Discontinuous Galerkin finite element methods for time-dependent Hamilton-Jacobi-Bellman equations with Cordes coefficients

DOI10.1007/s00211-015-0741-6zbMath1338.65229arXiv1406.4839OpenAlexW3102092453MaRDI QIDQ271569

Iain Smears, Endre Süli

Publication date: 7 April 2016

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.4839

zbMATH Keywords

stabilityconvergenceconsistencyerror boundHamilton-Jacobi-Bellman equationsnumerical experimentcomputational efficiencyCordes coefficientsdiscontinuous Galerkin finite element methods

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Complexity and performance of numerical algorithms (65Y20) Hamilton-Jacobi equations (35F21)

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