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

Abstract

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.