activity
20092024
most citedOn the Convergence of Finite Element Methods for Hamilton-Jacobi-Bellman Equations

60 citations · 102 across the 14 of their papers we have counts for

collaborators

18 papers

math.NA2024

Data-dependent density estimation for the Fokker-Planck equation in higher dimensions

Max Jensen, Fabian Merle, Andreas Prohl

We present a new strategy to approximate the global solution of the Fokker-Planck equation efficiently in higher dimensions and show its convergence. The main ingredients are the E…

math.NA2022

Deep learning for gradient flows using the Brezis-Ekeland principle

Laura Carini, Max Jensen, Robert Nürnberg

We propose a deep learning method for the numerical solution of partial differential equations that arise as gradient flows. The method relies on the Brezis--Ekeland principle, whi…

math.NA2021

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

Bartosz Jaroszkowski, Max Jensen

We show strong uniform convergence of monotone P1 finite element methods to the viscosity solution of isotropic parabolic Hamilton-Jacobi-Bellman equations with mixed boundary cond…

math.NA2021

Finite Element Methods for Isotropic Isaacs Equations with Viscosity and Strong Dirichlet Boundary Conditions

Bartosz Jaroszkowski, Max Jensen

We study monotone P1 finite element methods on unstructured meshes for fully non-linear, degenerately parabolic Isaacs equations with isotropic diffusions arising from stochastic g…

math.NA2018

Dynamic Programming for Finite Ensembles of Nanomagnetic Particles

Max Jensen, Ananta Majee, Andreas Prohl +1

We use optimal control via a distributed exterior field to steer the dynamics of an ensemble of N interacting ferromagnetic particles which are immersed into a heat bath by minimiz…

math.NA2018

Finite element convergence for the time-dependent Joule heating problem with mixed boundary conditions

Max Jensen, Axel Målqvist, Anna Persson

We prove strong convergence for a large class of finite element methods for the time-dependent Joule heating problem in three spatial dimensions with mixed boundary conditions on L…

math.NA2017

Numerical Solution of the Simple Monge-Ampère Equation with Non-convex Dirichlet Data on Non-convex Domains

Max Jensen

The existence of a unique numerical solution of the semi-Lagrangian method for the simple Monge-Ampère equation is known independently of the convexity of the domain or Dirichlet b…

math.NA2017★ 9 cited

On the notion of boundary conditions in comparison principles for viscosity solutions

Max Jensen, Iain Smears

We collect examples of boundary-value problems of Dirichlet and Dirichlet-Neumann type which we found instructive when designing and analysing numerical methods for fully nonlinear…

math.NA2016★ 6 cited

Convergent semi-Lagrangian methods for the Monge-Ampère equation on unstructured grids

Xiaobing Feng, Max Jensen

This paper is concerned with developing and analyzing convergent semi-Lagrangian methods for the fully nonlinear elliptic Monge-Ampère equation on general triangular grids. This is…

math.NA2015

Finite Element Convergence for Degenerate Isotropic Hamilton-Jacobi-Bellman Equations

Max Jensen

In this paper we study the convergence of monotone finite element methods for fully nonlinear Hamilton-Jacobi-Bellman equations with degenerate, isotropic diffusions. The main…

math.NA2012

On the Stability of Continuous-Discontinuous Galerkin Methods for Advection-Diffusion-Reaction Problems

Andrea Cangiani, John Chapman, Emmanuil Georgoulis +1

We consider a finite element method which couples the continuous Galerkin method away from internal and boundary layers with a discontinuous Galerkin method in the vicinity of laye…

math.NA2012

Discontinuous Galerkin Methods for Mass Transfer through Semi-Permeable Membranes

Andrea Cangiani, Emmanuil H. Georgoulis, Max Jensen

A discontinuous Galerkin (dG) method for the numerical solution of initial/boundary value multi-compartment partial differential equation (PDE) models, interconnected with interfac…

math.NA2012★ 8 cited

On Local Super-Penalization of Interior Penalty Discontinuous Galerkin Methods

Andrea Cangiani, John Chapman, Emmanuil H. Georgoulis +1

We prove in an abstract setting that standard (continuous) Galerkin finite element approximations are the limit of interior penalty discontinuous Galerkin approximations as the pen…

math.NA2012★ 5 cited

Finite Element Convergence for the Joule Heating Problem with Mixed Boundary Conditions

Max Jensen, Axel Målqvist

We prove strong convergence of conforming finite element approximations to the stationary Joule heating problem with mixed boundary conditions on Lipschitz domains in three spatial…

math.NA2012★ 6 cited

Implementation of the Continuous-Discontinuous Galerkin Finite Element Method

Andrea Cangiani, John Chapman, Emmanuil Georgoulis +1

For the stationary advection-diffusion problem the standard continuous Galerkin method is unstable without some additional control on the mesh or method. The interior penalty disco…

math.NA2012★ 1 cited

Finite Element Methods with Artificial Diffusion for Hamilton-Jacobi-Bellman Equations

Max Jensen, Iain Smears

In this short note we investigate the numerical performance of the method of artificial diffusion for second-order fully nonlinear Hamilton-Jacobi-Bellman equations. The method was…

math.NA2011★ 60 cited

On the Convergence of Finite Element Methods for Hamilton-Jacobi-Bellman Equations

Max Jensen, Iain Smears

In this note we study the convergence of monotone P1 finite element methods on unstructured meshes for fully non-linear Hamilton-Jacobi-Bellman equations arising from stochastic op…

math.NA2009★ 7 cited

Stable Crank-Nicolson Discretisation for Incompressible Miscible Displacement Problems of Low Regularity

Max Jensen, Ruediger Mueller

In this article we study the numerical approximation of incompressible miscible displacement problems with a linearised Crank-Nicolson time discretisation, combined with a mixed fi…