scp>Zero‐sum</scp> game optimal control for the nonlinear switched systems based on heuristic dynamic programming ⋮ A \(C^0\) finite element approximation of planar oblique derivative problems in non-divergence form

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