For non-monotone single and two-populations time-dependent Mean-Field Game systems we obtain the existence of an infinite number of branches of non-trivial solutions. These non-trivial solutions are in particular shown to exhibit an oscillatory behaviour when they are close to the trivial (constant) one. The existence of such branches is derived using local and global bifurcation methods, that rely on the analysis of eigenfunction expansions of solutions to the associated linearized problem. Numerical analysis is performed on two different models to observe the oscillatory behaviour of solutions predicted by bifurcation theory, and to study further properties of branches far away from bifurcation points.
In this note, we present a monostable delayed reaction-diffusion equation with the unimodal birth function which admits only non-monotone wavefronts. Moreover, these fronts are either eventually monotone (in particular, such is the minimal wave) or slowly oscillating. Hence, for the Mackey-Glass type diffusive equations, we answer affirmatively the question about the existence of non-monotone non-oscillating wavefronts. As it was recently established by Hasik {\it et al.} and Ducrot {\it et al.}, the same question has a negative answer for the KPP-Fisher equation with a single delay.
The paper deals with homogenization problem for nonlinear elliptic and parabolic equations in a periodically perforated domain, a nonlinear Fourier boundary conditions being imposed on the perforation border. Under the assumptions that the studied differential equation satisfies monotonicity and 2-growth conditions and that the coefficient of the boundary operator is centered at each level set of unknown function, we show that the problem under consideration admits homogenization and derive the effective model.
We present a new notion of solution for mean field games master equations. This notion allows us to work with solutions which are merely continuous. We prove first results of uniqueness and stability for such solutions. It turns out that this notion is helpful to characterize the value function of mean field games of optimal stopping or impulse control and this is the topic of the second half of this paper. The notion of solution we introduce is only useful in the monotone case. We focus in this paper in the finite state space case.
In this paper, we characterize the asymptotic behavior of a first-order stationary mean-field game (MFG) with a logarithm coupling, a quadratic Hamiltonian, and a periodically oscillating potential. This study falls into the realm of the homogenization theory, and our main tool is the two-scale convergence. Using this convergence, we rigorously derive the two-scale homogenized and the homogenized MFG problems, which encode the so-called macroscopic or effective behavior of the original oscillating MFG. Moreover, we prove existence and uniqueness of the solution to these limit problems.
We consider mean field game systems in time-horizon $(0,T)$, where the individual cost functional depends locally on the density distribution of the agents, and the Hamiltonian is locally uniformly convex. We show that, even if the coupling cost functions are mildly non-monotone, then the system is still well posed due to the effect of individual noise. The rate of anti-monotonicity (i.e. the aggregation rate of the cost functions) which can be afforded depends on the intensity of the diffusion and on global bounds of solutions. We give applications to either the case of globally Lipschitz Ham…
We are revisiting the topic of travelling fronts for the food-limited (FL) model with spatio-temporal nonlocal reaction. These solutions are crucial for understanding the whole model dynamics. Firstly, we prove the existence of monotone wavefronts. In difference with all previous results formulated in terms of `sufficiently small parameters', our existence theorem indicates a reasonably broad and explicit range of the model key parameters allowing the existence of monotone waves. Secondly, numerical simulations realized on the base of our analysis show appearance of non-oscillating and non-mon…
In this paper, we study first-order stationary monotone mean-field games (MFGs) with Dirichlet boundary conditions. While for Hamilton--Jacobi equations Dirichlet conditions may not be satisfied, here, we establish the existence of solutions of MFGs that satisfy those conditions. To construct these solutions, we introduce a monotone regularized problem. Applying Schaefer's fixed-point theorem and using the monotonicity of the MFG, we verify that there exists a unique weak solution to the regularized problem. Finally, we take the limit of the solutions of the regularized problem and using Minty…
This paper concerns the semi-wavefronts (i.e. bounded solutions $u=ϕ(x ν+ct) >0,$ $ |ν|=1, $ satisfying $ϕ(-\infty)=0$) to the delayed KPP-Fisher equation $$u_t(t,x) = Δu(t,x) + u(t,x)(1-u(t-τ,x)), \ u \geq 0,\ x \in \R^m. \eqno(*)$$ First, we show that each semi-wavefront should be either monotone or slowly oscillating. Then a complete solution to the problem of existence of semi-wavefronts is provided. We prove next that the semi-wavefronts are in fact wavefronts (i.e. additionally $ϕ(+\infty)=1$) if $c \geq 2$ and $τ\leq 1$; our proof uses dynamical properties of some auxiliary one-dimensio…
In this paper, we study a class of linear-quadratic (LQ) mean field games of controls with common noises and their corresponding $N$-player games. The theory of mean field game of controls considers a class of mean field games where the interaction is via the joint law of both the state and control. By the stochastic maximum principle, we first analyze the limiting behavior of the representative player and obtain his/her optimal control in a feedback form with the given distributional flow of the population and its control. The mean field equilibrium is determined by the Nash certainty equival…
We introduce a notion of weak solution of the master equation without idiosyncratic noise in Mean Field Game theory and establish its existence, uniqueness up to a constant and consistency with classical solutions when it is smooth. We work in a monotone setting and rely on Lions' Hilbert space approach. For the first-order master equation without idiosyncratic noise, we also give an equivalent definition in the space of measures and establish the well-posedness.
