Adaptive C0 interior penalty methods for Hamilton-Jacobi-Bellman equations with Cordes coefficients

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:388

Article

Brenner, Susanne C.^1,2  Kawecki, Ellya L.³ 

[1] Louisiana State Univ, Dept Math, Baton Rouge, LA 70803 USA

[2] Louisiana State Univ, Ctr Computat & Technol, Baton Rouge, LA 70803 USA

[3] UCL, Dept Math, London WC1H 0AY, England

关键词: Finite element methods;    Interior penalty methods;    Partial differential equations;    A posteriori estimates;    Mesh refinement;   

DOI  :  10.1016/j.cam.2020.113241

来源: Elsevier

【 摘 要 】

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. (C) 2020 Elsevier B.V. All rights reserved.

【 授权许可】

Free