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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Bibliografski detalji
Glavni autor: Smears, I
Daljnji autori: Suli, E
Format: Disertacija
Jezik:English
Izdano: 2015
Teme: