• Corpus ID: 203592038

Error estimation for second-order PDEs in non-variational form

@article{Blechschmidt2019ErrorEF,
  title={Error estimation for second-order PDEs in non-variational form},
  author={Jan Blechschmidt and Roland Herzog and Max Winkler},
  journal={ArXiv},
  year={2019},
  volume={abs/1909.12676}
}
Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or as the linearization of fully nonlinear second-order PDEs. The non-divergence form in these problems is natural. If the coefficients of the diffusion matrix are not differentiable, the problem can not be transformed into the more convenient variational form… 

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