Wyniki wyszukiwania - BazTech

Ograniczanie wyników

Znaleziono wyników: 1

Liczba wyników na stronie

Wyniki wyszukiwania

Sortuj według:

Ogranicz wyniki do:

L ∞-error estimates of a finite element method for Hamilton-Jacobi-Bellman equations with nonlinear source terms with mixed boundary condition

Miloudi Madjda, Saadi Samira, Haiour Mohamed

Demonstratio Mathematica

2021

Vol. 54, nr 1

452--461

In this paper, we introduce a new method to analyze the convergence of the standard finite element method for Hamilton-Jacobi-Bellman equation with noncoercive operators with nonlinear source terms with the mixed boundary conditions. The method consists of combining Bensoussan-Lions algorithm with the characterization of the solution, in both the continuous and discrete contexts, as fixed point of contraction. Optimal error estimates are then derived, first between the continuous algorithm and its finite element counterpart and then between the continuous solution and the approximate solution.