arXiv · 2408.07153
Virtual Element Methods for HJB Equations with Cordes Coefficients
Abstract
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.
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Ying Cai, Hailong Guo, Zhimin Zhang. 2024-08-13. Virtual Element Methods for HJB Equations with Cordes Coefficients. https://arxiv.org/abs/2408.07153
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