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