本文基于弱 KAM 理论分析带状态约束的 Hamilton-Jacobi 方程并构造 Mather 测度，证明了受约束遍历 Mean Field Games 系统解的存在性与遍历常数唯一性，且当时间跨度趋于无穷时解收敛于遍历系统。
摘要：
我们研究当时间跨度 $T$ 趋于无穷大时，受约束 MFG 系统解的渐近行为。为此，我们从弱 KAM 理论视角分析了带有状态约束的 Hamilton-Jacobi 方程，为相应的变分问题构造了 Mather 测度。利用这些结果，我们证明了受约束的遍历 mean field games 系统的解存在，且遍历常数是唯一的。最后，我们证明了 $[0,T]$ 上的一阶受约束 MFG 问题的任意解在 $T \to +\infty$ 时收敛于遍历系统的解。
英文摘要：
We study the asymptotic behavior of solutions to the constrained MFG system as the time horizon $T$ goes to infinity. For this purpose, we analyze first Hamilton-Jacobi equations with state constraints from the viewpoint of weak KAM theory, constructing a Mather measure for the associated variational problem. Using these results, we show that a solution to the constrained ergodic mean field games system exists and the ergodic constant is unique. Finally, we prove that any solution of the first-order constrained MFG problem on $[0,T]$ converges to the solution of the ergodic system as $T \to +\infty$.
We show that the long time average of solutions of first order mean field game systems in finite horizon is governed by an ergodic system of mean field game type. The well-posedness of this later system and the uniqueness of the ergodic constant rely on weak KAM theory.
We study the time-periodic version of Evans approach to weak KAM theory. Evans minimization problem is equivalent to a first oder mean field game system. For the mechanical Hamiltonian we prove the existence of smooth solutions. We introduce the corresponding effective Lagrangian and Hamiltonian and prove that they are smooth. We also consider the limiting behavior of the effective Lagrangian and Hamiltonian, Mather measures and minimizers.
We prove continuity of certain cost functions arising from optimal control of affine control systems. We give sharp sufficient conditions for this continuity. As an application, we prove a version of weak KAM theorem and consider the Aubry-Mather problems corresponding to these systems.
We develop the counterpart of weak KAM theory for potential mean field games. This allows to describe the long time behavior of time-dependent potential mean field game systems. Our main result is the existence of a limit, as time tends to infinity, of the value function of an optimal control problem stated in the space of measures. In addition, we show a mean field limit for the ergodic constant associated with the corresponding Hamilton-Jacobi equation.
This paper deals with the existence of solutions of a class of contact mean field games systems of first order. Cardaliaguet \cite{CAR} found a link between the weak KAM theory for Hamiltonian systems and mean field games systems. We prove that there is still a connection between the weak KAM theory for contact Hamiltonian systems and contact mean field games systems. By the analysis of properties of the Mather set for contact Hamiltonian systems, we prove the main existence result.
In this paper, we generalize weak KAM theorem from positive Lagrangian systems to "proper" Hamilton-Jacobi equations. We introduce an implicitly defined solution semigroup of evolutionary Hamilton-Jacobi equations. By exploring the properties of the solution semigroup, we prove the convergence of solution semigroup and existence of weak KAM solutions for stationary equations: \begin{equation*} H(x, u, d_x u)=0. \end{equation*}
We extend weak KAM theory to Lagrangians that are defined only on the horizontal distribution of a sub-Riemannian manifold. The main tool is Tonelli's theorem which allows dispending on a Lagrangian dynamics.
We consider the following evolutionary Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\\ u(x,0)=ϕ(x). \end{cases} \end{equation*} Under some assumptions on $H(x,u,p)$ with respect to $p$ and $u$, we provide a variational principle on the evolutionary Hamilton-Jacobi equation. By introducing an implicitly defined solution semigroup, we extend Fathi's weak KAM theory to certain more general cases, in which $H$ explicitly depends on the unknown function $u$. As an application, we show the viscosity solution of the e…
This paper studies the structure of the singular set (points of nondifferentiability) of viscosity solutions to Hamilton-Jacobi equations associated with general mechanical systems on the n-torus. First, using the level set method, we characterize the propagation of singularities along generalized characteristics. Then, we obtain a local propagation result for singularities of weak KAM solutions in the supercritical case. Finally, we apply such a result to study the propagation of singularities for barrier functions.
