Brenner, SC;
Kawecki, EL;
(2021)
Adaptive interior penalty methods for Hamilton–Jacobi–Bellman equations with Cordes coefficients.
Journal of Computational and Applied Mathematics
, 388
, Article 113241. 10.1016/j.cam.2020.113241.
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Abstract
In this paper we conduct a priori and a posteriori error analysis of the C0 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 H2.
| Type: | Article |
|---|---|
| Title: | Adaptive interior penalty methods for Hamilton–Jacobi–Bellman equations with Cordes coefficients |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1016/j.cam.2020.113241 |
| Publisher version: | https://doi.org/10.1016/j.cam.2020.113241 |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10119261 |
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