Auxiliary Space Preconditioners for $C^0$ 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…