The finite element approximation of Hamilton-Jacobi-Bellman equations: the noncoercive case

被引：11

作者：

Boulbrachene, M ^{[1
]}

Chentouf, B ^{[1
]}

机构：

[1] Sultan Qaboos Univ, Coll Sci, Dept Math & Stat, Muscat 123, Oman

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2004年 / 158卷 / 02期

关键词：

Hamilton-Jacobi-Bellman equations; quasi-variational inequalities; finite element; discrete stability; error estimate;

D O I：

10.1016/j.amc.2003.10.002

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper deals with the piecewise linear approximation of Harnilton-Jacobi-Bellmail equations with noncoercive operators. We establish an L-infinity-error estimate developing a very simple approach based mainly oil a discrete L-infinity-stability property with respect to the data for the corresponding discrete coercive problem. (C) 2003 Elsevier Inc. All rights reserved.

引用

页码：585 / 592

页数：8

共 5 条

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Boulbrachene, M
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EVANS, LC
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[5] LIONS PL, 1982, SIAM CONTROL OPTIM 1, V20, P1

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