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Analysis of a finite element method for second order uniformly elliptic PDEs in non-divergence form

Qiu, Weifeng
arXiv (All) · Papers
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numerical-analysis
We propose one finite element method for both second order linear uniformly elliptic PDE in non-divergence form and the uniformly elliptic Hamilton-Jacobi-Bellman (HJB) equation. For both linear elliptic PDE in non-divergence form and the HJB equation, we prove the well-posedness of strong solution
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