L∞-error estimates of discontinuous Galerkin methods with theta time discretization scheme for an evolutionary HJB equations

被引：4
|
作者：
Boulaaras, Salah [1 ,2 ]
Haiour, Mohamed [3 ]
Le Hocine, Med Amine Bencheick [3 ,4 ]
机构：
[1] Qassim Univ, Dept Math, Coll Arts & Sci, Ar Ras, Qasim, Saudi Arabia
[2] Univ Oran 1, Lab Fundamental & Appl Math Oran LMFAO, Ahmed Benbella, Algeria
[3] Univ Annaba, Fac Sci, Dept Math, Box 12, Annaba 23000, Algeria
[4] Tamanghesset Univ Ctr, BP 10034, Sersouf 11000, Tamanghesset, Algeria
来源：
MATHEMATICAL METHODS IN THE APPLIED SCIENCES | 2017年 / 40卷 / 12期
关键词：
QVIs; finite elements; theta scheme fixed point; HJB equations; geometric convergence; FINITE-ELEMENT APPROXIMATION;
D O I：
10.1002/mma.4306
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The main purpose of this paper is to analyze the convergence and regularity of our proposed algorithm of the finite element methods coupled with a theta time discretization scheme for evolutionary Hamilton-Jacobi-Bellman equations with linear source terms with respect to the Dirichlet boundary conditions (Appl. Math. Comput., 262 (2015), 42.55). Also, an optimal error estimate with an asymptotic behavior in uniform norm is given. Copyright (C) 2017 JohnWiley & Sons, Ltd.
引用
收藏
页码：4310 / 4319
页数：10
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