arXiv subjects

Iain Smears

Publications and source records attributed to Iain Smears.

At least 19 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.

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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.

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arXiv2025

Fully nonlinear second-order mean field games with nondifferentiable Hamiltonians

We analyse fully nonlinear second-order mean field games (MFG) with nondifferentiable Hamiltonians, which take the form of a coupled system of a fully nonlinear Hamilton-Jacobi-Bellman equation and a Kolmogorov-Fokker-Planck partial differential inclusion (PDI) featuring the set-valued subdifferential of the Hamiltonian. We show the existence of solutions of some stationary MFG systems with quite general coupling operators and nonnegative distributional source terms, on general bounded convex domains, under the primary assumptions of uniform ellipticity and the Cordes condition on the diffusion coefficient. The existence proof is founded on an original, and equivalent, reformulation of the PDI as a nonstandard variational inequality (VI), that offers significant flexibility in passages to limits. Furthermore, the uniqueness of the solution of the PDI/VI system is proved in the case of strictly monotone couplings. We then show how the MFG PDI/VI system in the fully nonlinear setting can be obtained as the limit of a sequence of PDE systems with differentiable Hamiltonians, and we give further results on the continuous dependence of the solution.

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arXiv2025

An introduction to the a posteriori error analysis of parabolic partial differential equations

This article provides a brief introduction to the a posteriori error analysis of parabolic partial differential equations, with an emphasis on challenges distinct from those of steady-state problems. Using the heat equation as a model problem, we examine the crucial influence of the choice of error norm, as well as the choice of notion of reconstruction of the discrete solution, on the analytical properties of the resulting estimators, especially in terms of the efficiency of the estimators.

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arXiv2025

On the efficiency of a posteriori error estimators for parabolic partial differential equations in the energy norm

For the model problem of the heat equation discretized by an implicit Euler method in time and a conforming finite element method in space, we prove the efficiency of a posteriori error estimators with respect to the energy norm of the error, when considering the numerical solution as the average between the usual continuous piecewise affine-in-time and piecewise constant-in-time reconstructions. This illustrates how the efficiency of the estimators is not only possibly dependent on the choice of norm, but also on the choice of notion of numerical solution.

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arXiv2025

Rates of convergence of finite element approximations of second-order mean field games with nondifferentiable Hamiltonians

We prove a rate of convergence for finite element approximations of stationary, second-order mean field games with nondifferentiable Hamiltonians posed in general bounded polytopal Lipschitz domains with strongly monotone running costs. In particular, we obtain a rate of convergence in the $H^1$-norm for the value function approximations and in the $L^2$-norm for the approximations of the density. We also establish a rate of convergence for the error between the exact solution of the MFG system with a nondifferentiable Hamiltonian and the finite element discretizations of the corresponding MFG system with a regularized Hamiltonian.

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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.

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arXiv2024

Regularization of Stationary Second-order Mean Field Game Partial Differential Inclusions

Mean field Game (MFG) Partial Differential Inclusions (PDI) are generalizations of the system of Partial Differential Equations (PDE) of Lasry and Lions to situations where players in the game may have possibly nonunique optimal controls, and the resulting Hamiltonian is not required to be differentiable. We study second-order MFG PDI with convex, Lipschitz continuous, but possibly nondifferentiable Hamiltonians, and their approximation by systems of classical MFG PDE with regularized Hamiltonians. Under very broad conditions on the problem data, we show that, up to subsequences, the solutions of the regularized problems converge to solutions of the MFG PDI. In particular, we show the convergence of the value functions in the $H^1$-norm and of the densities in $L^q$-norms. Under stronger hypotheses on the problem data, we also show rates of convergence between the solutions of the original and regularized problems, without requiring any higher regularity of the solutions. We give concrete examples that demonstrate the sharpness of several aspects of the analysis.

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arXiv2024

Near and full quasi-optimality of finite element approximations of stationary second-order mean field games

We establish a priori error bounds for monotone stabilized finite element discretizations of stationary second-order mean field games (MFG) on Lipschitz polytopal domains. Under suitable hypotheses, we prove that the approximation is asymptotically nearly quasi-optimal in the $H^1$-norm in the sense that, on sufficiently fine meshes, the error between exact and computed solutions is bounded by the best approximation error of the corresponding finite element space, plus possibly an additional term, due to the stabilization, that is of optimal order with respect to the mesh size. We thereby deduce optimal rates of convergence of the error with respect to the mesh-size for solutions with sufficient regularity. We further show full asymptotic quasi-optimality of the approximation error in the more restricted case of sequences of strictly acute meshes. Our third main contribution is to further show, in the case where the domain is convex, that the convergence rate for the $H^1$-norm error of the value function approximation remains optimal even if the density function only has minimal regularity in $H^1$.

