We establish existence and uniqueness of solutions to evolutive fractional Mean Field Game systems with regularizing coupling, for any order of the fractional Laplacian $s\in(0,1)$. The existence is addressed via the vanishing viscosity method. In particular, we prove that in the subcritical regime $s>1/2$ the solution of the system is classical, while if $s\leq 1/2$ we find a distributional energy solution. To this aim, we develop an appropriate functional setting based on parabolic Bessel potential spaces. We show uniqueness of solutions both under monotonicity conditions and for short time horizons.
We consider the variational structure of a time-fractional second order Mean Field Games (MFG) system with local coupling. The MFG system consists of time-fractional Fokker-Planck and Hamilton-Jacobi-Bellman equations. In such a situation the individual agent follows a non-Markovian dynamics given by a subdiffusion process. Hence, the results of this paper extend the theory of variational MFG to the subdiffusive situation, providing an Eulerian interpretation of time-fractional MFG systems.
A standard assumption in mean-field game (MFG) theory is that the coupling between the Hamilton-Jacobi equation and the transport equation is monotonically non-decreasing in the density of the population. In many cases, this assumption implies the existence and uniqueness of solutions. Here, we drop that assumption and construct explicit solutions for one-dimensional MFGs. These solutions exhibit phenomena not present in monotonically increasing MFGs: low-regularity, non-uniqueness, and the formation of regions with no agents.
This paper presents a class of evolutive Mean Field Games with multiple solutions for all time horizons T and convex but non-smooth Hamiltonian H, as well as for smooth H and T large enough. The phenomenon is analyzed in both the PDE and the probabilistic setting. The examples are compared with the current theory about uniqueness of solutions. In particular, a new result on uniqueness for the MFG PDEs with small data, e.g., small T, is proved. Some results are also extended to MFGs with two populations.
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…
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.
In this paper, we focus on stationary (ergodic) mean-field games (MFGs). These games arise in the study of the long-time behavior of finite-horizon MFGs. Motivated by a prior scheme for Hamilton-Jacobi equations introduced in Aubry-Mather's theory, we introduce a discrete approximation to stationary MFGs. Relying on Kakutani's fixed-point theorem, we prove the existence and uniqueness (up to additive constant) of solutions to the discrete problem. Moreover, we show that the solutions to the discrete problem converge, uniformly in the nonlocal case and weakly in the local case, to the classical…
We study the uniqueness of solutions to systems of PDEs arising in Mean Field Games with several populations of agents and Neumann boundary conditions. The main assumption requires the smallness of some data, e.g., the length of the time horizon. This complements the existence results for MFG models of segregation phenomena introduced by the authors and Achdou. An application to robust Mean Field Games is also given.
Mean-field games (MFGs) are models for large populations of competing rational agents that seek to optimize a suitable functional. In the case of congestion, this functional takes into account the difficulty of moving in high-density areas. Here, we study stationary MFGs with congestion with quadratic or power-like Hamiltonians. First, using explicit examples, we illustrate two main difficulties: the lack of classical solutions and the existence of areas with vanishing density. Our main contribution is a new variational formulation for MFGs with congestion. This formulation was not previously …
An overdetermination is introduced in an initial condition for the second order mean field games system (MFGS). This makes the resulting problem close to the classical ill-posed Cauchy problems for PDEs. Indeed, in such a problem and overdetermination in boundary conditions usually takes place. A Lipschitz stability estimate is obtained. This estimate implies uniqueness. A new Carleman estimate is derived. The second estimate the author calls "quasi-Carleman estimate", since it contains two test functions rather than a single one in conventional Carleman estimates. These two estimates play the…
We study Mean Field Games (MFGs) driven by a large class of nonlocal, fractional and anomalous diffusions in the whole space. These non-Gaussian diffusions are pure jump Lévy processes with some $σ$-stable like behaviour. Included are $σ$-stable processes and fractional Laplace diffusion operators $(-Δ)^{\fracσ2}$, tempered nonsymmetric processes in Finance, spectrally one-sided processes, and sums of subelliptic operators of different orders. Our main results are existence and uniqueness of classical solutions of MFG systems with nondegenerate diffusion operators of order $σ\in(1,2)$. We cons…
Mean field games (MFGs) and the best reply strategy (BRS) are two methods of describing competitive optimisation of systems of interacting agents. The latter can be interpreted as an approximation of the respective MFG system. In this paper we present a systematic analysis and comparison of the two approaches in the stationary case. We provide novel existence and uniqueness results for the stationary boundary value problems related to the MFG and BRS formulations, and we present an analytical and numerical comparison of the two paradigms in a variety of modelling situations.
