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math.AP2022
Homogenization of some periodic Hamilton-Jacobi equations with defects
Yves Achdou, Claude Le Bris
We study homogenization for a class of stationnary Hamilton-Jacobi equations in which the Hamiltonian is obtained by perturbing near the origin an otherwise periodic Hamiltonian. W…
math.AP2022
Simulating numerically the Krusell-Smith model with neural networks
Yves Achdou, Jean-Michel Lasry, Pierre Louis Lions
The celebrated Krusel-Smith growth model is an important example of a Mean Field Game with a common noise. The Mean Field Game is encoded in the master equation, a partial differen…