Here, we consider stationary monotone mean-field games (MFGs) and study the existence of weak solutions. First, we introduce a regularized problem that preserves the monotonicity. Next, using variational inequalities techniques, we prove the existence of solutions to the regularized problem. Then, using Minty's method, we establish the existence of solutions for the original MFG. Finally, we examine the properties of these weak solutions in several examples. Our methods provide a general framework to construct weak solutions to stationary MFGs with local, nonlocal, or congestion terms.
We describe new exact results for a model of ionization of a bound state, induced by an oscillating potential. In particular we have obtained exact expressions, in the form of readily computable rapidly convergent sums, for the energy distribution of the emitted particles as a function of time, frequency and strength of the oscillating potential. Going beyond perturbation theory, these show resonances in the energy distribution which look like single or multi-photon absorption, similar to those observed in laser induced electron emission from solids or atoms. This is particularly so when the s…
We study monotone numerical schemes for nonlocal Isaacs equations, the dynamic programming equations of stochastic differential games with jump-diffusion state processes. These equations are fully-nonlinear non-convex equations of order less than $2$. In this paper they are also allowed to be degenerate and have non-smooth solutions. The main contribution is a series of new a priori error estimates: The first results for nonlocal Isaacs equations, the first general results for degenerate non-convex equations of order greater than $1$, and the first results in the viscosity solution setting giv…
Here, we establish the existence of weak solutions to a wide class of time-dependent monotone mean-field games (MFGs). These MFGs are given as a system of degenerate parabolic equations with initial and terminal conditions. To construct these solutions, we consider a high-order elliptic regularization in space-time. Then, using Schaefer's fixed-point theorem, we obtain the existence and uniqueness for this regularized problem. Using Minty's method, we prove the existence of a weak solution to the original MFG. Finally, the paper ends with a discussion on congestion problems and density constra…
We propose a new approach for proving uniqueness of semi-wavefronts in generally non-monotone monostable reaction-diffusion equations with distributed delay. This allows to solve an open problem concerning the uniqueness of non-monotone (hence, slowly oscillating) semi-wavefronts to the KPP-Fisher equation with delay. Similarly, a broad family of the Mackey-Glass type diffusive equations is shown to possess a unique (up to translation) semi-wavefront for each admissible speed.
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 exists and is unique for monotone coupling functions. This the first general result for solutions of the Mean Field Games system with common and no idiosynctratic noise. We also use the solution to find approximate optimal strategies (Nash equilibria) for N-player differential games with common but no idiosyncratic noise. An important step in the analysis is th…
This manuscript constructs global in time solutions to the $master\ equations$ for potential Mean Field Games. The study concerns a class of Lagrangians and initial data functions, which are $displacement\ convex$ and so, it may be in dichotomy with the class of so--called $monotone$ functions, widely considered in the literature. We construct solutions to both the scalar and vectorial master equations in potential Mean Field Games, when the underlying space is the whole space $\mathbb{R}^d$ and so, it is not compact.
We construct numerical approximations for Mean Field Games with fractional or nonlocal diffusions. The schemes are based on semi-Lagrangian approximations of the underlying control problems/games along with dual approximations of the distributions of agents. The methods are monotone, stable, and consistent, and we prove convergence along subsequences for (i) degenerate equations in one space dimension and (ii) nondegenerate equations in arbitrary dimensions. We also give results on full convergence and convergence to classical solutions. Numerical tests are implemented for a range of different…
We study the existence of classical solutions to a broad class of local, first order, forward-backward Extended Mean Field Games systems, that includes standard Mean Field Games, Mean Field Games with congestion, and mean field type control problems. We work with a strictly monotone cost that may be fully coupled with the Hamiltonian, which is assumed to have superlinear growth. Following previous work on the standard first order Mean Field Games system, we prove the existence of smooth solutions under a coercivity condition that ensures a positive density of players, assuming a strict form of…
