Adaptive C^0 interior penalty methods for Hamilton-Jacobi-Bellman equations with Cordes coefficients

11/13/2019

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by   Susanne C. Brenner, et al.

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In this paper we conduct a priori and a posteriori error analysis of the C^0 interior penalty method for Hamilton-Jacobi-Bellman equations, with coefficients that satisfy the Cordes condition. These estimates show the quasi-optimality of the method, and provide one with an adaptive finite element method. In accordance with the proven regularity theory, we only assume that the solution of the Hamilton-Jacobi-Bellman equation belongs to H^2.