Discontinuous Galerkin finite element approximation of Hamilton--Jacobi--Bellman equations with Cordes coefficients
We propose an hp-version discontinuous Galerkin finite element method for fully nonlinear
second-order elliptic Hamilton--Jacobi--Bellman equations with Cordes coefficients. The …
second-order elliptic Hamilton--Jacobi--Bellman equations with Cordes coefficients. The …
Numerical analysis of strongly nonlinear PDEs
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 …
with an emphasis on convex and non-convex fully nonlinear equations and the convergence …
On the convergence of finite element methods for Hamilton--Jacobi--Bellman equations
We study the convergence of monotone P1 finite element methods on unstructured meshes
for fully nonlinear Hamilton--Jacobi--Bellman equations arising from stochastic optimal …
for fully nonlinear Hamilton--Jacobi--Bellman equations arising from stochastic optimal …
A finite element method for nonlinear elliptic problems
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 …
nonlinear elliptic equations. A key tool is the discretization proposed in Lakkis and Pryer …
[HTML][HTML] Effects of extended surfaces on heat transfer in buoyancy-driven flow in a square cavity
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 …
a square cavity. We consider cases with no extended surface, only one extended surface …
Adaptive C0 interior penalty methods for Hamilton–Jacobi–Bellman equations with Cordes coefficients
SC Brenner, EL Kawecki - Journal of Computational and Applied …, 2021 - Elsevier
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 …
method for Hamilton–Jacobi–Bellman equations, with coefficients that satisfy the Cordes …
Optimization of boiler soot blowing based on Hamilton-Jacobi-Bellman equation
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 …
Hamilton-Jacobi-Bellman (HJB) equation and from the standpoint of the equipment health …
Finite Element Convergence for Degenerate Isotropic Hamilton–Jacobi–Bellman Equations
M Jensen - IMA Journal of Numerical Analysis, 2017 - academic.oup.com
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 …
nonlinear Hamilton–Jacobi–Bellman (HJB) equations with degenerate, isotropic diffusions …
Numerical methods for stochastic control problems with applications in financial mathematics
DMOJ Blechschmidt - 2022 - monarch.qucosa.de
Abstract (EN) This thesis considers classical methods to solve stochastic control problems
and valuation problems from financial mathematics numerically. To this end,(linear) partial …
and valuation problems from financial mathematics numerically. To this end,(linear) partial …
An adaptive cross approximation method for the hamilton-jacobi-bellman equation
Z Wang, Y Li - IFAC-PapersOnLine, 2017 - Elsevier
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 …
control feedback, but numerical methods for the HJB equation usually suffer from heavy …