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Parallel-in-Time Preconditioning for Time-Dependent Variational Mean Field Games
Heidi Wolles Ljósheim, Dante Kalise, John W. Pearson +1
We study the numerical approximation of a time-dependent variational mean field game system with local couplings and either periodic or Neumann boundary conditions. Following a var…
A Semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with Dirichlet boundary conditions
Elisabetta Carlini, Athena Picarelli, Francisco J. Silva
We study the numerical approximation of time-dependent, possibly degenerate, second-order Hamilton-Jacobi-Bellman equations in bounded domains with nonhomogeneous Dirichlet boundar…
A high-order scheme for mean field games
Elisa Calzola, Elisabetta Carlini, Francisco J. Silva
In this paper we propose a high-order numerical scheme for time-dependent mean field games systems. The scheme, which is built by combining Lagrange-Galerkin and semi-Lagrangian te…