Related papers: Monotone Multispecies Flows
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…
We study a nonlinear, degenerate cross-diffusion model which involves two densities with two different drift velocities. A general framework is introduced based on its gradient flow structure in Wasserstein space to derive a notion of…
We consider semiflows in general Banach spaces motivated by monotone cyclic feedback systems or differential equations with integer-valued Lyapunov functionals. These semiflows enjoy strong monotonicity properties with respect to cones of…
This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…
We study the long time statistics of a class of semi--linear damped wave equations with polynomial nonlinearities and perturbed by additive Gaussian noise in dimensions 2 and 3. We find that if sufficiently many directions in the phase…
Certain previously known upper bounds on the moments of the norm of martingales in 2-smooth Banach spaces are improved. Some of these improvements hold even for sums of independent real-valued random variables. Applications to concentration…
It is well known that the monotonicity condition, either in Lasry-Lions sense or in displacement sense, is crucial for the global well-posedness of mean field game master equations, as well as for the uniqueness of mean field equilibria and…
We provide an estimation of the dissipation of the Wasserstein 2 distance between the law of some interacting $N$-particle system, and the $N$ times tensorized product of solution to the corresponding limit nonlinear conservation law. It…
The approximation of mixed Nash equilibria (MNE) for zero-sum games with mean-field interacting players has recently raised much interest in machine learning. In this paper we propose a mean-field gradient descent dynamics for finding the…
We consider a smooth semiflow strongly focusing monotone with respect to a cone of rank k on a Banach space. We obtain its generic dynamics, that is, semiorbits with initial data from an open and dense subset of any bounded open set are…
Existence and uniqueness of global in time measure solution for a one dimensional nonlinear aggregation equation is considered. Such a system can be written as a conservation law with a velocity field computed through a selfconsistant…
Many trace inequalities can be expressed either as concavity/convexity theorems or as monotonicity theorems. A classic example is the joint convexity of the quantum relative entropy which is equivalent to the Data Processing Inequality. The…
This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet.…
We study the discretization of generalized Wasserstein distances with nonlinear mobilities on the real line via suitable discrete metrics on the cone of N ordered particles, a setting which naturally appears in the framework of…
Starting from the multi-species Boltzmann equation for a gas mixture, we propose the formal derivation of the isentropic two-phase flow model introduced in [Romenski, E., and Toro, E. F., Comput. Fluid Dyn. J., 13 (2004)]. We examine the…
We establish that a mode-coupling approximation for the dynamics of multi-component systems obeying Smoluchowski dynamics preserves a subtle yet fundamental property: the matrices of partial density correlation functions are completely…
We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…
We prove a strong/weak stability estimate for the 3D homogeneous Boltzmann equation with moderately soft potentials ($\gamma\in(-1,0)$) using the Wasserstein distance with quadratic cost. This in particular implies the uniqueness in the…
We relate stability properties (i.e. moment exponents) of a stochastic dynamical system on a compact manifold $M$ to the homotopy and integral homology groups of $M$. In the special case of gradient Brownian systems associated to isometric…
We construct and analyze solutions to a regularized homogeneous $p$-harmonic map flow equation for general $p \geq 2$. The homogeneous version of the problem is new and features a monotonicity formula extending the one found by Struwe for…