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math.OC2026
A Probabilistic Approach to Shape Derivatives
Luka Schlegel, Volker Schulz, Frank T. Seifried +1
We introduce a novel mesh-free and direct method for computing the shape derivative in PDE-constrained shape optimization problems. Our approach is based on a probabilistic represe…
math.OC2024
Finite State Mean Field Games with Common Shocks
Berenice Anne Neumann, Frank T. Seifried
We present a novel framework for mean field games with finite state space and common noise, where the common noise is given through shocks that occur at random times. We first anal…