L^-error estimates of discontinuous Galerkin methods with theta time discretization scheme for an evolutionary HJB equations

DOI10.1002/MMA.4306MaRDI QIDQ4977852zbMATH OpenOpenAlexFDO

Authors Salah Boulaaras, Mohamed Haiour, Mohamed El Amine Bencheikh Le Hocine

Publication date 17 August 2017

Published in Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mma.4306

zbMATH Keywords

finite elementsgeometric convergenceHJB equationsQVIstheta scheme fixed point

Mathematics Subject Classification ID

Ordinary differential equations with impulses (34A37) Variational inequalities (49J40) Discrete approximations in optimal control (49M25) Numerical methods for variational inequalities and related problems (65K15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

Recommendations

• The theta time scheme combined with a finite-element spatial approximation in the evolutionary Hamilton-Jacobi-Bellman equation with linear source terms
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Cites work

• A new proof for the existence and uniqueness of the discrete evolutionary HJB equations
• scientific article; zbMATH DE number 3564234 (Why is no real title available?)
• Maximum principle and uniform convergence for the finite element method
• On finite element approximation in the \(L^{\infty}\)-norm of variational inequalities
• The finite element approximation of evolutionary Hamilton-Jacobi-Bellman equations with nonlinear source terms
• The finite element approximation of Hamilton-Jacobi-Bellman equations
• The theta time scheme combined with a finite-element spatial approximation in the evolutionary Hamilton-Jacobi-Bellman equation with linear source terms

Cited in

(5)

• A new proof for the existence and uniqueness of the discrete evolutionary HJB equations
• Numerical approximation of multiplicative integral based on exponential interpolation
• Discontinuous Galerkin finite element methods for time-dependent Hamilton-Jacobi-Bellman equations with Cordes coefficients
• Error estimates for a Galerkin method for a coupled nonlinear Schrödinger equations
• The theta time scheme combined with a finite-element spatial approximation in the evolutionary Hamilton-Jacobi-Bellman equation with linear source terms

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