The finite element approximation of Hamilton-Jacobi-Bellman equations

The noncoercive case

M. Boulbrachene, B. Chentouf

Research output: Contribution to journalArticle

9 Citations (Scopus)

Abstract

This paper deals with the piecewise linear approximation of Hamilton-Jacobi-Bellman equations with noncoercive operators. We establish an L-error estimate developing a very simple approach based mainly on a discrete L-stability property with respect to the data for the corresponding discrete coercive problem.

Original languageEnglish
Pages (from-to)585-592
Number of pages8
JournalApplied Mathematics and Computation
Volume158
Issue number2
DOIs
Publication statusPublished - Nov 5 2004

Fingerprint

Hamilton-Jacobi-Bellman Equation
Finite Element Approximation
L-stability
Piecewise Linear Approximation
Error Estimates
Operator

Keywords

  • Discrete stability
  • Error estimate
  • Finite element
  • Hamilton-Jacobi-Bellman equations
  • Quasi-variational inequalities

ASJC Scopus subject areas

  • Applied Mathematics
  • Computational Mathematics
  • Numerical Analysis

Cite this

The finite element approximation of Hamilton-Jacobi-Bellman equations : The noncoercive case. / Boulbrachene, M.; Chentouf, B.

In: Applied Mathematics and Computation, Vol. 158, No. 2, 05.11.2004, p. 585-592.

Research output: Contribution to journalArticle

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