Abstract

This paper deals with numerical analysis of an overlapping Schwarz method on nonmatching grids for a noncoercive system of quasi-variational inequalities related to the Hamilton---Jacobi---Bellman equation. We prove that the discrete alternating Schwarz sequences on every subdomain converge monotonically into the unique solution of the discrete problem and geometrically in uniform norm. Optimally L?-error estimates are also established.

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