We propose a new discontinuous Galerkin (DG) method based on [9] to solve a class of Hamilton-Jacobi equations that arises from optimal control problems. These equations are connec...
We propose a numerical method to approximate the solution of second order elliptic problems in nonvariational form. The method is of Galerkin type using conforming finite elements...
In this paper we describe a general framework for deriving modified equations for stochastic differential equations with respect to weak convergence. Modified equations are deri...