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L²(H¹?) finite element convergence for degenerate isotropic Hamilton–Jacobi–Bellman equations
journal contribution
posted on 2023-06-09, 02:55 authored by Max JensenIn this paper we study the convergence of monotone P1 finite element methods for fully nonlinear Hamilton–Jacobi–Bellman equations with degenerate, isotropic diffusions. The main result is strong convergence of the numerical solutions in a weighted Sobolev space L²(H¹?(O)) to the viscosity solution without assuming uniform parabolicity of the HJB operator.
History
Publication status
- Published
File Version
- Accepted version
Journal
IMA Journal of Numerical AnalysisISSN
0272-4979Publisher
Oxford University PressExternal DOI
Issue
3Volume
37Page range
1300-1316Department affiliated with
- Mathematics Publications
Full text available
- Yes
Peer reviewed?
- Yes
Legacy Posted Date
2016-09-29First Open Access (FOA) Date
2017-10-28First Compliant Deposit (FCD) Date
2016-09-16Usage metrics
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