We investigate the existence of classical solutions to second-order quadratic Mean-Field Games systems with local and strongly decreasing couplings of the form $-σm^α$, $α\ge 2/N$, where $m$ is the population density and $N$ is the dimension of the state space. We prove the existence of solutions under the assumption that $σ$ is small enough. For large $σ$, we show that existence may fail whenever the time horizon $T$ is large.
A class of nonlinear viscous transport equations describing aggregation phenomena in biology is considered. Optimal conditions on an interaction potential are obtained which lead either to the existence or to the nonexistence of global-in-time solutions.
In this paper, we are interested in the analytical study of a nonlinear Stochastic Partial Differential Equation (SPDE) arising as a model of phytoplankton aggregation. This SPDE consists in a diffusion equation with a chemotaxis term responsible of self-attraction of phytoplankton cells and a multiplicative branching noise. Existence of mild solutions is established through weak and tightness arguments.
The nonlocal nonlinear aggregation equation in one space dimension is investigated. In the so-called attractive case smooth solutions blow up in finite time, so that weak measure solutions are introduced. The velocity involved in the equation becomes discontinuous, and a particular care has to be paid to its definition as well as the formulation of the corresponding flux. When this is done, the notion of duality solutions allows to obtain global in time existence and uniqueness for measure solutions. An upwind finite volume scheme is also analyzed, and the convergence towards the unique soluti…
In this paper, global-in-time existence and blow up results are shown for a reaction-diffusion equation appearing in the theory of aggregation phenomena (including chemotaxis). Properties of the corresponding steady-state problem are also presented. Moreover, the stability around constant equilibria and the non-existence of non-constant solutions are studied in certain cases.
We prove the existence of non-trivial global minimizers of a class of free energies related to aggregation equations with degenerate diffusion on $\Real^d$. Such equations arise in mathematical biology as models for organism group dynamics which account for competition between the tendency to aggregate into groups and nonlinear diffusion to avoid over-crowding. The existence of non-zero optimal free energy stationary solutions representing coherent groups in $\Real^d$ is therefore of interest. The primary contribution is the investigation of a notion of criticality associated with the global m…
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.
We consider an aggregation-diffusion model, where the diffusion is nonlinear of porous medium type and the aggregation is governed by the Riesz potential of order s. The addition of a quadratic diffusion term produces a more precise competition with the aggregation term for small s, as they have the same scaling if s=0. We prove existence and uniqueness of stationary states and we characterize their asymptotic behavior as s goes to zero. Moreover, we prove existence of gradient flow solutions to the evolution problem by applying the JKO scheme.
In this paper, we investigate the existence and uniqueness of solutions to a stationary mean field game model introduced by J.-M. Lasry and P.-L. Lions. This model features a quadratic Hamiltonian with possibly singular congestion effects. Thanks to a new class of a-priori bounds, combined with the continuation method, we prove the existence of smooth solutions in arbitrary dimensions.
In this paper we consider extended stationary mean field games, that is mean-field games which depend on the velocity field of the players. We prove various a-priori estimates which generalize the results for quasi-variational mean field games in [GPSM12]. In addition we use adjoint method techniques to obtain higher regularity bounds. Then we establish existence of smooth solutions under fairly general conditions by applying the continuity method. When applied to standard stationary mean-field games as in [LL06a], [GSM11] or [GPSM12] this paper yields various new estimates and regularity prop…
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 study a system of partial differential equations used to describe Bertrand and Cournot competition among a continuum of producers of an exhaustible resource. By deriving new a priori estimates, we prove the existence of classical solutions under general assumptions on the data. Moreover, under an additional hypothesis we prove uniqueness. Keywords: mean field games, Hamilton-Jacobi, Fokker-Planck, coupled systems, optimal control, nonlinear partial differential equations
We study the local in time existence of a regular solution of a nonlinear parabolic backward-forward system arising from the theory of Mean-Field Games (briefly MFG). The proof is based on a contraction argument in a suitable space that takes account of the peculiar structure of the system, which involves also a coupling at the final horizon. We apply the result to obtain existence to very general MFG models, including also congestion problems.
We investigate the existence of solutions to viscous ergodic Mean Field Games systems in bounded domains with Neumann boundary conditions and local, possibly aggregative couplings. In particular we exploit the associated variational structure and search for constrained minimizers of a suitable functional. Depending on the growth of the coupling, we detect the existence of global minimizers in the mass subcritical and critical case, and of local minimizers in the mass supercritical case, notably up to the Sobolev critical case.
