arXiv subjects

Harry Wells

Publications and source records attributed to Harry Wells.

4 recordsLinked to original sources

arXiv2026

The Effect of Quadrature on the Convergence of Policy Iteration for Hamilton-Jacobi-Bellman Equations

Modern finite element libraries allow users to express partial differential equations directly in variational form, with the added convenience of automatic quadrature selection. In the context of Hamilton-Jacobi-Bellman (HJB) equations, automatic quadrature selection can result in nonmatching quadratures between different terms that may lead to loss of convergence of the policy iteration, which is otherwise expected from theory to converge superlinearly. The simple remedy of enforcing matching quadrature recovers the expected superlinear convergence.

math.NA↗

arXiv2026

A posteriori error bounds for finite element approximations of time-dependent mean field games

We present a posteriori error bounds for a general class of stabilized finite element approximations of time-dependent mean field games. We first show the equivalence between the norm of the error and the dual norm of the residual in the coupled Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck equations. We then derive a reliable and efficient a posteriori error estimator that is based on residual estimators, along with the temporal jump estimator, and an estimator for the stabilization terms in the numerical discretization. Finally, for stabilizations based on mass-lumping in time and affine-preserving spatial stabilizations, we show that the stabilization estimators can be bounded in terms of the residual and temporal jump estimators, thus yielding an improved reliable, locally computable, and locally efficient estimator.

math.NA↗

arXiv2025

A posteriori error bounds for finite element approximations of steady-state mean field games

We analyze a posteriori error bounds for stabilized finite element discretizations of second-order steady-state mean field games. We prove the local equivalence between the $H^1$-norm of the error and the dual norm of the residual. We then derive reliable and efficient estimators for a broad class of stabilized first-order finite element methods. We also show that in the case of affine-preserving stabilizations, the estimator can be further simplified to the standard residual estimator. Numerical experiments illustrate the computational gains in efficiency and accuracy from the estimators in the context of adaptive methods.

math.NA↗

arXiv2024

Isoparametric Virtual Element Methods

We present two approaches to constructing isoparametric Virtual Element Methods of arbitrary order for linear elliptic partial differential equations on general two-dimensional domains. The first method approximates the variational problem transformed onto a computational reference domain. The second method computes a virtual domain and uses bespoke polynomial approximation operators to construct a computable method. Both methods are shown to converge optimally, a behaviour confirmed in practice for the solution of problems posed on curved domains.

math.NA↗