Discontinuous Galerkin finite element approximation of Hamilton-Jacobi-Bellman equations with Cordes coefficients

Discontinuous Galerkin finite element approximation of Hamilton-Jacobi-Bellman equations with Cordes coefficients

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<p>We propose a discontinuous Galerkin finite element method (DGFEM) for fully nonlinear elliptic Hamilton--Jacobi--Bellman (HJB) partial differential equations (PDE) of second order with Cordes coefficients. Our analysis shows that the method is both consistent and stable, with arbitrarily hi...

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Bibliografiske detaljer
Hovedforfatter:	Smears, I
Andre forfattere:	Suli, E
Format:	Thesis
Sprog:	English
Udgivet:	2015
Fag:	Mathematics Numerical analysis

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