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Finite element methods with artificial diffusion for Hamilton-Jacobi-Bellman equations
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posted on 2023-06-08, 15:16 authored by Max Jensen, Iain SmearsIn this short note we investigate the numerical performance of the method of artificial diffusion for second-order fully nonlinear Hamilton-Jacobi-Bellman equations. The method was proposed in (Jensen and Smears, On the convergence of finite element methods for Hamilton-Jacobi-Bellman equations, arxiv:1111.5423, 2011); where a framework of finite element methods for Hamilton-Jacobi-Bellman equations was studied theoretically. The numerical examples in this note study how the artificial diffusion is activated in regions of degeneracy, the effect of a locally selected diffusion parameter on the observed numerical dissipation and the solution of second-order fully nonlinear equations on irregular geometries.
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- Published
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- Submitted version
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Springer-VerlagPage range
267-274Pages
859.0Book title
Numerical mathematics and advanced applications 2011: proceedings of ENUMATH 2011, the 9th European Conference on Numerical Mathematics and Advanced Applications, Leicester, September 2011Place of publication
BerlinISBN
9783642331336Department affiliated with
- Mathematics Publications
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- No
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- Yes
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Ruslan L Davidchack, Jeremy Levesley, Emmanuli Georgoulis, Michael V Tretyakpv, Andrea Cangiani, Alexander N GorbanLegacy Posted Date
2013-06-19Usage metrics
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