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

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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… Click to show full abstract

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 © 2017 John Wiley & Sons, Ltd.

Keywords: scheme evolutionary; theta time; time discretization; discretization scheme

Journal Title: Mathematical Methods in The Applied Sciences
Year Published: 2017

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