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(H¹γ(Ω)) to the viscosity solution without assuming uniform parabolicity of the HJB operator
Convergence to a single steady state is shown for non-negative and radially symmetric solutions to a...
We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approx...
We prove precise rates of convergence for monotone approximation schemes of fractional and nonlocal ...
In this note we study the convergence of monotone P1 finite element methods on unstructured meshes f...
We propose an hp-version discontinuous Galerkin finite element method for fully nonlinear second-ord...
In this work we considered HJB equations, that arise from stochastic optimal control problems with a...
We extend the theory of Barles Jakobsen [3] for a class of almost monotone schemes to solve stationa...
AbstractUsing the maximum principle for semicontinuous functions (Differential Integral Equations3 (...
We study monotone P1 finite element methods on unstructured meshes for fully non-linear, degeneratel...
We study parabolic Hamilton-Jacobi-Bellman (HJB) equations in bounded domains with strong Dirichlet ...
summary:An energy analysis is carried out for the usual semidiscrete Galerkin method for the semilin...
summary:An energy analysis is carried out for the usual semidiscrete Galerkin method for the semilin...
Convergence to a single steady state is shown for non-negative and radially symmetric solutions to a...
Convergence to a single steady state is shown for non-negative and radially symmetric solutions to a...
Convergence to a single steady state is shown for non-negative and radially symmetric solutions to a...
Convergence to a single steady state is shown for non-negative and radially symmetric solutions to a...
We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approx...
We prove precise rates of convergence for monotone approximation schemes of fractional and nonlocal ...
In this note we study the convergence of monotone P1 finite element methods on unstructured meshes f...
We propose an hp-version discontinuous Galerkin finite element method for fully nonlinear second-ord...
In this work we considered HJB equations, that arise from stochastic optimal control problems with a...
We extend the theory of Barles Jakobsen [3] for a class of almost monotone schemes to solve stationa...
AbstractUsing the maximum principle for semicontinuous functions (Differential Integral Equations3 (...
We study monotone P1 finite element methods on unstructured meshes for fully non-linear, degeneratel...
We study parabolic Hamilton-Jacobi-Bellman (HJB) equations in bounded domains with strong Dirichlet ...
summary:An energy analysis is carried out for the usual semidiscrete Galerkin method for the semilin...
summary:An energy analysis is carried out for the usual semidiscrete Galerkin method for the semilin...
Convergence to a single steady state is shown for non-negative and radially symmetric solutions to a...
Convergence to a single steady state is shown for non-negative and radially symmetric solutions to a...
Convergence to a single steady state is shown for non-negative and radially symmetric solutions to a...
Convergence to a single steady state is shown for non-negative and radially symmetric solutions to a...
We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approx...
We prove precise rates of convergence for monotone approximation schemes of fractional and nonlocal ...
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