Jensen, Max;
(2017)
L2(H1γ) Finite Element Convergence for Degenerate Isotropic Hamilton–Jacobi–Bellman Equations.
IMA Journal of Numerical Analysis
, 37
(3)
pp. 1300-1316.
10.1093/imanum/drw055.
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Abstract
In this paper we study the convergence of monotone P1 finite element methods for fully nonlinear Hamilton–Jacobi–Bellman (HJB) equations with degenerate, isotropic diffusions. The main result is strong convergence of the numerical solutions in a weighted Sobolev space L2(H1γ(Ω)) to the viscosity solution without assuming uniform parabolicity of the HJB operator.
| Type: | Article |
|---|---|
| Title: | L2(H1γ) Finite Element Convergence for Degenerate Isotropic Hamilton–Jacobi–Bellman Equations |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1093/imanum/drw055 |
| Publisher version: | https://doi.org/10.1093/imanum/drw055 |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
| Keywords: | math.NA, math.NA, math.OC, 65M12, 65M60, 49L25, 49M25 |
| UCL classification: | UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Mathematics UCL > Provost and Vice Provost Offices > UCL BEAMS UCL |
| URI: | https://discovery-pp.ucl.ac.uk/id/eprint/10156978 |
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