Research Group:
Speaker:
Prof. Abner Salgado
Institution:
University of Tennessee
Schedule:
Thursday, March 23, 2017 - 16:00
Location:
Luigi Stasi Seminar Room, ICTP
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.