We analyze free energy functionals for macroscopic models of multi-agent systems interacting via pairwise attractive forces and localized repulsion. The repulsion at the level of the continuous description is modeled by pressure-related terms in the functional making it energetically favorable to spread, while the attraction is modeled through nonlocal forces. We give conditions on general entropies and interaction potentials for which neither ground states nor local minimizers exist. We show that these results are sharp for homogeneous functionals with entropies leading to degenerate diffusio…
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 study the global in time existence and long time asymptotics of solutions to the parabolic-elliptic Patlak-Keller-Segel system for the multi-species populations in the whole Euclidean space $\mathbb{R}^2.$ We prove that at the borderline case of critical mass there exists a global {\it free energy solution} subject to initial data with finite entropy and second moment. Moreover, we show that as time $t$ approaches to infinity, all the components of the solutions concentrate in the form of a Dirac measure at a single point. Our approach utilizes the gradient flow structure in Wasserstein spa…
We develop a splitting method to prove the well-posedness, in short time, of solutions for two master equations in mean field game (MFG) theory: the second order master equation, describing MFGs with a common noise, and the system of master equations associated with MFGs with a major player. Both problems are infinite dimensional equations stated in the space of probability measures. Our new approach simplifies, shortens and generalizes previous existence results for second order master equations and provides the first existence result for systems associated with MFG problems with a major play…
The mean field games system is a coupled pair of nonlinear partial differential equations arising in differential game theory, as a limit as the number of agents tends to infinity. We prove existence and uniqueness of classical solutions for time-dependent mean field games with Sobolev data. Many works in the literature assume additive separability of the Hamiltonian, as well as further structure such as convexity and monotonicity of the resulting components. Problems arising in practice, however, may not have this separable structure; we therefore consider the non-separable problem. For our e…
We consider time-dependent mean-field games with congestion that are given by a system of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. The congestion effects make the Hamilton-Jacobi equation singular. These models are motivated by crowd dynamics where agents have difficulty moving in high-density areas. Uniqueness of classical solutions for this problem is well understood. However, existence of classical solutions, was only known in very special cases - stationary problems with quadratic Hamiltonians and some time-dependent explicit examples. Here, we prove short-time exi…
We investigate stationary solutions of a non-local aggregation equation with degenerate power-law diffusion and bounded attractive potential in arbitrary dimensions. Compact stationary solutions are characterized and compactness considerations are used to derive the existence of global minimizers of the corresponding energy depending on the prefactor of the degenerate diffusion for all exponents of the degenerate diffusion greater than one. We show that a global minimizer is compactly supported and, in case of quadratic diffusion, we prove that it is the unique stationary solution up to a tran…
We consider stationary viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in ergodic mean-field game theory, and describe Nash equilibria of games with a large number of agents aiming at aggregation. We show how the dimension of the state space, the behavior of the coupling and the Hamiltonian at infinity affect the existence and non-existence of regular solutions. Our approach relies on the study of Sobolev regularity of the invariant measure and a blow-up procedure which is calibrated on the scaling properties of the system. In very …
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 solutio…
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…
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 interaction potential. Blow up of regular solutions is now well established for such system. In Carrillo et al. (Duke Math J (2011)), a theory of existence and uniqueness based on the geometric approach of gradient flows on Wasserstein space has been developped. We propose in this work to establish the link between this approach and duality solutions. This latter…
Existence and multiplicity of solutions to the mean-field games model with mixed interactions
School of Science, Tianjin University of Commerce（天津商业大学理学院）；School of Mathematics, Yunnan Normal University（云南师范大学数学学院）；Yunnan Key Laboratory of Modern Analytical Mathematics and Applications（云南现代分析数学与应用重点实验室）；Department of Mathematics, Chinese University of Hong Kong（香港中文大学数学系）
In this paper we show how to use a Tug-of-War game to obtain existence of a viscosity solution to the infinity laplacian with non-homogeneous mixed boundary conditions. For a Lipschitz and positive function $g$ there exists a viscosity solution of the mixed boundary value problem, $$ \{\begin{array}{ll} \displaystyle -Δ_{\infty}u(x)=0\quad & \text{in} Ω, \displaystyle \frac{\partial u}{\partial n}(x)= g (x)\quad & \text{on} Γ_N, \displaystyle u(x)= 0 \quad & \text{on} Γ_D. \end{array}. $$
Here, we consider a regularized mean-field game model that features a low-order regularization. We prove the existence of solutions with positive density. To do so, we combine a priori estimates with the continuation method. In contrast with high-order regularizations, the low-order regularizations are easier to implement numerically. Moreover, our methods give a theoretical foundation for this approach.
We are interested in studying the stationary solutions and phase transitions of aggregation equations with degenerate diffusion of porous medium-type, with exponent $1 < m < \infty$. We first prove the existence of possibly infinitely many bifurcations from the spatially homogeneous steady state. We then focus our attention on the associated free energy proving existence of minimisers and even uniqueness for sufficiently weak interactions. In the absence of uniqueness, we show that the system exhibits phase transitions: we classify values of $m$ and interaction potentials $W$ for which these p…
We consider time-dependent viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in mean-field game theory, and describe Nash equilibria of games with a large number of agents aiming at aggregation. We prove the existence of weak solutions that are minimisers of an associated non-convex functional, by rephrasing the problem in a convex framework. Under additional assumptions involving the growth at infinity of the coupling, the Hamiltonian, and the space dimension, we show that such minimisers are indeed classical solutions by a blow-up a…
We prove existence theorems for strong solutions of time-dependent mean field games with non-separable Hamiltonian. In a recent announcement, we showed existence of small, strong solutions for mean field games with local coupling. We first generalize that prior work to allow for non-separable Hamiltonians. This proof is inspired by the work of Duchon and Robert on the existence of small-data vortex sheets in incompressible fluid mechanics. Our next existence result is in the case of weak coupling of the system; that is, we allow the data to be of arbitrary size, but instead require that the (s…
This paper concerns value functions of time-dependent tug-of-war games. We first prove the existence and uniqueness of value functions and verify that these game values satisfy a dynamic programming principle. Using the arguments in the proof of existence of game values, we can also deduce asymptotic behavior of game values when $T \to \infty$. Furthermore, we investigate boundary regularity for game values. Thereafter, based on the regularity results for value functions, we deduce that game values converge to viscosity solutions of the normalized parabolic $p$-Laplace equation.
