2 papers
math.NA2026
High order Tensor-Train-Based Schemes for High-Dimensional Mean Field Games
Elisabetta Carlini, Luca Saluzzi
We introduce a fully discrete scheme to solve a class of high-dimensional Mean Field Games systems. Our approach couples semi-Lagrangian (SL) time discretizations with Tensor-Train…
math.NA2026
Newton Methods for Mean Field Games: A Numerical Study
Elisabetta Carlini, Ahmad Zorkot
We address the numerical solution of second-order Mean Field Game problems through Newton iterations in infinite dimensions, introduced in [14], where quadratic convergence of the…