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Adaptive interior penalty methods for Hamilton–Jacobi–Bellman equations with Cordes coefficients

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
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 > 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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