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arXiv 2408.07153math.NAcs.NA
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带Cordes系数的HJB方程的虚单元方法

Virtual Element Methods for HJB Equations with Cordes Coefficients

Ying Cai, Hailong Guo, Zhimin Zhang

AI总结:

针对带Cordes系数的二阶椭圆型HJB方程,提出协调与非协调虚单元方法,通过稳定化项建立适定性,推导离散$H^2$范数最优误差估计,用半光滑牛顿法线性化,数值实验验证了方法有效性与理论结果。

摘要:

本文提出并分析了用于求解带Cordes系数的完全非线性二阶椭圆型Hamilton-Jacobi-Bellman(HJB,哈密顿-雅可比-贝尔曼)方程的协调与非协调虚单元方法(VEMs)。通过引入稳定化项,我们建立了所提方法的适定性,从而无需构造离散Miranda-Talenti估计。我们推导了两种数值格式在离散$H^2$范数下的最优误差估计。此外,采用半光滑牛顿法对离散问题进行线性化。本文还提供了若干使用最低阶VEMs的数值实验,以证明所提方法的有效性并验证我们的理论结果。

英文摘要:

In this paper, we propose and analyze both conforming and nonconforming virtual element methods (VEMs) for the fully nonlinear second-order elliptic Hamilton-Jacobi-Bellman (HJB) equations with Cordes coefficients. By incorporating stabilization terms, we establish the well-posedness of the proposed methods, thus avoiding the need to construct a discrete Miranda-Talenti estimate. We derive the optimal error estimate in the discrete $H^2$ norm for both numerical formulations. Furthermore, a semismooth Newton's method is employed to linearize the discrete problems. Several numerical experiments using the lowest-order VEMs are provided to demonstrate the efficacy of the proposed methods and to validate our theoretical results.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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