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Analysis of Hamilton-Jacobi-Bellman equations arising in stochastic singular control

Ryan Hynd (2013)

ESAIM: Control, Optimisation and Calculus of Variations

We study the partial differential equation         max{Lu − f, H(Du)} = 0 where u is the unknown function, L is a second-order elliptic operator, f is a given smooth function and H is a convex function. This is a model equation for Hamilton-Jacobi-Bellman equations arising in stochastic singular control. We establish the existence of a unique viscosity solution of the Dirichlet problem that has a Hölder continuous gradient. We also show that if H is uniformly convex, the gradient of this solution...

Analysis of patch substructuring methods

Martin Gander, Laurence Halpern, Frédéric Magoulès, Francois Roux (2007)

International Journal of Applied Mathematics and Computer Science

Patch substructuring methods are non-overlapping domain decomposition methods like classical substructuring methods, but they use information from geometric patches reaching into neighboring subdomains condensated, on the interfaces to enhance the performance of the method, while keeping it non-overlapping. These methods are very convenient to use in practice, but their convergence properties have not been studied yet. We analyze geometric patch substructuring methods for the special case of one...

Analytic convexity

Aldo Andreotti, Mauro Nacinovich (1980)

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze

Analytic semigroups generated on a functional extrapolation space by variational elliptic equations

Vincenzo Vespri (1988)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

We prove that any elliptic operator of second order in variational form is the infinitesimal generator of an analytic semigroup in the functional space C - 1 , α ( Ω ) consinsting of all derivatives of hölder-continuous functions in Ω where Ω is a domain in n not necessarily bounded. We characterize, moreover the domain of the operator and the interpolation spaces between this and the space C - 1 , α ( Ω ) . We prove also that the spaces C - 1 , α ( Ω ) can be considered as extrapolation spaces relative to suitable non-variational operators....

Anisotropic mesh adaption: application to computational fluid dynamics

Simona Perotto (2005)

Bollettino dell'Unione Matematica Italiana

In this communication we focus on goal-oriented anisotropic adaption techniques. Starting point has been the derivation of suitable anisotropic interpolation error estimates for piecewise linear finite elements, on triangular grids in 2 D . Then we have merged these interpolation estimates with the dual-based a posteriori error analysis proposed by R. Rannacher and R. Becker. As examples of this general anisotropic a posteriori analysis, elliptic, advection-diffusion-reaction and the Stokes problems...

Anisotropic mesh refinement in polyhedral domains: error estimates with data in L2(Ω)

Thomas Apel, Ariel L. Lombardi, Max Winkler (2014)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

The paper is concerned with the finite element solution of the Poisson equation with homogeneous Dirichlet boundary condition in a three-dimensional domain. Anisotropic, graded meshes from a former paper are reused for dealing with the singular behaviour of the solution in the vicinity of the non-smooth parts of the boundary. The discretization error is analyzed for the piecewise linear approximation in the H1(Ω)- and L2(Ω)-norms by using a new quasi-interpolation operator. This new interpolant...

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