Convergence of Adaptive Discontinuous Galerkin and C0-Interior Penalty Finite Element Methods for Hamilton–Jacobi–Bellman and Isaacs Equations

• Published in: Foundations of computational mathematics Vol. 22; no. 2; pp. 315 - 364
• Main Authors: Kawecki, Ellya L., Smears, Iain
• Format: Journal Article
• Language: English
• Published: New York Springer US 01.04.2022; Springer Nature B.V
• Subjects: Applications of Mathematics; Computer Science; Convergence; Economics; Finite element method; Galerkin method; Linear and Multilinear Algebras; Math Applications in Computer Science; Mathematical analysis; Mathematics; Mathematics and Statistics; Matrix Theory; Numerical Analysis; Polynomials; Sequences; 65N50; Adaptivity; Isaacs equations; Fully nonlinear partial differential equations; Hamilton–Jacobi–Bellman equations; 65N30
• ISSN: 1615-3375; 1615-3383
• DOI: 10.1007/s10208-021-09493-0

We prove the convergence of adaptive discontinuous Galerkin and C 0 -interior penalty methods for fully nonlinear second-order elliptic Hamilton–Jacobi–Bellman and Isaacs equations with Cordes coefficients. We consider a broad family of methods on adaptively refined conforming simplicial meshes in two and three space dimensions, with fixed but arbitrary polynomial degrees greater than or equal to two. A key ingredient of our approach is a novel intrinsic characterization of the limit space that enables us to identify the weak limits of bounded sequences of nonconforming finite element functions. We provide a detailed theory for the limit space, and also some original auxiliary functions spaces, that is of independent interest to adaptive nonconforming methods for more general problems, including Poincaré and trace inequalities, a proof of the density of functions with nonvanishing jumps on only finitely many faces of the limit skeleton, approximation results by finite element functions and weak convergence results.