Optimal L ∞ -Error Estimate for a System of Elliptic Quasi-Variational Inequalities with Noncoercive Operators
From MaRDI portal
Publication:5265307
DOI10.1007/978-3-319-06923-4_8zbMath1319.65052MaRDI QIDQ5265307
Publication date: 23 July 2015
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-06923-4_8
convergence; finite elements; subsolution; \(L^{\infty}\)-error estimate; discrete regularity; system of quasi-variational inequalities
49J40: Variational inequalities
65K15: Numerical methods for variational inequalities and related problems
Related Items
On finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problems, The noncoercive quasi-variational inequalities related to impulse control problems, \(L^{\infty }\)-error estimate of a parabolic quasi-variational inequalities systems related to management of energy production problems via the subsolution concept, $L^{\infty}$ error estimate for a class of semilinear elliptic systems of quasi-variational inequalities
Cites Work
- On finite element approximation in the \(L^{\infty}\)-norm of variational inequalities
- Discrete maximum principles for finite element solutions of nonlinear elliptic problems with mixed boundary conditions
- \(L^{\infty}\)-error estimate for a system of elliptic quasi-variational inequalities with noncoercive operators
- Maximum principle and uniform convergence for the finite element method
- OptimalL∞-Error Estimate of a Finite Element Method for Hamilton–Jacobi–Bellman Equations
- Sur l'Analyse Numérique des Equations de Hamilton-Jacobi-Bellman
- Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
- Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I
- Unnamed Item
- Unnamed Item