9 citations · 19 across the 8 of their papers we have counts for
10 papers
Rearranged Stochastic Heat Equations with an Entropy Gradient Structure
Francois Delarue, Rhoss Likibi Pellat
We extend a previously introduced one-dimensional diffusion model on the space of probability measures, defined via the rearranged stochastic heat equation by, penalizing the dynam…
Major-minor mean field games: common noise helps
Francois Delarue, Chenchen Mou
The objective of this work is to study the existence, uniqueness, and stability of equilibria in mean field games involving a major player and a continuum of minor players over fin…
Itô's Formula for the Rearranged Stochastic Heat Equation
François Delarue, William R. P. Hammersley
The purpose of this short note is to prove a convenient version of Itô's formula for the Rearranged Stochastic Heat Equation (RSHE) introduced by the two authors in a previous cont…
Fourier Galerkin approximation of mean field control problems
François Delarue, Mattia Martini
The purpose of this work is to provide a finite dimensional approximation of the solution to a mean field optimal control problem set on the -dimensional torus. The approximatio…
Rearranged Stochastic Heat Equation
François Delarue, William R. P. Hammersley
The purpose of this work is to provide an explicit construction of a strong Feller semigroup on the space of probability measures over the real line that additionally maps bounded…
Exploration noise for learning linear-quadratic mean field games
François Delarue, Athanasios Vasileiadis
The goal of this paper is to demonstrate that common noise may serve as an exploration noise for learning the solution of a mean field game. This concept is here exemplified throug…
Uniform in time weak propagation of chaos on the torus
François Delarue, Alvin Tse
We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions…
Propagation of chaos for mean field rough differential equations
I. Bailleul, R. Catellier, F. Delarue
We address propagation of chaos for large systems of rough differential equations associated with random rough differential equations of mean field type $$ dX_t = V(X_t,\mathcal{L}…
Convergence analysis of upwind type schemes for the aggregation equation with pointy potential
François Delarue, Frédéric Lagoutìère, Nicolas Vauchelet
A numerical analysis of upwind type schemes for the nonlinear nonlocal aggregation equation is provided. In this approach, the aggregation equation is interpreted as a conservative…
Convergence order of upwind type schemes for transport equations with discontinuous coefficients
François Delarue, Frédéric Lagoutière, Nicolas Vauchelet
An analysis of the error of the upwind scheme for transport equation with discontinuous coefficients is provided. We consider here a velocity field that is bounded and one-sided Li…