Discontinuous Galerkin finite element approximation of Hamilton-Jacobi-Bellman equations with Cordès coefficients
We propose an hp-version discontinuous Galerkin finite element method for fully nonlinear second-order elliptic Hamilton-Jacobi-Bellman equations with Cordès coefficients. The method is proven to be consistent and stable, with convergence rates that are optimal with respect to mesh size, and subopti...
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| Format: | Report |
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Unspecified
2013
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