Searcharxiv⌕ Search

arXiv subjects

Charles Bertucci

Publications and source records attributed to Charles Bertucci.

At least 19 recordsLinked to original sources
arXiv2026

Analysis on spaces of measures

This work presents analytical tools for studying functions defined on spaces of measures, together with two applications: mean field game master equations and first order Hamilton-Jacobi-Bellman equations on the set of probability measures. The first part introduces several notions of differentiability for such functions - vertical (or flat) and horizontal derivatives - as well as associated notions of convexity, monotonicity and sub-differentiability. The second part is concerned with master equations, for which uniqueness and stability of monotone solutions are established, and existence is discussed. The third part studies mean field optimal control problems and characterizes their value functions as the unique viscosity solutions of the associated Hamilton-Jacobi-Bellman equations. This work is intended to be accessible to readers unfamiliar with spaces of measures.

math.AP↗
arXiv2026

Improved well-posedness for the limit flow of differentiation of roots of polynomials

In this paper, we study the partial differential equation on the circle that was heuristically obtained by Steinerberg [32] on the real line and which represents the evolution of the density of the roots of polynomials under differentiation. After integrating the partial differential equation in question, we observe that it can be treated with the theory of viscosity solutions. This equation at hand is a non linear parabolic integro-differential equation which involves the elliptic operator called the half-Laplacian. Due to the singularity of the equation, we restrict our study to strictly positive initial condition. We obtain a comparison principle for solutions of the primitive equation which yields uniqueness, existence, continuity with respect to initial condition. We also present heuristics to justify that the system of particles indeed approximates the solution of the equation.

math.AP↗
arXiv2025

The tangent space to the Wasserstein space: parallel transport and other applications

We propose a new notion of the formal tangent space to the Wasserstein space $\mathcal{P}(X)$ at a given measure. Modulo an integrability condition, we say that this tangent space is made of functions over $X$ which are valued in the probability measures over the tangent bundle to $X$. This generalization of previous concepts of tangent spaces allows us to define appropriate notions of parallel transport, $\mathcal{C}^{1,\alpha}$ regularity over $\mathcal{P}(X)$ and translation of a curve over $\mathcal{P}(X)$.

math.AP↗
arXiv2025

On the doubling of variables technique in first order Hamilton-Jacobi equations

In this paper, we revisit the technique of doubling variables in first order Hamilton-Jacobi equations, especially when the equations arise in optimal control. We show that by tuning the penalization between the two points, we can change drastically the proof, somehow shifting the regularity hypotheses into geometrical properties of the penalization. We present this idea in a finite dimensional setting and then exploit it on equations posed on Wasserstein spaces.

math.AP↗
arXiv2025

The equilibrium price of bubble assets

Considering a simple economy, we derive a new Hamilton-Jacobi equation which is satisfied by the value of a ''bubble'' asset. We then show, by providing a rigorous mathematical analysis of this equation, that a unique non-zero stable solution exists under certain assumptions. The economic interpretation of this result is that, if the bubble asset can produce more stable returns than fiat money, agents protect themselves from hazardous situations through the bubble asset, thus forming a bubble's consensus value. Our mathematical analysis uses different ideas coming from the study of semi-linear elliptic equations.

math.AP↗
arXiv2025

A new approach for the unitary Dyson Brownian motion through the theory of viscosity solutions

In this paper, we study the unitary Dyson Brownian motion through a partial differential equation approach recently introduced for the real Dyson case. The main difference with the real Dyson case is that the spectrum is now on the circle and not on the real line, which leads to particular attention to comparison principles. First we recall why the system of particles which are the eigenvalues of unitary Dyson Brownian motion is well posed thanks to a containment function. Then we proved that the primitive of the limit spectral measure of the unitary Dyson Brownian motion is the unique solution to a viscosity equation obtained by primitive the Dyson equation on the circle. Finally, we study some properties of solutions of Dyson's equation on the circle. We prove a L $\infty$ regularization. We also look at the long time behaviour in law of a solution through a study of the so-called free entropy of the system. We conclude by discussing the uniform convergence towards the uniform measure on the circle of a solution of the Dyson equation.

math.AP↗
arXiv2024

A study of common noise in mean field games

This paper is concerned with the study of mean field games master equations involving an additional variable modelling common noise. We address cases in which the dynamics of this variable can depend on the state of the game, which requires in general additional monotonicity assumptions on the coefficients. We explore the link between such a common noise and more traditional ones, as well as the links between different monotone regimes for the master equation.

math.AP↗
arXiv2024

An approximation of the squared Wasserstein distance and an application to Hamilton-Jacobi equations

