Mixed finite-element methods for Hamilton-Jacobi-Bellman-type equations |
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Authors: | MILNER, F. A. PARK, E.-J. |
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Affiliation: | Department of Mathematics, Purdue University West Lafayette, IN 479071395, USA Dipartimento di Matematica, Università degli Studi di Trento 38050 Povo (TN), Italy |
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Abstract: | The numerical solution of Dirichlet's problem for a second-orderelliptic operator in divergence form with arbitrary nonlinearitiesin the first- and zero-order terms is considered. The mixedfinite-element method is used. Existence and uniqueness of theapproximation are proved and optimal error estimates in L2 aredemonstrated for the relevant functions. Error estimates arealso derived in Lq, 2q+ |
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