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

Abstract:

We propose an hp-version discontinuous Galerkin finite element method for fully nonlinear second-order elliptic Hamilton-Jacobi-Bellman equations with Cordès coefficients. The method is proven 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 strongly anisotropic diffusion coefficients illustrate the accuracy and computational efficiency of the sc...

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Unspecified
Publication date:
2013-02-01
UUID:
uuid:38078f80-37a4-4c4e-a091-8c5ac248867d
Local pid:
oai:eprints.maths.ox.ac.uk:1671
Deposit date:
2013-02-23

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