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L²(H¹?) finite element convergence for degenerate isotropic Hamilton–Jacobi–Bellman equations

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journal contribution
posted on 2023-06-09, 02:55 authored by Max Jensen
In 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 Analysis

ISSN

0272-4979

Publisher

Oxford University Press

Issue

3

Volume

37

Page range

1300-1316

Department affiliated with

  • Mathematics Publications

Full text available

  • Yes

Peer reviewed?

  • Yes

Legacy Posted Date

2016-09-29

First Open Access (FOA) Date

2017-10-28

First Compliant Deposit (FCD) Date

2016-09-16

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