$L^2(H^1_\gamma)$ Finite Element Convergence for Degenerate Isotropic Hamilton-Jacobi-Bellman Equations
Numerical Analysis
2015-07-07 v1 Optimization and Control
Abstract
In this paper we study the convergence of monotone finite element methods for fully nonlinear Hamilton-Jacobi-Bellman equations with degenerate, isotropic diffusions. The main result is strong convergence of the numerical solutions in a weighted Sobolev space to the viscosity solution without assuming uniform parabolicity of the HJB operator.
Keywords
Cite
@article{arxiv.1507.00140,
title = {$L^2(H^1_\gamma)$ Finite Element Convergence for Degenerate Isotropic Hamilton-Jacobi-Bellman Equations},
author = {Max Jensen},
journal= {arXiv preprint arXiv:1507.00140},
year = {2015}
}