L∞-error estimates of discontinuous Galerkin methods with theta time discretization scheme for an evolutionary HJB equations
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DOI: 10.1002/mma.4306
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… read more here.
Keywords: scheme evolutionary; theta time; time discretization; discretization scheme ... See more keywords