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Empirically derived continuum models of collective behavior among large populations of dynamic agents are a subject of intense study in several fields, including biology, engineering and finance. We formulate and study a mean-field game…
We discuss several approaches to generalized solutions of problems describing the motion of inviscid fluids. We propose a new concept of dissipative solution to the compressible Euler system based on a careful analysis of possible…
General Stochastic Hybrid Systems (GSHS) have been formulated to represent various types of uncertainties in hybrid dynamical systems. In this paper, we propose computational techniques for Bayesian estimation of GSHS. In particular, the…
The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium.…
The paper considers a thermodynamically consistent phase-field model of a two-phase flow of incompressible viscous fluids. The model allows for a non-linear dependence of fluid density on the phase-field order parameter. Driven by…
In this paper, we introduce and study one-dimensional models for the behavior of pedestrians in a narrow street or corridor. We begin at the microscopic level by formulating a stochastic cellular automata model with explicit rules for…
In this paper, we present a multiscale method for simulations of the multicontinua unsaturated flow problems in heterogeneous fractured porous media. The mathematical model is described by the system of Richards equations for each continuum…
We consider the Hookean dumbbell model, a system of nonlinear PDEs arising in the kinetic theory of homogeneous dilute polymeric fluids. It consists of the unsteady incompressible Navier-Stokes equations in a bounded Lipschitz domain,…
In this paper, we combine discrete empirical interpolation techniques, global mode decomposition methods, and local multiscale methods, such as the Generalized Multiscale Finite Element Method (GMsFEM), to reduce the computational…
In this paper we use a minimal model based on Mean-Field Games (a mathematical framework apt to describe situations where a large number of agents compete strategically) to simulate the scenario where a static dense human crowd is crossed…
We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…
In this paper we discuss a class of mean field linear-quadratic-Gaussian (LQG) games for large population system which has never been addressed by existing literature. The features of our works are sketched as follows. First of all, our…
We study a random model of deep multi-head self-attention in which the weights are resampled independently across layers and heads, as at initialization of training. Viewing depth as a time variable, the residual stream defines a…
Recently, the paper [12] introduces a derivative-free consensus-based particle method that finds the Nash equilibrium of non-convex multiplayer games, where it proves the global exponential convergence in the sense of mean-field law. This…
Generalized Hydrodynamics (GHD) has recently been devised as a method to solve the dynamics of integrable quantum many-body systems beyond the mean-field approximation. In its original form, a major limitation is the inability to predict…
We study a granular model for congested crowd motion and pedestrian flow. Our approach is based on an approximation through a Hele-Shaw type equation involving a degenerate operator of $p$-Laplacian type and a linear drift, for which we…
Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they often fail to capture critical non-linearities inherent in…
We propose a new mathematical model of groundwater flow in porous medium layered over inclined impermeable bed. In its full generality, this is a free-surface problem. To obtain analytically tractable model, we use generalized…
This paper is a survey of the generalized Hamiltonian gradient flow (GHGF) framework for Hamilton-Jacobi equations, with an emphasis on the propagation of singularities and its connections to weak KAM theory, optimal transport and mean…
Using thermodynamic and variational principles we examine a basic phase field model for a mixture of two incompressible fluids in strongly perforated domains. With the help of the multiple scale method with drift and our recently introduced…