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Mixed finite-element methods for Hamilton-Jacobi-Bellman-type equations. (English) Zbl 0853.65120

The numerical solution of Dirichlet’s problem for a second-order elliptic operator in divergence form with arbitrary nonlinearities in the first- and zero-order terms is considered. The mixed finite element method is used. Existence and uniqueness of the approximation are proved and optimal error estimates in \(L^2\) are demonstrated for the relevant functions. Error estimates are also derived in \(L^q\), \(2\leq q\leq + \infty\).

MSC:

65N30 Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
35J65 Nonlinear boundary value problems for linear elliptic equations
65N15 Error bounds for boundary value problems involving PDEs
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