We expose different methods of regularizations of subsolutions in the context of discrete weak KAM theory. They allow to prove the existence and the density of $C^{1,1}$ subsolutions. Moreover, these subsolutions can be made strict and smooth outside of the Aubry set.
We introduce a class of controlled random walks on a grid in $\mathbb{T}^d$ and investigate global properties of action minimizing random walks for a certain action functional together with Hamilton-Jacobi equations on the grid. This yields an analogue of weak KAM theory, which recovers a part of original weak KAM theory through the hyperbolic scaling limit.
We develop several aspects of the infinite-dimensional Weak KAM theory using a random variables' approach. We prove that the infinite-dimensional cell problem admits a viscosity solution that is a fixed point of the Lax-Oleinik semigroup. Furthermore, we show the existence of invariant minimizing measures and calibrated curves defined on R.
Weak KAM theory for discount Hamilton-Jacobi equations and corresponding discount Lagrangian/Hamiltonian dynamics is developed. Then it is applied to error estimates for viscosity solutions in the vanishing discount process. The main feature is to introduce and investigate the family of $α$-limit points of minimizing curves, with some details in terms of minimizing measures. In error estimates, the family of $α$-limit points is effectively exploited with properties of the corresponding dynamical systems.
We consider the following evolutionary Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\\ u(x,0)=ϕ(x), \end{cases} \end{equation*} where $ϕ(x)\in C(M,\mathbb{R})$. Under some assumptions on the convexity of $H(x,u,p)$ with respect to $p$ and the Osgood growth of $H(x,u,p)$ with respect to $u$, we establish an implicitly variational principle and provide an intrinsic relation between viscosity solutions and certain minimal characteristics. Moreover, we obtain a representation formula of the viscosity solution of th…
In this paper, we explain some facts on the discrete case of weak KAM theory. In that setting, the Lagrangian is replaced by a cost $c:X\times X \to \mathbb{R}$, on a "reasonable" space $X$. This covers for example the case of periodic time-dependent Lagrangians. As is well known, it is possible in that case to adapt most of weak KAM theory. A major difference is that critical sub-solutions are not necessarily continuous. We will show how to define a Mañe potential. In contrast to the Lagrangian case, this potential is not continuous. We will recover the Aubry set from the set of continuity po…
For mechanical Hamiltonian systems on the torus, we study the dynamical properties of the generalized characteristics semiflows associated with certain Hamilton-Jacobi equations, and build the relation between the $ω$-limit set of this semiflow and the projected Aubry set.