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arXiv2023

Finite element approximation of time-dependent mean field games with nondifferentiable Hamiltonians

The standard formulation of the PDE system of Mean Field Games (MFG) requires the differentiability of the Hamiltonian. However in many cases, the structure of the underlying optimal problem leads to a convex but nondifferentiable Hamiltonian. For time-dependent MFG systems, we introduce a generalization of the problem as a Partial Differential Inclusion (PDI) by interpreting the derivative of the Hamiltonian in terms of the subdifferential set. In particular, we prove the existence and uniqueness of weak solutions to the resulting MFG PDI system under standard assumptions in the literature. We propose a monotone stabilized finite element discretization of the problem, using conforming affine elements in space and an implicit Euler discretization in time with mass-lumping. We prove the strong convergence in $L^2(H^1)$ of the value function approximations, and strong convergence in $L^p(L^2)$ of the density function approximations, together with strong $L^2$-convergence of the value function approximations at the initial time.

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arXiv2022

Analysis and Numerical Approximation of Stationary Second-Order Mean Field Game Partial Differential Inclusions

The formulation of Mean Field Games (MFG) typically requires continuous differentiability of the Hamiltonian in order to determine the advective term in the Kolmogorov--Fokker--Planck equation for the density of players. However, in many cases of practical interest, the underlying optimal control problem may exhibit bang-bang controls, which typically lead to nondifferentiable Hamiltonians. We develop the analysis and numerical analysis of stationary MFG for the general case of convex, Lipschitz, but possibly nondifferentiable Hamiltonians. In particular, we propose a generalization of the MFG system as a Partial Differential Inclusion (PDI) based on interpreting the derivative of the Hamiltonian in terms of subdifferentials of convex functions. We establish existence of a weak solution to the MFG PDI system, and we further prove uniqueness under a similar monotonicity condition to the one considered by Lasry and Lions. We then propose a monotone finite element discretization of the problem, and we prove strong $H^1$-norm convergence of the approximations to the value function and strong $L^q$-norm convergence of the approximations of the density function. We illustrate the performance of the numerical method in numerical experiments featuring nonsmooth solutions.

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arXiv2020

Convergence of adaptive discontinuous Galerkin and $C^0$-interior penalty finite element methods for Hamilton--Jacobi--Bellman and Isaacs equations

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 Poincar\'e and trace inequalities, a proof of 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.

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arXiv2020

Unified analysis of discontinuous Galerkin and $C^0$-interior penalty finite element methods for Hamilton--Jacobi--Bellman and Isaacs equations

We provide a unified analysis of a posteriori and a priori error bounds for a broad class of discontinuous Galerkin and $C^0$-IP finite element approximations of fully nonlinear second-order elliptic Hamilton--Jacobi--Bellman and Isaacs equations with Cordes coefficients. We prove the existence and uniqueness of strong solutions in $H^2$ of Isaacs equations with Cordes coefficients posed on bounded convex domains. We then show the reliability and efficiency of computable residual-based error estimators for piecewise polynomial approximations on simplicial meshes in two and three space dimensions. We introduce an abstract framework for the a priori error analysis of a broad family of numerical methods and prove the quasi-optimality of discrete approximations under three key conditions of Lipschitz continuity, discrete consistency and strong monotonicity of the numerical method. Under these conditions, we also prove convergence of the numerical approximations in the small-mesh limit for minimal regularity solutions. We then show that the framework applies to a range of existing numerical methods from the literature, as well as some original variants. A key ingredient of our results is an original analysis of the stabilization terms. As a corollary, we also obtain a generalization of the discrete Miranda--Talenti inequality to piecewise polynomial vector fields.

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arXiv2019

Equivalence of local-and global-best approximations, a simple stable local commuting projector, and optimal $hp$ approximation estimates in $H(\mathrm{div})$

Given an arbitrary function in H(div), we show that the error attained by the global-best approximation by H(div)-conforming piecewise polynomial Raviart-Thomas-N\'ed\'elec elements under additional constraints on the divergence and normal flux on the boundary, is, up to a generic constant, equivalent to the sum of independent local-best approximation errors over individual mesh elements, without constraints on the divergence or normal fluxes. The generic constant only depends on the shape-regularity of the underlying simplicial mesh, the space dimension, and the polynomial degree of the approximations. The analysis also gives rise to a stable, local, commuting projector in H(div), delivering an approximation error that is equivalent to the local-best approximation. We next present a variant of the equivalence result, where robustness of the constant with respect to the polynomial degree is attained for unbalanced approximations. These two results together further enable us to derive rates of convergence of global-best approximations that are fully optimal in both the mesh size h and the polynomial degree p, for vector fields that only feature elementwise the minimal necessary Sobolev regularity. We finally show how to apply our findings to derive optimal a priori hp-error estimates for mixed and least-squares finite element methods applied to a model diffusion problem.

