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Discontinuous Galerkin finite element approximation of Hamilton--Jacobi--Bellman equations with Cordes coefficients

Abstract:

We propose an hp-version discontinuous Galerkin finite element method for fully nonlinear second-order elliptic Hamilton–Jacobi–Bellman equations with Cordes coefficients. The method is proved to be consistent and stable, with convergence rates that are optimal with respect to mesh size, and suboptimal in the polynomial degree by only half an order. Numerical experiments on problems with nonsmooth solutions and strongly anisotropic diffusion coefficients illustrate the accuracy and computatio...

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Publication status:
Published
Peer review status:
Peer reviewed
Version:
Publisher's Version

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Publisher copy:
10.1137/130909536

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Publisher:
Society for Industrial and Applied Mathematics Publisher's website
Journal:
SIAM Journal on Numerical Analysis Journal website
Volume:
52
Issue:
2
Pages:
993-1016
Publication date:
2014-03-11
DOI:
EISSN:
1095-7170
ISSN:
0036-1429
Pubs id:
pubs:470457
URN:
uri:4f62d6c5-60a8-4301-9a9d-1371bbb2a50c
UUID:
uuid:4f62d6c5-60a8-4301-9a9d-1371bbb2a50c
Local pid:
pubs:470457
Paper number:
2
Keywords:

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