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arXiv · 1911.05407

Adaptive $C^0$ interior penalty methods for Hamilton-Jacobi-Bellman equations with Cordes coefficients

Susanne C. Brenner·Ellya L. Kawecki
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Abstract

In this paper we conduct a priori and a posteriori error analysis of the $C^0$ 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 $H^2$.

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Susanne C. Brenner, Ellya L. Kawecki. 2019-11-13. Adaptive $C^0$ interior penalty methods for Hamilton-Jacobi-Bellman equations with Cordes coefficients. https://arxiv.org/abs/1911.05407

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