Discontinuous Galerkin and C^0-IP finite element approximation of periodic Hamilton-Jacobi-Bellman-Isaacs problems with application to numerical homogenization
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Publication:5066871
Cordes conditionHamilton-Jacobi-Bellman and HJB-Isaacs equationshomogenizationnonconforming finite element methodsnondivergence-form elliptic PDE
Periodic solutions to PDEs (35B10) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Strong solutions to PDEs (35D35) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Nonlinear elliptic equations (35J60) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Abstract: In the first part of the paper, we study the discontinuous Galerkin (DG) and interior penalty (-IP) finite element approximation of the periodic strong solution to the fully nonlinear second-order Hamilton--Jacobi--Bellman--Isaacs (HJBI) equation with coefficients satisfying the Cordes condition. We prove well-posedness and perform abstract a posteriori and a priori analyses which apply to a wide family of numerical schemes. These periodic problems arise as the corrector problems in the homogenization of HJBI equations. The second part of the paper focuses on the numerical approximation to the effective Hamiltonian of ergodic HJBI operators via DG/-IP finite element approximations to approximate corrector problems. Finally, we provide numerical experiments demonstrating the performance of the numerical schemes.
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Cited in
(10)- Convergence of adaptive discontinuous Galerkin and \(C^0\)-interior penalty finite element methods for Hamilton-Jacobi-Bellman and Isaacs equations
- Unified analysis of discontinuous Galerkin and C^0-interior penalty finite element methods for Hamilton-Jacobi-Bellman and Isaacs equations
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