We propose an hp-version discontinuous Galerkin finite element method for fully nonlinear
second-order elliptic Hamilton--Jacobi--Bellman equations with Cordes coefficients. The …

We review the construction and analysis of numerical methods for strongly nonlinear PDEs,
with an emphasis on convex and non-convex fully nonlinear equations and the convergence …

We study the convergence of monotone P1 finite element methods on unstructured meshes
for fully nonlinear Hamilton--Jacobi--Bellman equations arising from stochastic optimal …

We present a Galerkin method with piecewise polynomial continuous elements for fully
nonlinear elliptic equations. A key tool is the discretization proposed in Lakkis and Pryer …

The finite element method is implemented to determine solutions for buoyancy-driven flow in
a square cavity. We consider cases with no extended surface, only one extended surface …

In this paper we conduct a priori and a posteriori error analysis of the C 0 interior penalty
method for Hamilton–Jacobi–Bellman equations, with coefficients that satisfy the Cordes …

In this paper, the optimization of the boiler soot blowing is investigated based on the
Hamilton-Jacobi-Bellman (HJB) equation and from the standpoint of the equipment health …

In this paper we study the convergence of monotone P 1 finite element methods for fully
nonlinear Hamilton–Jacobi–Bellman (HJB) equations with degenerate, isotropic diffusions …

Abstract (EN) This thesis considers classical methods to solve stochastic control problems
and valuation problems from financial mathematics numerically. To this end,(linear) partial …

Abstract The Hamilton-Jacobi-Bellman (HJB) equation can provide closed-loop optimal
control feedback, but numerical methods for the HJB equation usually suffer from heavy …