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...
| מחבר ראשי: | |
|---|---|
| מחברים אחרים: | |
| פורמט: | Thesis |
| שפה: | English |
| יצא לאור: |
2015
|
| נושאים: |