We investigate the diffusion-aggregation equations with degenerate diffusion $Δu^m$ and singular interaction kernel $\mathcal{K}_s = (-Δ)^{-s}$ with $s\in(0,\frac{d}{2})$. We analyze the regime %($m>2-2s/d$, $d$ is the dimension) where the diffusive forces are stronger than the aggregation forces. In such regime, we show existence, uniform boundedness and Hölder regularity of solutions in the case that either $s>\frac{1}{2}$ or $m<2$. Uniqueness is proved for kernels with $s>1$.
In this manuscript, we prove existence of viscosity solutions to singular parabolic equations in Carnot groups. We develop the analysis by constructing appropriate deterministic games adapted to the algebraic and differential structures of Carnot groups. We point out that the proof of existence does not require comparison and it is based on an Arzela-Ascoli-type theorem.
In this paper, we explore Bertrand and Cournot Mean Field Games models for market competition with reflection boundary conditions. We prove existence, uniqueness and regularity of solutions to the system of equations, and show that this system can be written as an optimality condition of a convex minimization problem. We also provide a short proof of uniqueness to the system addressed in [Graber, P. and Ben- soussan, A., Existence and uniqueness of solutions for Bertrand and Cournot mean field games, Applied Mathematics & Optimization (2016)], where uniqueness was only proved for small paramet…
The paper deals with the global existence and density conservation for the Safronov-Dubovski equation for three different coefficients $ϕ$ such that $ϕ_{i,j} \leq \frac{(i+j)}{\min\{i,j\}}$, $ϕ_{i,j} \leq (i+j)$ and $ϕ_{i,j} \leq (1+i+j)^α$ $\forall$ $i,j \in \mathbb{N}$, $α\in [0,1]$. The non-conservative approximation is applied to study the problem and results such as Helly's selection theorem and the refined version of the De la Vallée-Poussin theorem are implemented to establish the existence of each case of the kernel. The article also focuses on the conditions for the conservation of ma…
Aggregation equations, such as the parabolic-elliptic Patlak-Keller-Segel model, are known to have an optimal threshold for global existence vs. finite-time blow-up. In particular, if the diffusion is absent, then all smooth solutions with finite second moment can exist only locally in time. Nevertheless, one can ask whether global existence can be restored by adding a suitable noise to the equation, so that the dynamics are now stochastic. Inspired by the work of Buckmaster et al. arXiv:1806.03734 showing that, with high probability, the inviscid SQG equation with random diffusion has global …
Mean-field games (MFGs) are models of large populations of rational agents who seek to optimize an objective function that takes into account their location and the distribution of the remaining agents. Here, we consider stationary MFGs with congestion and prove the existence of stationary solutions. Because moving in congested areas is difficult, agents prefer to move in non-congested areas. As a consequence, the model becomes singular near the zero density. The existence of stationary solutions was previously obtained for MFGs with quadratic Hamiltonians thanks to a very particular identity.…
This paper presents a general existence and uniqueness result for mean field games equations on graphs ($\mathcal{G}$-MFG). In particular, our setting allows to take into account congestion effects of almost any form. These general congestion effects are particularly relevant in graphs in which the cost to move from one node to another may for instance depend on the proportion of players in both the source node and the target node. Existence is proved using a priori estimates and a fixed point argument à la Schauder. We propose a new criterion to ensure uniqueness in the case of Hamiltonian fu…
We investigate the long term behavior in terms of global attractors, as time goes to infinity, of solutions to a continuum model for biological aggregations in which individuals experience long-range social attraction and short range dispersal. We consider the aggregation equation with both degenerate and non-degenerate diffusion in a bounded domain subject to various boundary conditions. In the degenerate case, we prove the existence of the global attractor and derive some optimal regularity results. Furthermore, in the non-degenerate case we give a complete structural characterization of the…
We consider a Mean Field Games model where the dynamics of the agents is given by a controlled Langevin equation and the cost is quadratic. A change of variables, introduced in [9], transforms the Mean Field Games system into a system of two coupled kinetic Fokker-Planck equations. We prove an existence result for the latter system, obtaining consequently existence of a solution for the Mean Field Games system.
