Optimal L∞-error estimate of a finite element method for Hamilton-Jacobi-Bellman equations

M. Boulbrachene; P. Cortey Dumont

doi:10.1080/01630560902987683

Optimal L^∞-error estimate of a finite element method for Hamilton-Jacobi-Bellman equations

M. Boulbrachene^*, P. Cortey Dumont

^*Corresponding author for this work

Mathematics

Research output: Contribution to journal › Article › peer-review

9 Citations (Scopus)

Abstract

This paper is concerned with the piecewise linear finite element approximation of Hamilton-Jacobi-Bellman equations. We establish the optimal L-^∞ error estimate, combining the concepts of subsolution and discrete regularity.

Original language	English
Pages (from-to)	421-435
Number of pages	15
Journal	Numerical Functional Analysis and Optimization
Volume	30
Issue number	5-6
DOIs	https://doi.org/10.1080/01630560902987683
Publication status	Published - May 2009

Keywords

Error estimate
Finite element
Hamilton-Jacobi-Bellman equations
Quasivariational inequalities

ASJC Scopus subject areas

Analysis
Signal Processing
Computer Science Applications
Control and Optimization

Access to Document

10.1080/01630560902987683

Cite this

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title = "Optimal L∞-error estimate of a finite element method for Hamilton-Jacobi-Bellman equations",

abstract = "This paper is concerned with the piecewise linear finite element approximation of Hamilton-Jacobi-Bellman equations. We establish the optimal L-∞ error estimate, combining the concepts of subsolution and discrete regularity.",

keywords = "Error estimate, Finite element, Hamilton-Jacobi-Bellman equations, Quasivariational inequalities",

author = "M. Boulbrachene and Dumont, {P. Cortey}",

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KW - Finite element

KW - Hamilton-Jacobi-Bellman equations

KW - Quasivariational inequalities

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