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...

Полное описание

Библиографические подробности
Главный автор:	Smears, I
Другие авторы:	Suli, E
Формат:	Диссертация
Язык:	English
Опубликовано:	2015
Предметы:	Mathematics Numerical analysis

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