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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Dettagli Bibliografici
Autore principale:	Smears, I
Altri autori:	Suli, E
Natura:	Tesi
Lingua:	English
Pubblicazione:	2015
Soggetti:	Mathematics Numerical analysis

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