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Motivated by the existing difficulties in establishing mathematical models and in observing the system state time series for some complex systems, especially for those driven by non-Gaussian Levy motion, we devise a method for extracting…

Computational Engineering, Finance, and Science · Computer Science 2020-12-02 Yanxia Zhang , Jinqiao Duan , Yanfei Jin , Yang Li

We present a new asymptotic strategy for general micro-macro models which analyze complex viscoelastic fluids governed by coupled multiscale dynamics. In such models, the elastic stress appearing in the macroscopic continuum equation is…

Mathematical Physics · Physics 2025-12-22 Xuenan Li , Chun Liu , Di Qi

Motivated by recent developments in mean-field games in ecology, in this paper we introduce a connection between the best response dynamics in evolutionary game theory, the minimization of the highest income of a game, and minimizing…

Optimization and Control · Mathematics 2024-11-13 Dante Kalise , Alessio Oliviero , Domènec Ruiz-Balet

In this chapter, we discuss the mathematical modeling of egressing pedestrians in an unknown environment with multiple exits. We investigate different control problems to enhance the evacuation time of a crowd of agents, by few informed…

Optimization and Control · Mathematics 2021-08-30 Giacomo Albi , Federica Ferrarese , Chiara Segala

We study the behavior of solutions to the first-order mean field games system with a local coupling, when the initial density is a compactly supported function on the real line. Our results show that the solution is smooth in regions where…

Analysis of PDEs · Mathematics 2023-08-02 Pierre Cardaliaguet , Sebastian Munoz , Alessio Porretta

The propagation of traffic congestion along roads is a commonplace nonlinear phenomenon. When many roads are connected in a network, congestion can spill from one road to others as drivers queue to enter a congested road, creating further…

Systems and Control · Computer Science 2019-06-18 Matthew A. Wright , Roberto Horowitz , Alex A. Kurzhanskiy

In this paper, we study collective interaction dynamics emerging in the game of football-soccer. To do so, we surveyed a database containing body-sensors traces measured during three professional football matches, where we observed…

Physics and Society · Physics 2021-08-18 A. Chacoma , N. Almeira , J. I. Perotti , O. V. Billoni

The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…

Optimization and Control · Mathematics 2020-03-11 Yves Achdou , Mathieu Laurière

This paper studies a nonlinear open-loop mean field Stackelberg stochastic differential game by using the probabilistic method through the FBSDE system and the idea of taking control as the fixed point. We successively construct the…

Optimization and Control · Mathematics 2026-01-08 Jianhui Huang , Qi Huang

Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

Machine Learning · Computer Science 2026-04-16 Anna C. M. Thöni , Yoram Bachrach , Tal Kachman

This paper presents a new approach to behavioral-social dynamics of human crowds. First order models are derived based on mass conservation at the macroscopic scale, while methods of the kinetic theory are used to model the decisional…

Physics and Society · Physics 2015-01-14 Nicola Bellomo , Stefano Berrone , Livio Gibelli , Alexandre Pieri

Entry-exit dynamics are crucial in modeling crowd movement. Here, we present a novel first-order, stationary mean-field game model on a bounded domain that accurately captures these dynamics. The interior dynamics of the system are governed…

Analysis of PDEs · Mathematics 2026-03-03 AbdulRahman M. Alharbi , Yuri Ashrafyan , Diogo Gomes

In this article an anisotropic interaction model avoiding collisions is proposed. Starting point is a general isotropic interacting particle system, as used for swarming or follower-leader dynamics. An anisotropy is induced by rotation of…

Analysis of PDEs · Mathematics 2020-08-17 Claudia Totzeck

Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…

Optimization and Control · Mathematics 2020-01-09 Berenice Anne Neumann

The transition from a microscopic model for the movement of many particles to a macroscopic continuum model for a density flow is studied. The microscopic model for the free flow is completely deterministic, described by an interaction…

Statistical Mechanics · Physics 2021-01-12 Jennifer Weissen , Simone Göttlich , Dieter Armbruster

This paper deals with the modeling and mathematical analysis of vehicular traffic phenomena according to a kinetic theory approach, where the microscopic state of vehicles is described by: (i) position, (ii) velocity, as a continuous…

Analysis of PDEs · Mathematics 2021-03-26 J. Calvo , J. Nieto , M. Zagour

To help mitigate road congestion caused by the unrelenting growth of traffic demand, many transportation authorities have implemented managed lane policies, which restrict certain freeway lanes to certain types of vehicles. It was…

Systems and Control · Computer Science 2018-11-16 Matthew A. Wright , Roberto Horowitz , Alex A. Kurzhanskiy

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

Computer Science and Game Theory · Computer Science 2010-12-13 Sachin Adlakha , Ramesh Johari

Data-driven simulation of pedestrian dynamics is an incipient and promising approach for building reliable microscopic pedestrian models. We propose a methodology based on generalized regression neural networks, which does not have to deal…

Physics and Society · Physics 2019-07-19 Rafael F. Martin , Daniel R. Parisi

The purpose of this paper is to provide a detailed probabilistic analysis of the optimal control of nonlinear stochastic dynamical systems of the McKean Vlasov type. Motivated by the recent interest in mean field games, we highlight the…

Probability · Mathematics 2013-03-26 René Carmona , Francois Delarue