English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

We show strong uniform convergence of monotone P1 finite element methods tothe viscosity solution of isotropic parabolic Hamilton-Jacobi-Bellman equationswith mixed boundary conditions on unstructured meshes and for possiblydegenerate diffusions. Boundary operators can generally be discontinuous acrossface-boundaries and type changes. Robin-type boundary conditions arediscretised via a lower Dini derivative. In time the Bellman equation isapproximated through IMEX schemes. Existence and uniqueness of numericalsolutions follows through Howard's algorithm.  Keywords: Finite element method, Hamilton-Jacobi-Bellman equation, Mixedboundary conditions, Fully nonlinear equation, Viscosity solution

Finite Element Approximation of Hamilton-Jacobi-Bellman equations with nonlinear mixed boundary conditions