Discontinuous Galerkin finite element approximation of Hamilton-Jacobi-Bellman equations with Cordes coefficients
<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...
| Autor principal: | |
|---|---|
| Otros Autores: | |
| Formato: | Tesis |
| Lenguaje: | English |
| Publicado: |
2015
|
| Materias: |