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

Show other versions (2)

<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...

Bibliografske podrobnosti
Glavni avtor:	Smears, I
Drugi avtorji:	Suli, E
Format:	Thesis
Jezik:	English
Izdano:	2015
Teme:	Mathematics Numerical analysis

Podobne knjige/članki

Discontinuous Galerkin finite element approximation of Hamilton--Jacobi--Bellman equations with Cordes coefficients
od: Smears, I, et al.
Izdano: (2014)

Discontinuous Galerkin finite element approximation of Hamilton-Jacobi-Bellman equations with Cordès coefficients
od: Smears, I, et al.
Izdano: (2013)

Discontinuous Galerkin finite element methods for time-dependent Hamilton–Jacobi–Bellman equations with Cordes coefficients
od: Smears, I, et al.
Izdano: (2015)

Discontinuous Galerkin finite element methods for time-dependent Hamilton--Jacobi--Bellman equations with Cordes coefficients
od: Smears, I, et al.
Izdano: (2014)

Mixed finite element approximation of the Hamilton-Jacobi-Bellman equation with Cordes coefficients
od: Gallistl, D, et al.
Izdano: (2019)

Discontinuous Galerkin finite element approximation of nondivergence form elliptic equations with Cordès coefficients
od: Smears, I, et al.
Izdano: (2013)

Piecewise constant policy approximations to Hamilton–Jacobi–Bellman equations
od: Reisinger, C, et al.
Izdano: (2016)

Mixed finite element approximation of periodic Hamilton--Jacobi--Bellman problems with application to numerical homogenization
od: Gallistl, D, et al.
Izdano: (2021)

On the Hamilton-Jacobi-Bellman Equation by the Homotopy Perturbation Method
od: Abdon Atangana, et al.
Izdano: (2014-01-01)

Hamilton-Jacobi-Bellman equations for Rydberg-blockade processes
od: Charles Fromonteil, et al.
Izdano: (2024-09-01)

Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales
od: Yingjun Zhu, et al.
Izdano: (2020-01-01)

Some non monotone schemes for Hamilton-Jacobi-Bellman equations
od: Warin Xavier
Izdano: (2019-01-01)

A Study on Numerical Solutions of Hamilton-Jacobi-Bellman Equations Based on Successive Approximation Approach
od: Ichiro Maruta, et al.
Izdano: (2020-05-01)

A Generalized Finite Difference Method for Solving Hamilton–Jacobi–Bellman Equations in Optimal Investment
od: Jiamian Lin, et al.
Izdano: (2023-05-01)

Optimal Feedback Control of Cancer Chemotherapy Using Hamilton–Jacobi–Bellman Equation
od: Yong Dam Jeong, et al.
Izdano: (2022-01-01)

Entropic Dynamics in Neural Networks, the Renormalization Group and the Hamilton-Jacobi-Bellman Equation
od: Nestor Caticha
Izdano: (2020-05-01)

Distributional derivatives and stability of discontinuous Galerkin finite element approximation methods
od: Thomas Lewis
Izdano: (2016-03-01)

On global discontinuous solutions of Hamilton-Jacobi equations
od: Chen, G, et al.
Izdano: (2002)

Discontinuous solutions in L ∞ for Hamilton-Jacobi equations
od: Guiqiang, C, et al.
Izdano: (2000)

Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains
od: Picarelli, A, et al.
Izdano: (2019)

A PENALTY METHOD FOR THE NUMERICAL SOLUTION OF HAMILTON-JACOBI-BELLMAN (HJB) EQUATIONS IN FINANCE
od: Witte, J, et al.
Izdano: (2011)

The Hamilton–Jacobi–Bellman Equation for Differential Games with Composite Distribution of Random Time Horizon
od: Tatyana Balas, et al.
Izdano: (2023-01-01)

Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations
od: Reisinger, C, et al.
Izdano: (2017)

Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations
od: Rotaetxe, J
Izdano: (2016)

Stability and convergence of second order backward differentiation schemes for parabolic Hamilton–Jacobi–Bellman equations
od: Bokanowski, O, et al.
Izdano: (2021)

Discontinuous solutions for Hamilton-Jacobi equations: Uniqueness and regularity
od: Chen, G, et al.
Izdano: (2003)

Discontinuous Galerkin finite element approximation of the Cahn–Hilliard equation with convection
od: Kay, D, et al.
Izdano: (2009)

Discontinuous Galerkin Finite Element Approximation of the Cahn-Hilliard Equation with Convection.
od: Kay, D, et al.
Izdano: (2009)

Solution of Hamilton-Jacobi-Bellman Equation in Optimal Reinsurance Strategy under Dynamic VaR Constraint
od: Yuzhen Wen, et al.
Izdano: (2019-01-01)

Differential Games for Fractional-Order Systems: Hamilton–Jacobi–Bellman–Isaacs Equation and Optimal Feedback Strategies
od: Mikhail I. Gomoyunov
Izdano: (2021-07-01)

A discontinuous Galerkin finite element method for multiphase viscous flow
od: Whiteley, J
Izdano: (2015)

On non-overlapping domain decomposition preconditioners for discontinuous Galerkin finite element methods in $H^{2}$-type norms
od: Smears, I
Izdano: (2013)

Double extractor induction motor: Variational calculation using the Hamilton-Jacobi-Bellman formalism
od: Fernando Mesa, et al.
Izdano: (2020-05-01)

Symmetries of the Hamilton-Jacobi equation
od: Gennadii Nikolaevich Yakovenko
Izdano: (2012-06-01)

On a system of Hamilton-Jacobi-Bellman inequalities associated to a minimax problem with additive final cost
od: Silvia C. Di Marco, et al.
Izdano: (2003-01-01)

An exact viscosity solution to a Hamilton–Jacobi–Bellman quasi-variational inequality for animal population management
od: Yuta Yaegashi, et al.
Izdano: (2019-06-01)

Discontinuous Galerkin finite element approximation of the two-dimensional Navier-Stokes equations in stream-function formulation
od: Mozolevski, I, et al.
Izdano: (2007)

On controlled Hamilton and Hamilton–Jacobi differential equations of higher-order
od: Savin Treanţă, et al.
Izdano: (2022-08-01)

Discontinuous Galerkin Finite Element Investigation on the Fully-Compressible Navier–Stokes Equations for Microscale Shock-Channels
od: Alberto Zingaro, et al.
Izdano: (2018-02-01)

Numerical simulation of collision-free near-shortest path generation for Dubins vehicle via Hamilton–Jacobi–Bellman equation: A case study
od: Han-Jung Chou, et al.
Izdano: (2020-01-01)