Discontinuous Galerkin finite element methods for time-dependent Hamilton–Jacobi–Bellman equations with Cordes coefficients
We propose and analyse a fully discrete discontinuous Galerkin time-stepping method for parabolic Hamilton–Jacobi–Bellman equations with Cordes coefficients. The method is consistent and unconditionally stable on rather general unstructured meshes and time-partitions. Error bounds for both rough and...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Springer Berlin Heidelberg
2015
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