Virtual Element Methods for HJB Equations with Cordes Coefficients
Numerical Analysis
2024-08-15 v1 Numerical Analysis
Abstract
In this paper, we propose and analyze both conforming and nonconforming virtual element methods (VEMs) for the fully nonlinear second-order elliptic Hamilton-Jacobi-Bellman (HJB) equations with Cordes coefficients. By incorporating stabilization terms, we establish the well-posedness of the proposed methods, thus avoiding the need to construct a discrete Miranda-Talenti estimate. We derive the optimal error estimate in the discrete norm for both numerical formulations. Furthermore, a semismooth Newton's method is employed to linearize the discrete problems. Several numerical experiments using the lowest-order VEMs are provided to demonstrate the efficacy of the proposed methods and to validate our theoretical results.
Cite
@article{arxiv.2408.07153,
title = {Virtual Element Methods for HJB Equations with Cordes Coefficients},
author = {Ying Cai and Hailong Guo and Zhimin Zhang},
journal= {arXiv preprint arXiv:2408.07153},
year = {2024}
}