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...
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| Format: | Thesis |
| Sprog: | English |
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2015
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Discontinuous Galerkin finite element approximation of Hamilton--Jacobi--Bellman equations with Cordes coefficients
Udgivet 2014
Journal article
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