Mixed finite element approximation of the Hamilton-Jacobi-Bellman equation with Cordes coefficients

DOI10.1137/18M1192299zbMATH Open1412.65186OpenAlexW2923537224WikidataQ128128859 ScholiaQ128128859MaRDI QIDQ4629329FDOQ4629329

Dietmar Gallistl, Endre Süli

Publication date: 22 March 2019

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/18m1192299

Recommendations

• Mixed Finite Element Approximation of Periodic Hamilton--Jacobi--Bellman Problems With Application to Numerical Homogenization
• Discontinuous Galerkin finite element approximation of Hamilton-Jacobi-Bellman equations with Cordes coefficients
• The finite element approximation of Hamilton-Jacobi-Bellman equations
• Adaptive \(C^0\) interior penalty methods for Hamilton-Jacobi-Bellman equations with cordes coefficients
• The mixed finite element method for Hamilton-Jacobi-Bellman equations

zbMATH Keywords

Hamilton-Jacobi-Bellman equationmixed finite element methodsa posteriori error analysisadaptive algorithmCordes conditionfully nonlinear PDEnondivergence form PDE

Mathematics Subject Classification ID

Hamilton-Jacobi equations (35F21) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Finite Element Like Scheme for Integro-Partial Differential Hamilton–Jacobi–Bellman Equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• An approximation scheme for the optimal control of diffusion processes
• The Mathematical Theory of Finite Element Methods
• Discontinuous Galerkin Finite Element Approximation of Hamilton--Jacobi--Bellman Equations with Cordes Coefficients
• Title not available (Why is that?)
• Mixed Finite Element Methods and Applications
• Title not available (Why is that?)
• Approximation of viscosity solutions of elliptic partial differential equations on minimal grids
• Convergent difference schemes for nonlinear parabolic equations and mean curvature motion
• Discontinuous Galerkin finite element methods for time-dependent Hamilton-Jacobi-Bellman equations with Cordes coefficients
• Recent developments in numerical methods for fully nonlinear second order partial differential equations
• Discontinuous Galerkin finite element approximation of nondivergence form elliptic equations with Cordès coefficients
• A Finite Element Method for Second Order Nonvariational Elliptic Problems
• Title not available (Why is that?)
• A Convergent Adaptive Algorithm for Poisson’s Equation
• On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations
• Variational Formulation and Numerical Analysis of Linear Elliptic Equations in Nondivergence form with Cordes Coefficients
• On the Approximation of Linear Elliptic Differential Equations by Difference Equations with Positive Coefficients
• Über die erste Randwertaufgabe bei quasilinearen Differentialgleichungen zweiter Ordnung in mehr als zwei Variablen
• Adaptive finite element methods with convergence rates
• Optimality of a standard adaptive finite element method
• Quasi-Optimal Convergence Rate for an Adaptive Finite Element Method
• The Primal-Dual Active Set Strategy as a Semismooth Newton Method
• The completion of locally refined simplicial partitions created by bisection
• Convergent Difference Schemes for Degenerate Elliptic and Parabolic Equations: Hamilton--Jacobi Equations and Free Boundary Problems
• A BASIC CONVERGENCE RESULT FOR CONFORMING ADAPTIVE FINITE ELEMENTS
• Semismooth Newton Methods for Operator Equations in Function Spaces
• Finite Elemente
• Numerical Methods for Nonlinear Elliptic Differential Equations
• Analysis of Galerkin methods for the fully nonlinear Monge-Ampère equation
• Finite element methods for second order linear elliptic partial differential equations in non-divergence form
• Numerical analysis of strongly nonlinear PDEs
• Convergent Semi-Lagrangian Methods for the Monge--Ampère Equation on Unstructured Grids
• Discrete ABP estimate and convergence rates for linear elliptic equations in non-divergence form
• Interior penalty discontinuous Galerkin methods for second order linear non-divergence form elliptic pdes
• Stable splitting of polyharmonic operators by generalized Stokes systems
• L2(Hγ1) Finite Element Convergence for Degenerate Isotropic Hamilton–Jacobi–Bellman Equations
• Numerical approximation of planar oblique derivative problems in nondivergence form

Cited In (18)

• Convergence of a regularized finite element discretization of the two-dimensional Monge–Ampère equation
• The finite element approximation of Hamilton--Jacobi--Bellman equations: The noncoercive case
• The mixed finite element method for Hamilton-Jacobi-Bellman equations
• Convergence of adaptive discontinuous Galerkin and \(C^0\)-interior penalty finite element methods for Hamilton-Jacobi-Bellman and Isaacs equations
• Adaptive \(C^0\) interior penalty methods for Hamilton-Jacobi-Bellman equations with cordes coefficients
• Ultraweak formulation of linear PDEs in nondivergence form and DPG approximation
• A Least-Squares Galerkin Gradient Recovery Method for Fully Nonlinear Elliptic Equations
• Numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics
• \(C^0\) finite element approximations of linear elliptic equations in non-divergence form and Hamilton-Jacobi-Bellman equations with Cordes coefficients
• Finite element approximation of elliptic homogenization problems in nondivergence-form
• Mixed Finite Element Approximation of Periodic Hamilton--Jacobi--Bellman Problems With Application to Numerical Homogenization
• Auxiliary space preconditioners for a \(C^0\) finite element approximation of Hamilton-Jacobi-Bellman equations with cordes coefficients
• A \(C^0\) finite element approximation of planar oblique derivative problems in non-divergence form
• Adaptive least-squares finite element methods: guaranteed upper bounds and convergence in \(L_2\) norm of the dual variable
• Unified analysis of discontinuous Galerkin andC⁰-interior penalty finite element methods for Hamilton–Jacobi–Bellman and Isaacs equations
• A Sequential Least Squares Method for Elliptic Equations in Non-Divergence Form
• Numerical methods for fully nonlinear and related PDEs. Abstracts from the workshop held June 27 -- July 3, 2021 (hybrid meeting)
• Discontinuous Galerkin and C⁰-IP finite element approximation of periodic Hamilton–Jacobi–Bellman–Isaacs problems with application to numerical homogenization

This page was built for publication: Mixed finite element approximation of the Hamilton-Jacobi-Bellman equation with Cordes coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4629329)