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L-infinity-error estimates of discontinuous Galerkin methods with theta time discretization scheme for an evolutionary HJB equations
Journal article   Peer reviewed

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

Salah Boulaaras, Mohamed Haiour and Med Amine Bencheick Le Hocine
Mathematical methods in the applied sciences, Vol.40(12), pp.4310-4319
01/08/2017
DOI: https://doi.org/10.1002/mma.4306

Abstract

Mathematics Mathematics, Applied Physical Sciences Science & Technology
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.

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