- Abstract:
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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 regular solutions in terms of temporal regularity show that the method is arbitrarily high-order with optimal convergence rates with respect to the mesh size, time-interval length and temporal pol...
Expand abstract - Publication status:
- In press
- Peer review status:
- Peer reviewed
- Version:
- Accepted Manuscript
- Publisher copy:
- 10.1007/s00211-015-0741-6
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- Publisher:
- Springer Berlin Heidelberg Publisher's website
- Journal:
- Numerische Mathematik Journal website
- Publication date:
- 2015-06-29
- DOI:
- EISSN:
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0945-3245
- ISSN:
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0029-599X
- URN:
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uuid:a7988616-7d0a-4e8f-becd-f6b55b8e2c66
- Source identifiers:
-
533935
- Local pid:
- pubs:533935
- Copyright holder:
- Springer-Verlag Berlin Heidelberg
- Copyright date:
- 2015
- Notes:
- Copyright © 2015 Springer-Verlag Berlin Heidelberg. The final publication is available at Springer via http://dx.doi.org/10.1007/s00211-015-0741-6
Journal article
Discontinuous Galerkin finite element methods for time-dependent Hamilton–Jacobi–Bellman equations with Cordes coefficients
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