Related papers: Monotone Multispecies Flows
First order kinetic mean field games formally describe the Nash equilibria of deterministic differential games where agents control their acceleration, asymptotically in the limit as the number of agents tends to infinity. The known results…
We establish general quantitative conditions for stochastic evolution equations with locally monotone drift and degenerate additive Wiener noise in variational formulation resulting in the existence of a unique invariant probability measure…
Motivated by a probabilistic approach to Kahler-Einstein metrics we consider a general non-equilibrium statistical mechanics model in Euclidean space consisting of the stochastic gradient flow of a given (possibly singular) quasi-convex…
We consider Mean Field Games without idiosyncratic but with Brownian type common noise. We introduce a notion of solutions of the associated backward-forward system of stochastic partial differential equations. We show that the solution…
We analyse a bi-fluid isentropic compressible Navier-Stokes system with barotropic pressure laws in a two-phase framework with equal pressure and single velocity. We focus on the rigorous analysis of the low Mach number limit under…
We study the limit of the stochastic model for two dimensional second grade fluids subjected to the periodic boundary conditions as the stress modulus tends to zero. We show that under suitable conditions on the data the whole sequence of…
Congestion games offer a primary model in the study of pure Nash equilibria in non-cooperative games, and a number of generalized models have been proposed in the literature. One line of generalization includes weighted congestion games, in…
We prove a well-posedness result for stochastic Allen-Cahn type equations in a bounded domain coupled with generic boundary conditions. The (nonlinear) flux at the boundary aims at describing the interactions with the hard walls and is…
We deal with a class of abstract nonlinear stochastic models, which covers many 2D hydrodynamical models including 2D Navier-Stokes equations, 2D MHD models and 2D magnetic B\'enard problem and also some shell models of turbulence. We first…
We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…
Finding the mixed Nash equilibria (MNE) of a two-player zero sum continuous game is an important and challenging problem in machine learning. A canonical algorithm to finding the MNE is the noisy gradient descent ascent method which in the…
Drawing intuition from a (physical) hydraulic system, we present a novel framework, constructively showing the existence of a strong Nash equilibrium in resource selection games (i.e., asymmetric singleton congestion games) with nonatomic…
We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no…
In this paper, we consider the convergence rate with respect to Wasserstein distance in the invariance principle for deterministic nonuniformly hyperbolic systems, where both discrete time systems and flows are included. Our results apply…
In this paper, we describe a possible generalization of the Wasserstein 2-metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrices with trace one, and to the space of matrix-valued…
We prove existence and uniqueness of solutions to a transport equation modelling vehicular traffic in which the velocity field depends non-locally on the downstream traffic density via a discontinuous anisotropic kernel. The result is…
We study the convergence properties of the conditional (Kullback-Leibler) entropy in stochastic systems. We have proved very general results showing that asymptotic stability is a necessary and sufficient condition for the monotone…
Neither natural nor laboratory laminar flows are perfectly steady. Instead, they are frequently highly unsteady, as illustrated by experimental studies on B\'{e}nard convection. In the paper, we investigate the transition threshold of the…
Following the ideas laid out in Myerson (1996), Hofbauer (2000) defined a Nash equilibrium of a finite game as sustainable if it can be made the unique Nash equilibrium of a game obtained by deleting/adding a subset of the strategies that…
Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…