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 <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper H Superscript 1"> <mml:semantics> <mml:msup> <mml:mi>H</mml:mi> <mml:mn>1</mml:mn> </mml:msup> <mml:annotation encoding="application/x-tex">H^1</mml:annotation> </mml:semantics> </mml:math> </inline-formula> -norm for the value function approximations and in the <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper L squared"> <mml:semantics> <mml:msup> <mml:mi>L</mml:mi> <mml:mn>2</mml:mn> </mml:msup> <mml:annotation encoding="application/x-tex">L^2</mml:annotation> </mml:semantics> </mml:math> </inline-formula> -norm for the approximations of the density. We also establish a rate of convergence for the error between the exact solution of the mean field games (MFG) system with a nondifferentiable Hamiltonian and the finite element discretizations of the corresponding MFG system with a regularized Hamiltonian.