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Related papers: Unique continuation for a mean field game system

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In this paper, we investigate the existence and uniqueness of solutions to a stationary mean field game model introduced by J.-M. Lasry and P.-L. Lions. This model features a quadratic Hamiltonian with possibly singular congestion effects.…

Analysis of PDEs · Mathematics 2014-08-01 Diogo A. Gomes , Hiroyoshi Mitake

We prove the uniqueness for an inverse problem of determining a matrix coefficient $P(x)$ of a system of evolution equations $\sigma \ppp_t u = \ppp_x^2 u(t,x) - P(x) u(t,x)$ for $0<x<\ell$ and $0<t<T$, where $\ell>0$ and $T>0$ are…

Analysis of PDEs · Mathematics 2024-07-18 Oleg Imanuvilov , Masahiro Yamamoto

We consider time-dependent viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in mean-field game theory, and describe Nash equilibria of games with a large number of agents aiming…

Analysis of PDEs · Mathematics 2017-04-14 Marco Cirant , Daniela Tonon

In this paper we examine fully nonlinear mean-field games associated with a minimization problem. The variational setting is driven by a functional depending on its argument through its Hessian matrix. We work under fairly natural…

Analysis of PDEs · Mathematics 2020-10-30 Pêdra D. S. Andrade , Edgard A. Pimentel

The mean field games (MFG) theory has broad application in mathematical modeling of social phenomena. The Mean Field Games System (MFGS) is the key to the MFG theory. This is a system of two nonlinear parabolic partial differential…

Analysis of PDEs · Mathematics 2024-02-26 Michael V. Klibanov , Jingzhi Li , Hongyu Liu

Here, we develop numerical methods for finite-state mean-field games (MFGs) that satisfy a monotonicity condition. MFGs are determined by a system of differential equations with initial and terminal boundary conditions. These non-standard…

Numerical Analysis · Mathematics 2017-05-02 Diogo Gomes , Joao Saude

This paper is concerned with asymptotic persistence, extinction and spreading properties for non-cooperative Fisher-KPP systems with space-time periodic coefficients. Results are formulated in terms of a family of generalized principal…

Analysis of PDEs · Mathematics 2025-01-14 Léo Girardin

In this paper, we obtain the sharp uniqueness for an inverse $x$-source problem for a one-dimensional time-fractional diffusion equation with a zeroth-order term by the minimum possible lateral Cauchy data. The key ingredient is the unique…

Analysis of PDEs · Mathematics 2023-01-02 Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

We study a model of growing population that competes for resources. At each time step, all existing particles reproduce and the offspring randomly move to neighboring sites. Then at any site with more than one offspring, the particles are…

Probability · Mathematics 2015-10-26 Idan Perl , Arnab Sen , Ariel Yadin

We extend the weak-strong uniqueness principle for mean-field game (MFG) systems to a broad class of second-order stationary and time-dependent problems. Under standard monotonicity, growth, and coercivity assumptions on the Hamiltonian,…

Analysis of PDEs · Mathematics 2026-04-02 Rita Ferreira , Diogo Gomes , Bashayer Majrashi

This paper studies the convergence problem for mean field games with common noise. We define a suitable notion of weak mean field equilibria, which we prove captures all subsequential limit points, as $n\to\infty$, of closed-loop…

Probability · Mathematics 2022-08-22 Daniel Lacker , Luc Le Flem

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

Optimization and Control · Mathematics 2020-11-24 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

In this paper we consider a class of continuity equations that are conditioned to stay in general space-time domains, which is formulated as a continuum limit of interacting particle systems. Firstly, we study the well-posedness of the…

Analysis of PDEs · Mathematics 2018-06-12 Yuming Zhang

We study the intermediate asymptotic 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, and the coupling is of power type.…

Analysis of PDEs · Mathematics 2024-04-04 Sebastian Munoz

The paper is concerned with two-person zero-sum mean-field linear-quadratic stochastic differential games over finite horizons. By a Hilbert space method, a necessary condition and a sufficient condition are derived for the existence of an…

Optimization and Control · Mathematics 2021-06-11 Jingrui Sun , Hanxiao Wang , Zhen Wu

We consider the Cauchy problem of massless Dirac-Maxwell equations on an asymptotically flat background and give a global existence and uniqueness theorem for initial values small in an appropriate weighted Sobolev space. The result can be…

Analysis of PDEs · Mathematics 2016-03-02 Nicolas Ginoux , Olaf Müller

We start with the classic result that the Cauchy problem for ideal compressible gas dynamics is locally well posed in time in the sense of Hadamard; there is a unique solution that depends continuously on initial data in Sobolev space $H^s$…

Analysis of PDEs · Mathematics 2016-11-18 Barbara Lee Keyfitz , Feride Tiglay

For singular mean field equations defined on a compact Riemann surface, we prove the uniqueness of bubbling solutions if some blowup points coincide with bubbling sources. If the strength of the bubbling sources at blowup points are not…

Analysis of PDEs · Mathematics 2020-06-30 Lina Wu , Lei Zhang

The aim of this paper is to obtain the existence of unique solution to nonlinear Cauchy-type problem. We consider the implicit nonlinear Cauchy-type problem with $\psi$-Hilfer fractional derivative. The Banach fixed point theorem is used to…

General Mathematics · Mathematics 2019-10-14 Mohammed S Abdo , S K Panchal , Sandeep P Bhairat

This paper is mainly concerned with the Cauchy problem for a generalized Camassa-Holm equation with analytic initial data. The analyticity of its solutions is proved in both variables, globally in space and locally in time. Then, we present…

Analysis of PDEs · Mathematics 2015-11-10 Xi Tu , Zhaoyang Yin
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