This paper is concerned with the study of Aubry-Mather and weak KAM theories for contact Hamiltonian systems with Hamiltonians $H(x,u,p)$ defined on $T^*M\times\mathbb{R}$, satisfying Tonelli conditions with respect to $p$ and $0<\frac{\partial H}{\partial u}\leqslant λ$ for some $λ>0$, where $M$ is a connected, closed and smooth manifold. First, we show the uniqueness of the backward weak KAM solutions of the corresponding Hamilton-Jacobi equation. Using the unique backward weak KAM solution $u_-$, we prove the existence of the maximal forward weak KAM solution $u_+$. Next, we analyse Aubry s…
In this article, following a first work of the author, we study critical subsolutions in discrete weak KAM theory. In particular, we establish that if the cost function $c:M \times M\to \R{}$ defined on a smooth connected manifold is locally semi-concave and verifies twist conditions, then there exists a $C^{1,1}$ critical subsolution strict on a maximal set (namely, outside of the Aubry set). We also explain how this applies to costs coming from Tonelli Lagrangians. Finally, following ideas introduced in the work of Fathi-Maderna and Mather, we study invariant cost functions and apply this st…
We perform a qualitative analysis of the critical equation associated with a stationary ergodic Hamiltonian through a stochastic version of the metric method, where the notion of closed random stationary set, issued from stochastic geometry, plays a major role. Our purpose is to give an appropriate notion of random Aubry set, to single out characterizing conditions for the existence of exact or approximate correctors, and write down representation formulae for them. For the last task, we make use of a Lax--type formula, adapted to the stochastic environment. This material can be regarded as a …
For two commuting Tonelli Hamiltonians, we recover the commutation of the Lax-Oleinik semi-groups, a result of Barles and Tourin ([BT01]), using a direct geometrical method (Stoke's theorem). We also obtain a "generalization" of a theorem of Maderna ([Mad02]). More precisely, we prove that if the phase space is the cotangent of a compact manifold then the weak KAM solutions (or viscosity solutions of the critical stationary Hamilton-Jacobi equation) for G and for H are the same. As a corrolary we obtain the equality of the Aubry sets, of the Peierls barrier and of flat parts of Mather's $α$ fu…
We consider in this note the Hamilton-Jacobi equation H(x, dx u) = c, where c \geq 0, of the classical N-body problem in an Euclidean space E of dimension k \geq 2. The fixed points of the Lax-Oleinik semigroup are global viscosity solutions for the critical value of the constant (c = 0) also called weak KAM solutions. We show that all these solutions are invariant under the action of E by translations on the space of configurations. We deduce the existence of non-invariant solutions for the super-critical equations (c > 0).
We consider the following evolutionary Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\\ u(x,0)=ϕ(x), \end{cases} \end{equation*} where $ϕ(x)\in C(M,\mathbb{R})$. Under some assumptions on the convexity of $H(x,u,p)$ with respect to $p$ and the uniform Lipschitz of $H(x,u,p)$ with respect to $u$, we establish a variational principle and provide an intrinsic relation between viscosity solutions and certain minimal characteristics. By introducing an implicitly defined {\it fundamental solution}, we obtain a variati…
We establish the stability under the formations of infimum and of convex combinations of subsolutions of convex Hamilton-Jacobi equations, some comparison and existence results for convex and coercive Hamilton-Jacobi equations with the Neumann type boundary condition as well as existence results for the Skorokhod problem. We define the Aubry-Mather set associated with the Neumann type boundary problem and establish some properties of the Aubry-Mather set including the existence results for the ``calibrated'' extremals for the corresponding action functional (or variational problem).
Fast weak-KAM integrators for separable Hamiltonian systems
Ecole Normale Supérieure（巴黎高等师范学院）；INRIA & Ecole Normale Supérieure de Cachan Bretagne（法国国家信息与自动化研究所 & 卡昂高等师范学校布列塔尼分校）；Institut de Mathématiques de Jussieu, Université Pierre et Marie Curie（儒勒·让数学研究所，皮埃尔和玛丽居里大学）
We consider Tonelli Lagrangians on a graph, define weak KAM solutions, which happen to be the fixed points of the Lax-Oleinik semi-group, and identify their uniqueness set as the Aubry set, giving a representation formula. Our main result is the long time convergence of the Lax Oleinik semi-group. Weak KAM solutions are viscosity solutions, and in the case of Hamiltonians called of eikonal type in [CS], we prove that the converse holds.
