Discontinuous Galerkin finite element approximation of Hamilton--Jacobi--Bellman equations with Cordes coefficients
We propose an hp-version discontinuous Galerkin finite element method for fully nonlinear second-order elliptic Hamilton–Jacobi–Bellman equations with Cordes coefficients. The method is proved to be consistent and stable, with convergence rates that are optimal with respect to mesh size, and subopti...
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| Format: | Journal article |
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Society for Industrial and Applied Mathematics
2014
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