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arXiv2018

Simple and robust equilibrated flux a posteriori estimates for singularly perturbed reaction-diffusion problems

We consider energy norm a posteriori error analysis of conforming finite element approximations of singularly perturbed reaction-diffusion problems on simplicial meshes in arbitrary space dimension. Using an equilibrated flux reconstruction, the proposed estimator gives a guaranteed global upper bound on the error without unknown constants, and local efficiency robust with respect to the mesh size and singular perturbation parameters. Whereas previous works on equilibrated flux estimators only considered lowest-order finite element approximations and achieved robustness through the use of boundary-layer adapted submeshes or via combination with residual-based estimators, the present methodology applies in a simple way to arbitrary-order approximations and does not request any submesh or estimators combination. The equilibrated flux is obtained via local reaction-diffusion problems with suitable weights (cut-off factors), and the guaranteed upper bound features the same weights. We prove that the inclusion of these weights is not only sufficient but also necessary for robustness of any flux equilibration estimate that does not employ submeshes or estimators combination, which shows that some of the flux equilibrations proposed in the past cannot be robust. To achieve the fully computable upper bound, we derive explicit bounds for some inverse inequality constants on a simplex, which may be of independent interest.

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arXiv2018

Time-parallel iterative solvers for parabolic evolution equations

We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of parabolic problems, we show that the standard nonsymmetric time-global system can be equivalently reformulated as an original symmetric saddle-point system that remains inf-sup stable with respect to the same natural parabolic norms. We then propose and analyse an efficient and readily implementable parallel-in-time preconditioner to be used with an inexact Uzawa method. The proposed preconditioner is non-intrusive and easy to implement in practice, and also features the key theoretical advantages of robust spectral bounds, leading to convergence rates that are independent of the number of time-steps, final time, or spatial mesh sizes, and also a theoretical parallel complexity that grows only logarithmically with respect to the number of time-steps. Numerical experiments with large-scale parallel computations show the effectiveness of the method, along with its good weak and strong scaling properties.

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arXiv2017

An adaptive $hp$-refinement strategy with computable guaranteed bound on the error reduction factor

We propose a new practical adaptive refinement strategy for $hp$-finite element approximations of elliptic problems. Following recent theoretical developments in polynomial-degree-robust a posteriori error analysis, we solve two types of discrete local problems on vertex-based patches. The first type involves the solution on each patch of a mixed finite element problem with homogeneous Neumann boundary conditions, which leads to an ${\mathbf H}(\mathrm{div},\Omega)$-conforming equilibrated flux. This, in turn, yields a guaranteed upper bound on the error and serves to mark mesh vertices for refinement via D\"orfler's bulk-chasing criterion. The second type of local problems involves the solution, on patches associated with marked vertices only, of two separate primal finite element problems with homogeneous Dirichlet boundary conditions, which serve to decide between $h$-, $p$-, or $hp$-refinement. Altogether, we show that these ingredients lead to a computable guaranteed bound on the ratio of the errors between successive refinements (error reduction factor). In a series of numerical experiments featuring smooth and singular solutions, we study the performance of the proposed $hp$-adaptive strategy and observe exponential convergence rates. We also investigate the accuracy of our bound on the reduction factor by evaluating the ratio of the predicted reduction factor relative to the true error reduction, and we find that this ratio is in general quite close to the optimal value of one.

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arXiv2017

On the notion of boundary conditions in comparison principles for viscosity solutions

We collect examples of boundary-value problems of Dirichlet and Dirichlet-Neumann type which we found instructive when designing and analysing numerical methods for fully nonlinear elliptic partial differential equations. In particular, our model problem is the Monge-Amp\`ere equation, which is treated through its equivalent reformulation as a Hamilton-Jacobi-Bellman equation. Our examples illustrate how the different notions of boundary conditions appearing in the literature may admit different sets of viscosity sub- and supersolutions. We then discuss how these examples relate to the validity of comparison principles for these different notions of boundary conditions.

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