We prove the uniqueness in determining both orders of fractional time derivatives and spatial derivatives in diffusion equations by pointwise data. The proof relies on the eigenfunction expansion and the asymptotics of the Mittag-Leffler function.
We study an initial-boundary value problem of variable-order time-fractional diffusion equations in one space dimension. Based on the wellposedness of the proposed model and the smoothing properties of its solutions, which are shown to be determined by the behavior of the variable order at the initial time, a uniqueness result for an important inverse problem of determination of the variable order in the time-fractional derivative contained in the proposed model from observations of its solutions is obtained.
We consider positive solutions of a fractional Lane-Emden type problem in a bounded domain with Dirichlet conditions. We show that uniqueness and nondegeneracy hold for the asymptotically linear problem in general domains. Furthermore, we also prove that all the known uniqueness and nondegeneracy results in the local case extend to the nonlocal regime when the fractional parameter s is sufficiently close to 1.
We establish uniqueness of vanishing radially decreasing entire solutions, which we call ground states, to some semilinear fractional elliptic equations. In particular, we treat the fractional plasma equation and the supercritical power nonlinearity. As an application, we deduce uniqueness of radial steady states for nonlocal aggregation-diffusion equations of Keller-Segel type, even in the regime that is dominated by aggregation.
In this paper we study a semilinear problem for the fractional laplacian that are the counterpart of the Neumann problems in the classical setting. We show uniqueness of minimal energy solutions for small domains.
This article deals with the uniqueness in identifying multiple parameters simultaneously in the one-dimensional time-fractional diffusion-wave equation of fractional time-derivative order $\in (0,2)$ with the zero Robin boundary condition. Using the Laplace transform and a transformation formula, we prove the uniqueness in determining an order of the fractional derivative, a spatially varying potential, initial values and Robin coefficients simultaneously by boundary measurement data, provided that all the eigenmodes of an initial value do not vanish. Furthermore, for another formulation of in…
This paper is devoted to discussing the existence and uniqueness of weak solutions to time-fractional elliptic equations having time-dependent variable coefficients. To obtain the main result, our strategy is to combine the Galerkin method, a basic inequality for the fractional derivative of convex Lyapunov candidate functions, the Yoshida approximation sequence and the weak compactness argument.
We prove uniqueness for weak solutions to abstract parabolic equations with the fractional Marchaud or Caputo time derivative. We consider weak solutions in time for divergence form equations when the fractional derivative is transferred to the test function.
In this paper, we study the time-fractional diffusion equation on a metric star graph. The existence and uniqueness of the weak solution are investigated and the proof is based on eigenfunction expansions. Some priori estimates and regularity results of the solution are proved.
In this paper, we study the fractional harmonic gradient flow on $S^1$ taking values in $S^{n-1} \subset \mathbb{R}^n$ for every $n \geq 2$, in particular addressing uniqueness and regularity of solutions in the so-called energy class with sufficiently small energy, adding to the existing body of knowledge which includes existence of solutions and certain bubbling phenomena.
We consider initial boundary value problems of time-fractional advection-diffusion equations with the zero Dirichlet boundary value $\partial_t^α u(x,t) = -Au(x,t)$, where $-A = \sum}{i,j=1}^d \partial_i(a_{ij}(x)\partial_j) + \sum{j=1}^d b_j(x)\partial_j + c(x)$. We establish the uniqueness for an inverse problem of determining an order $α$ of fractional derivatives by data $u(x_0,t)$ for $0<t<T$ at one point $x_0$ in a spatial domain $\OOO$. The uniqueness holds even under assumption that $\OOO$ and $A$ are unknown, provided that the initial value does not change signs and is not identically…
This paper is devoted to the inverse problem of determining the spatially dependent source in a time fractional diffusion-wave equation, with the aid of extra measurement data at subboundary. Uniqueness result is obtained by using the analyticity and the new established unique continuation principle provided that the coefficients are all temporally independent. We also derive a Lipschitz stability of our inverse source problem under a suitable topology whose norm is given via the adjoint system of the fractional diffusion-wave equation.
