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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों: Smears, I, Süli, E
स्वरूप: Journal article
भाषा:English
प्रकाशित: Springer Berlin Heidelberg 2015