Discontinuous Galerkin and C^0-IP finite element approximation of periodic Hamilton-Jacobi-Bellman-Isaacs problems with application to numerical homogenization

DOI10.1051/M2AN/2022017zbMATH Open1496.65219arXiv2104.14450OpenAlexW3159931645MaRDI QIDQ5066871FDOQ5066871

Authors: Ellya L. Kawecki, Timo Sprekeler 

Publication date: 31 March 2022

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

Abstract: In the first part of the paper, we study the discontinuous Galerkin (DG) and $C^0$ interior penalty ($C^0$-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/$C^0$-IP finite element approximations to approximate corrector problems. Finally, we provide numerical experiments demonstrating the performance of the numerical schemes.

Full work available at URL: https://arxiv.org/abs/2104.14450

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zbMATH Keywords

homogenizationCordes conditionnonconforming finite element methodsnondivergence-form elliptic PDEHamilton-Jacobi-Bellman and HJB-Isaacs equations

Mathematics Subject Classification ID

Strong solutions to PDEs (35D35) Nonlinear elliptic equations (35J60) Periodic solutions to PDEs (35B10) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) 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)

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Cited In (7)

• Homogenization of Nondivergence-Form Elliptic Equations with Discontinuous Coefficients and Finite Element Approximation of the Homogenized Problem
• Computational multiscale methods for nondivergence-form elliptic partial differential equations
• Unified analysis of discontinuous Galerkin and \(C^0\)-interior penalty finite element methods for Hamilton-Jacobi-Bellman and Isaacs equations
• Convergence of adaptive discontinuous Galerkin and \(C^0\)-interior penalty finite element methods for Hamilton-Jacobi-Bellman and Isaacs equations
• Characterizations of diffusion matrices in homogenization of elliptic equations in nondivergence-form
• Mixed Finite Element Approximation of Periodic Hamilton--Jacobi--Bellman Problems With Application to Numerical Homogenization
• Optimal rate of convergence in periodic homogenization of viscous Hamilton-Jacobi equations

Uses Software

• NGSolve

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