In this paper, we used some theorems of fixed point for studying the results of Existence and Uniqueness For Hilfer-Hadamard-Type Fractional Differential Equations, \[_{H}D^{α,β}x(t)+f(t,x(t))=0, ~~~~~~ on~~the~~ interval~~ J:=(1,e]\] with Boundary Value Problems \[x(1+ε)=0,~~~~~~~~~~_{H}D^{1,1}x(e)=ν~_{H}D^{1,1}x(ζ)\]
An inverse problem to determine a space-dependent factor in a semilinear time-fractional diffusion equation is considered. Additional data are given in the form of an integral with the Borel measure over the time. Uniqueness of the solution of the inverse problem is studied. The method uses a positivity principle of the corresponding differential equation that is also proved in the paper.
In this paper, we consider the following critical fractional Kirchhoff equation \begin{equation*} \Big(a+b{\int_{\mathbb{R}^{N}}}|(-Δ)^{\frac{s}{2}}u|^2dx\Big)(-Δ)^su=|u|^{2^*_s-2}u,\quad \text{in}\ \mathbb{R}^{N}, \end{equation*} where $a,b>0$, $\frac{N}{4}<s<1$, $2^*_s=\frac{2N}{N-2s}$ and $(-Δ)^s$ is the fractional Laplacian. We prove the uniqueness and nondegeneracy of positive solutions to the problem, which can be used to study the singular perturbation problems concerning fractional Kirchhoff equations.
In this paper, we present the result of maximum regularity of the mild solution of the fractional Cauchy problem. As our main result, we investigate the uniqueness of mild solutions for time-fractional Navier-Stokes equations in class $C\left([0,\infty);L^{N}\left( \mathbb{R}^{N}\right)^{N}\right)$ by means of the estimates $L^{p}-L^{q}$ of Giga-Shor inequality and the Gronwall inequality.
We study global uniqueness in an inverse problem for the fractional semilinear Schrödinger equation $(-Δ)^{s}u+q(x,u)=0$ with $s\in (0,1)$. We show that an unknown function $q(x,u)$ can be uniquely determined by the Cauchy data set. In particular, this result holds for any space dimension greater than or equal to $2$. Moreover, we demonstrate the comparison principle and provide a $L^\infty$ estimate for this nonlocal equation under appropriate regularity assumptions.
In the present work, we investigate a uniqueness of solution of the inverse source problem with non-local conditions for mixed parabolic-hyperbolic type equation with Caputo fractional derivative. Solution of the problem we represent as bi-orthogonal series with respect to space variable and will get fractional order differential equations with respect to time-variable. Using boundary and gluing conditions, we deduce system of algebraic equations regarding unknown constants and imposing condition to the determinant of this system, we prove a uniqueness of considered problem. Moreover, we find …
Uniqueness of simultaneous reconstruction of general space- and time-dependent sources and initial states in fractional diffusion equations and systems from single boundary measurements
The main objective of this article is to discuss the local existence of the solution to an initial value problem involving a non-linear differential equation in the sense of Riemann-Liouville fractional derivative of order $σ\in(1,2),$ when the nonlinear term has a discontinuity at zero. Hereafter, by using some tools of Lebesgue spaces such as Hölder inequality, we obtain Nagumo-type, Krasnoselskii-Krein-type and Osgood-type uniqueness theorems for the problem.
We study the fractional Schrödinger equation with quasilocal perturbations. These are a family of nonlocal perturbations vanishing at infinity, which include e.g. convolutions against Schwartz functions. We show that the qualitative unique continuation and Runge approximation properties hold in the assumption of sufficient decay. Quantitative versions of both results are also obtained via a propagation of smallness analysis for the Caffarelli-Silvestre extension. The results are then used to show uniqueness in the inverse problem of retrieving a quasilocal perturbation from DN data under suita…
We prove existence and uniqueness of distributional, bounded, nonnegative solutions to a fractional filtration equation in ${\mathbb R}^d$. With regards to uniqueness, it was shown even for more general equations in [19] that if two bounded solutions $u,w$ of (1.1) satisfy $u-w\in L^1({\mathbb R}^d\times(0,T))$, then $u=w$. We obtain here that this extra assumption can in fact be removed and establish uniqueness in the class of merely bounded solutions, provided they are nonnegative. Indeed, we show that a minimal solution exists and that any other solution must coincide with it. As a conseque…
In this paper, we continue to study the fractional harmonic gradient flow on $S^{n-1}$ taking values in a general closed manifold $N \subset \mathbb{R}^n$, addressing global existence and uniqueness of solutions of energy class with sufficiently small energy, adding to the existing body of knowledge pertaining to the half-harmonic gradient flow and expanding upon our previous work in [34]. We extend the techniques by Struwe in [30] and Rivière in [22] to the non-local framework analogous to [34] to derive uniqueness, employ commutator estimates as in [8] for regularity and follow [30] for a ge…
