Mixed finite element approximation of periodic Hamilton--Jacobi--Bellman problems with application to numerical homogenization
In the first part of the paper, we propose and rigorously analyze a mixed finite element method for the approximation of the periodic strong solution to the fully nonlinear second-order Hamilton--Jacobi--Bellman equation with coefficients satisfying the Cordes condition. These problems arise as the...
| Hlavní autoři: | , , |
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| Médium: | Journal article |
| Jazyk: | English |
| Vydáno: |
Society for Industrial and Applied Mathematics
2021
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