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

Abstract:

We propose a discontinuous Galerkin finite element method (DGFEM) for fully nonlinear elliptic Hamilton--Jacobi--Bellman (HJB) partial differential equations (PDE) of second order with Cordes coefficients. Our analysis shows that the method is both consistent and stable, with arbitrarily high-order convergence rates for sufficiently regular solutions. Error bounds for solutions with minimal regularity show that the method is generally convergent under suitable choices of meshes and polynom...

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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Research group:
Numerical Analysis
Oxford college:
Worcester College
Role:
Author

Contributors

Division:
MPLS
Department:
Mathematical Institute
Role:
Supervisor
Publication date:
2015
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
Oxford University, UK
Language:
English
Keywords:
Subjects:
UUID:
uuid:7f2a46f5-f81b-48c3-87c4-eaf9ebc54d02
Local pid:
ora:12179
Deposit date:
2015-08-25

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