How could adult Jonas believe he was closing the wormhole in 1986?

Global season 2 spoilers!

There is a key concept in Dark that you're somewhat glossing over. Time is not set in stone, and the bootstrap paradox can exist. There are many of these paradoxes:

H.G. Tannhaus' machine is built by inspecting the already created machine

Charlotte's mother is Elisabeth. Elisabeth is Charlotte's mother. Charlotte is her own grandmother. Elisabeth is her own grandmother.

This already throws a wrench in our "normal" belief about timelines adhering to basic cause-and-effect rules. Causality is not an absolute in Dark. This means that older Jonas' idea about closing the wormhole is not outright impossible, which your question currently implies it is.

On top of that, remember some of Adam's statements in the end of season 2:

Not long before the last cycle (s02e06)

This knot can only be undone by destroying it completely. (s02e08)

Adam is directly confirming here that the events can be rewritten, they are not stuck in an infinite loop. This means that, at least to Adam's knowledge, the events we've seen in the show can be undone by the events in the show.

Since

Adam is (even older) Jonas

it makes sense for older Jonas to also believe that this can be undone. And that's the answer to your question. Jonas,

all three Jonases to be precise (young Jonas, older Jonas, Adam)

exhibits the belief that he can change the future/past. Regardless of whether he can, the important part is that he believes he can do it. This answers your question.

But could it actually be done?

There is no direct confirmation on that. Adam might simply be wrong. But given what we know, it's not impossible that this is possible in Dark's story.

Normally, older Jonas stopping the events (and thus himself) would trigger the grandfather paradox. In the grandfather paradox, it is stated that you cannot kill your own grandfather because then you cannot be born and thus you cannot kill your own grandfather.

However, since the bootstrap paradox clearly exists, it's not beyond belief that the grandfather paradox may be viable.

As it stands, Adam

(together with Claudia)

knows the most about the time knot and everything surrounding it. Even if we don't know everything Adam knows; it's reasonable for us to currently assume that Adam has the superior knowledge here. Adam claims it's possible, so it's reasonable for us to assume that it is (for now).