We provide a simple $C^{1,1}$ approximation of the squared Wasserstein distance on R^d when one of the two measures is fixed. This approximation converges locally uniformly. More importantly, at points where the differential of the squared Wasserstein distance exists, it attracts the differentials of the approximations at nearby points. Our method relies on the Hilbertian lifting of PL Lions and on the regularization in Hilbert spaces of Lasry and Lions. We then provide an application of this result by using it to establish a comparison principle for an Hamilton-Jacobi equation on the set of probability measures.

math.AP↗
arXiv2024

Curvature in chemotaxis: A model for ant trail pattern formation

In this paper, we propose a new model of chemotaxis motivated by ant trail pattern formation, formulated as a coupled parabolic-parabolic local PDE system, for the population density and the chemical field. The main novelty lies in the transport term of the population density, which depends on the second-order derivatives of the chemical field. This term is derived as an anticipation-reaction steering mechanism of an infinitesimally small ant as its size approaches zero. We establish global-in-time existence and uniqueness for the model, and the propagation of regularity from the initial data. Then, we build a numerical scheme and present various examples that provide hints of trail formation.

math.AP↗
arXiv2024

Strategic geometric graphs through mean field games

We exploit the structure of geometric graphs on Riemannian manifolds to analyze strategic dynamic graphs at the limit, when the number of nodes tends to infinity. This framework allows to preserve intrinsic geometrical information about the limiting graph structure, such as the Ollivier curvature. After introducing the setting, we derive a mean field game system, which models a strategic equilibrium between the nodes. It has the usual structure with the distinction of being set on a manifold. Finally, we establish existence and uniqueness of solutions to the system when the Hamiltonian is quadratic for a class of non-necessarily compact Riemannian manifolds, referred to as manifolds of bounded geometry.

math.AP↗
arXiv2024

A two spaces extension of Cauchy-Lipschitz Theorem

We adapt the classical theory of local well-posedness of evolution problems to cases in which the nonlinearity can be accurately quantified by two different norms. For ordinary differential equations, we consider $\dot{x} = f(x,x)$ for a function $f: V\times E \to E$ where $E$ is a Banach space and $V \hookrightarrow E$ a normed vector space. This structure allows us to distinguish between the two dependencies of $f$ in $x$ and allows to generalize classical results. We also prove a similar results for partial differential equations.

math.AP↗
arXiv2024

A spectral dominance approach to large random matrices: part II

This paper is the second of a series devoted to the study of the dynamics of the spectrum of large random matrices. We study general extensions of the partial differential equation arising to characterize the limit spectral measure of the Dyson Brownian motion. We provide a regularizing result for those generalizations. We also show that several results of part I extend to cases in which there is no spectral dominance property. We then provide several modeling extensions of such models as well as several identities for the Dyson Brownian motion.

math.AP↗
arXiv2024

Noise through an additional variable for mean field games master equation on finite state space

This paper provides a mathematical study of the well-posedness of master equation on finite state space involving terms modelling common noise. In this setting, the solution of the master equation depends on an additional variable modelling the value of a stochastic process impacting all players. Using technique from viscosity solutions, we give sufficient conditions for the existence of a Lipschitz continuous solution on any time interval. Under some structural assumptions, we are even able to treat cases in which the dynamics of this stochastic process depend on the state of the game.

math.AP↗
arXiv2023

Monotone solutions for mean field games master equations : continuous state space and common noise

We present the notion of monotone solution of mean field games master equations in the case of a continuous state space. We establish the existence, uniqueness and stability of such solutions under standard assumptions. This notion allows us to work with solutions which are merely continuous in the measure argument, in the case of first order master equations. We study several structures of common noises, in particular ones in which common jumps (or aggregate shocks) can happen randomly, and ones in which the correlation of randomness is carried by an additional parameter.

math.AP↗
arXiv2023

A singular infinite dimensional Hamilton-Jacobi-Bellman equation arising from a storage problem

In the first part of this paper, we derive an infinite dimensional partial differential equation which describes an economic equilibrium in a model of storage which includes an infinite number of non-atomic agents. This equation has the form of a mean field game master equation. The second part of the paper is devoted to the mathematical study of the Hamilton-Jacobi-Bellman equation from which the previous equation derives. This last equation is both singular and set on a Hilbert space and thus raises new mathematical difficulties.

math.AP↗
arXiv2023

Stochastic optimal transport and Hamilton-Jacobi-Bellman equations on the set of probability measures

We introduce a stochastic version of the optimal transport problem. We provide an analysis by means of the study of the associated Hamilton-Jacobi-Bellman equation, which is set on the set of probability measures. We introduce a new definition of viscosity solutions of this equation, which yields general comparison principles, in particular for cases involving terms modeling stochasticity in the optimal control problem. We are then able to establish results of existence and uniqueness of viscosity solutions of the Hamilton-Jacobi-Bellman equation. These results rely on controllability results for stochastic optimal transport that we also establish.

math.AP↗