Finite element approximation of nonconvex uniformly elliptic fully nonlinear equations
Starts 23 Mar 2017 16:00
Ends 23 Mar 2017 17:00
Central European Time
ICTP
Leonardo Building - Luigi Stasi Seminar Room
Abstract: We propose and analyze a two-scale finite element method for the Isaacs equation. By showing the consistency of the approximation and that the method satisfies the discrete maximum principle we establish convergence to the viscosity solution. By properly choosing each of the scales, and using the recently derived discrete Alexandrov Bakelman Pucci estimate we can deduce rates of convergence.