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1 paper

math.NA2021

Auxiliary Space Preconditioners for Finite Element Approximation of Hamilton--Jacobi--Bellman Equations with Cordes Coefficients

Guangwei Gao, Shuonan Wu

In the past decade, there are many works on the finite element methods for the fully nonlinear Hamilton--Jacobi--Bellman (HJB) equations with Cordes condition. The linearised syste…