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...

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Détails bibliographiques
Auteurs principaux: Smears, I, Süli, E
Format: Journal article
Langue:English
Publié: Springer Berlin Heidelberg 2015