Discontinuous Galerkin finite element methods for time-dependent Hamilton-Jacobi-Bellman equations with Cordes coefficients (Q271569): Difference between revisions

The authors propose and analyse a fully discrete discontinuous Galerkin method for parabolic Hamilton-Jacobi-Bellman equations with Cordes coefficients. The method is consistent and unconditionally stable. Error bounds for both rough and regular solutions in terms of temporal regularity show that the method is of arbitrarily high-order with optimal convergence rates with respect to the mesh size, the time-interval length and the temporal polynomial degree, and possibly suboptimal by an order and a half in the spatial polynomial degree. Some numerical experiments on problems with strongly anisotropic diffusion coefficients and early-time singularities demonstrate the accuracy and computational efficiency of the method, with exponential convergence rates achieved under combined \(hp\) and \(\tau q\)-refinement.