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Mixed finite-element methods for Hamilton-Jacobi-Bellman-type equations
Authors:MILNER, F. A.   PARK, E.-J.
Affiliation:Department of Mathematics, Purdue University West Lafayette, IN 47907–1395, USA
Dipartimento di Matematica, Università degli Studi di Trento 38050 Povo (TN), Italy
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, 2≤q≤+{infty}
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