In the framework of toroidal Pseudodifferential operators on the flat torus $\Bbb T^n := (\Bbb R / 2π\Bbb Z)^n$ we begin by proving the closure under composition for the class of Weyl operators $\mathrm{Op}^w_\hbar(b)$ with simbols $b \in S^m (\mathbb{T}^n \times \mathbb{R}^n)$. Subsequently, we consider $\mathrm{Op}^w_\hbar(H)$ when $H=\frac{1}{2} |η|^2 + V(x)$ where $V \in C^\infty (\Bbb T^n;\Bbb R)$ and we exhibit the toroidal version of the equation for the Wigner transform of the solution of the Schrödinger equation. Moreover, we prove the convergence (in a weak sense) of the Wigner trans…
In this thesis, we investigate quantum ergodicity for two classes of Hamiltonian systems satisfying intermediate dynamical hypotheses between the well understood extremes of ergodic flow and quantum completely integrable flow. These two classes are mixed Hamiltonian systems and KAM Hamiltonian systems. Hamiltonian systems with mixed phase space decompose into finitely many invariant subsets, only some of which are of ergodic character. It has been conjectured by Percival that the eigenfunctions of the quantisation of this system decompose into associated families of analogous character. The fi…
Minimax solutions of path-dependent Hamilton--Jacobi equations under weakened assumptions with application to differential games
Krasovskii Institute of Mathematics and Mechanics Ural Branch of Russian Academy of Sciences（俄罗斯科学院乌拉尔分支克拉索夫斯基数学力学研究所）；Ural Federal University（乌拉尔联邦大学）
We analyze a zero-sum stochastic differential game between two competing players who can choose unbounded controls. The payoffs of the game are defined through backward stochastic differential equations. We prove that each player's priority value satisfies a weak dynamic programming principle and thus solves the associated fully non-linear partial differential equation in the viscosity sense.
Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized problem. Finally, by a limiting procedure, we obtain solutions to the MFG problem.
In this paper, we establish the existence and uniqueness of weak solutions to first-order discount mean field games and a stability result to give the existence for the ergodic problem. We show an example to illustrate the multiplicity of weak solutions to the ergodic problem. With this motivation, we address a selection condition, which is a necessary condition that any limit of solutions under subsequence satisfies. As an application, we show a nontrivial example to get the convergence of weak solutions.
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 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 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 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…
For $N$-body problems with homogeneous potentials we define a special class of central configurations related with the reduction of homotheties in the study of homogeneous weak KAM solutions. For potentials in $1/r^α$ with $α\in (0,2)$ we prove the existence of homogeneous weak KAM solutions. We show that such solutions are related to viscosity solutions of another Hamilton-Jacobi equation in the sphere of normal configurations. As an application we prove for the Newtonian three body problem that there are no smooth homogeneous solutions to the critical Hamilton-Jacobi equation.
We prove reducibility of a class of quasi-periodically forced linear equations of the form \[ \partial_tu-\partial_x\circ (1+a(ωt, x))u+\mathcal{Q}(ωt)u=0,\quad x\in\mathbb{T}:=\mathbb{R}/2π\mathbb{Z}, \] where $u=u(t,x)$, $a$ is a small, $C^{\infty}$ function, $\mathcal{Q}$ is a pseudo differential operator of order $-1$, provided that $ω\in\mathbb{R}^ν$ satisfies appropriate non-resonance conditions. Such PDEs arise by linearizing the Degasperis-Procesi (DP) equation at a small amplitude quasi-periodic function. Our work provides a first fundamental step in developing a KAM theory for pertur…
We analyze a system of partial differential equations that model a potential mean field game of controls, briefly MFGC. Such a game describes the interaction of infinitely many negligible players competing to optimize a personal value function that depends in aggregate on the state and, most notably, control choice of all other players. A solution of the system corresponds to a Nash Equilibrium, a group optimal strategy for which no one player can improve by altering only their own action. We investigate the second order, possibly degenerate, case with non-strictly elliptic diffusion operator …
We study the short-time existence and uniqueness of solutions to a coupled system of partial differential equations arising in mean field game theory. It has the generic form $$ \left\{ \begin{array}{c} -\partial_t u - Δu + H(t,x,m,\nabla u) = f(t,x,m) \\ \partial_t m - Δm - \mathrm{div} \left(m\nabla_p H(t,x,m,\nabla u)\right) = 0 \end{array}\right. $$ plus initial-final and boundary conditions. The novelty of the problem is that the Hamiltonian $H(t,x,m,p)$ may take such forms as $m^{-α}|p|^r$ for some $α\geq 0$ and $r > 1$. Our main result is the existence of weak solutions for small times …
