Adaptive interior penalty methods for Hamilton–Jacobi–Bellman equations with Cordes coefficients

In this paper we conduct a priori and a posteriori error analysis of the C0 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 H2

Numerical approximation of planar oblique derivative problems in nondivergence form

A numerical method for approximating a uniformly elliptic oblique derivative problem in two-dimensional simply-connected domains is proposed. The numerical scheme employs a mixed formulation with piecewise affine functions on curved finite element domains. The direct approximation of the gradient of the solution turns the oblique derivative boundary condition into an oblique direction condition. A priori and a posteriori error estimates as well as numerical computations on uniform and adaptive meshes are provided

Discontinuous Galerkin methods for a class of nonvariational problems

We extend the finite element method introduced by Lakkis and Pryer [2011] to approximate the solution of second order elliptic problems in nonvariational form to incorporate the discontinuous Galerkin (DG) framework. This is done by viewing the ``finite element Hessian'' as an auxiliary variable in the formulation. Representing the finite element Hessian in a discontinuous setting yields a linear system of the same size and having the same sparsity pattern of the compact DG methods for variational elliptic problems. Furthermore, the system matrix is very easy to assemble, thus this approach greatly reduces the computational complexity of the discretisation compared to the continuous approach. We conduct a stability and consistency analysis making use of the unified framework set out in Arnold et. al. [2001]. We also give an a posteriori analysis of the method in the case where the problem has a strong solution. The analysis applies to any consistent representation of the finite element Hessian, thus is applicable to the previous works making use of continuous Galerkin approximations. Numerical evidence is the presented showing that the method works well also in a more general setting

Discontinuous Galerkin finite element approximation of nondivergence form elliptic equations with Cordès coefficients

Nondivergence form elliptic equations with discontinuous coefficients do not generally possess a weak formulation, thus presenting an obstacle to their numerical solution by classical finite element methods. We propose a new $hp$-version discontinuous Galerkin finite element method for a class of these problems which satisfy the Cordès condition. It is shown that the method exhibits a convergence rate that is optimal with respect to the mesh size $h$ and suboptimal with respect to the polynomial degree $p$ by only half an order. Numerical experiments demonstrate the accuracy of the method and illustrate the potential of exponential convergence under $hp$-refinement for problems with discontinuous coefficients and nonsmooth solutions

Discontinuous Galerkin finite element approximation of nondivergence form elliptic equations with Cordès coefficients

Nondivergence form elliptic equations with discontinuous coefficients do not generally possess a weak formulation, thus presenting an obstacle to their numerical solution by classical finite element methods. We propose a new $hp$-version discontinuous Galerkin finite element method for a class of these problems which satisfy the Cordès condition. It is shown that the method exhibits a convergence rate that is optimal with respect to the mesh size $h$ and suboptimal with respect to the polynomial degree $p$ by only half an order. Numerical experiments demonstrate the accuracy of the method and illustrate the potential of exponential convergence under $hp$-refinement for problems with discontinuous coefficients and nonsmooth solutions