Abstract
A mixed finite element approximation of $H^2$ solutions to the fully nonlinear Hamilton--Jacobi--Bellman equation, with coefficients that satisfy the Cordes condition, is proposed and analyzed. A priori and a posteriori bounds on the approximation error are proved. The contributions from the a posteriori error estimator can be used as refinement indicators in an adaptive mesh-refinement algorithm. The convergence of this procedure is proved and empirically studied in numerical experiments
| Original language | English |
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| Pages (from-to) | 592-614 |
| Number of pages | 23 |
| Journal | SIAM journal on numerical analysis |
| Volume | 57 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 19 Mar 2019 |