Related papers: A strongly degenerate fully nonlinear mean field g…
Existence and uniqueness are investigated for a nonlinear diffusion problem of phase-field type, consisting of a parabolic system of two partial differential equations, complemented by Neumann homogeneous boundary conditions and initial…
We show uniqueness in law for a general class of stochastic differential equations in $\mathbb{R}^d$, $d\ge 2$, with possibly degenerate and/or fully discontinuous locally bounded coefficients among all weak solutions that spend zero time…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
We study the forward-backward system of stochastic partial differential equations describing a mean field game for a large population of small players subject to both idiosyncratic and common noise. The unique feature of the problem is that…
In this paper a strongly degenerate parabolic equation derived from a density dependent particle flow model is studied. Furthermore, a free boundary problem and its connection to the strongly degenerate parabolic equation is investigated.…
This paper derives the Fokker-Planck (FP) equation for a particle moving in potential by a randomly modulated dipole. The FP equation describes the anomalous diffusion observed in the companion paper [1] and breaks the conservation of the…
We study a particle approximation for one-dimensional first-order Mean-Field-Games (MFGs) with local interactions with planning conditions. Our problem comprises a system of a Hamilton-Jacobi equation coupled with a transport equation. As…
We propose a control-theoretic framework for evolutionary clustering based on Mean Field Games (MFG). Moving beyond static or heuristic approaches, we formulate the problem as a population dynamics game governed by a coupled…
We investigate the existence and stability of small perturbations of constant states of the generalized Hughes model for pedestrian flow in an infinitely large corridor. We show that constant flows are stable under a condition on the…
This paper focuses on linear-quadratic (LQ for short) mean-field games described by forward-backward stochastic differential equations (FBSDEs for short), in which the individual control region is postulated to be convex. The decentralized…
This paper aims to systematically solve stochastic team optimization of large-scale system, in a rather general framework. Concretely, the underlying large-scale system involves considerable weakly-coupled cooperative agents for which the…
Noise or fluctuations play an important role in the modeling and understanding of the behavior of various complex systems in nature. Fokker-Planck equations are powerful mathematical tool to study behavior of such systems subjected to…
An attempt is made to find a comprehensive mathematical framework in which to investigate the problems of well-posedness and asymptotic analysis for fully nonlinear evolutionary game theoretic models. The model should be rich enough to…
We revisit a classical continuum model for the diffusion of multiple species with size-exclusion constraint, which leads to a degenerate nonlinear cross-diffusion system. The purpose of this article is twofold: first, it aims at a…
We analyse a PDE system modelling poromechanical processes (formulated in mixed form using the solid deformation, fluid pressure, and total pressure) interacting with diffusing and reacting solutes in the medium. We investigate the…
In this paper, we study two kinds of inverse problems for Mean Field Games (MFGs) with common noise. Our focus is on MFGs described by a coupled system of stochastic Hamilton-Jacobi-Bellman and Fokker-Planck equations. Firstly, we establish…
In this paper we are interested in a degenerate parabolic system of reaction-diffusion equations arising in biology when studying cell adhesion at the protein level. In this modeling the unknown is the couple of the distribution laws of the…
This paper studies the $N$-particle systems as well as the HJB/master equations for a class of generalized mean field control (MFC) problems and the corresponding potential mean field games of control (MFGC). A local in time classical…
This work's major intention is the investigation of the well-posedness of certain cross-diffusion equations in the class of bounded functions. More precisely, we show existence, uniqueness and stability of bounded weak solutions under the…
We consider a possibly degenerate porous media type equation over all of $\R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated…