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Adaptive $C^0$ interior penalty methods for Hamilton-Jacobi-Bellman equations with Cordes coefficients (1911.05407v1)
Published 13 Nov 2019 in math.NA, cs.NA, 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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