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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Smears, I
מחברים אחרים: Suli, E
פורמט: Thesis
שפה:English
יצא לאור: 2015
נושאים:
Mathematics
Numerical analysis
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