English

Adaptive $C^0$ interior penalty methods for Hamilton-Jacobi-Bellman equations with Cordes coefficients

Numerical Analysis 2019-11-14 v1 Numerical Analysis Analysis of PDEs

Abstract

In this paper we conduct a priori and a posteriori error analysis of the C0C^0 interior penalty method for Hamilton-Jacobi-Bellman equations, with coefficients that satisfy the Cordes condition. These estimates show the quasi-optimality of the method, and provide one with an adaptive finite element method. In accordance with the proven regularity theory, we only assume that the solution of the Hamilton-Jacobi-Bellman equation belongs to H2H^2.

Keywords

Cite

@article{arxiv.1911.05407,
  title  = {Adaptive $C^0$ interior penalty methods for Hamilton-Jacobi-Bellman equations with Cordes coefficients},
  author = {Susanne C. Brenner and Ellya L. Kawecki},
  journal= {arXiv preprint arXiv:1911.05407},
  year   = {2019}
}

Comments

21 pages, 4 figures, 8 tables