Emergent Mind
Adaptive $C^0$ interior penalty methods for Hamilton-Jacobi-Bellman equations with Cordes coefficients
(1911.05407)
Published Nov 13, 2019
in
math.NA
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cs.NA
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and
math.AP
Abstract
In this paper we conduct a priori and a posteriori error analysis of the $C0$ 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 $H2$.
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