4 papers · 1 filter
Semi-Lagrangian Approximation of Master Equations with Individual Noise on Finite Graphs
Jianbo Cui, Tonghe Dang
We develop and analyze a fully discrete semi-Lagrangian method for vector master equations associated with mean field games (MFGs) with individual noise on finite graphs. The metho…
Convergence and variational structure of a staggered scheme for mean field games with individual noise on graphs
Jianbo Cui, Tonghe Dang
We propose and analyze a time-staggered numerical scheme for mean field game (MFG) systems with individual noise on finite graphs. Numerically solving such coupled forward--backwar…
First-Order Convergence of Monotone Schemes for Hamilton--Jacobi Equations on the Wasserstein Space on Graphs
Jianbo Cui, Tonghe Dang
We prove first-order convergence of semi-discrete monotone finite difference schemes for Hamilton--Jacobi equations on the Wasserstein space over a finite graph. A central challeng…
Quantifying the effect of graph structure on strong Feller property of SPDEs
Jianbo Cui, Tonghe Dang, Jialin Hong +1
This paper investigates how the structure of the underlying graph influences the behavior of stochastic partial differential equations (SPDEs) on finite tree graphs, where each edg…