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Hector Sanchez Morgado

Publications and source records attributed to Hector Sanchez Morgado.

6 recordsLinked to original sources

On the Regularity of a Weak Formulation of Stochastic Differential Mean-Field Games

We study a McKean-Vlasov Forward-Backward Stochastic Differential Equation (FBSDE) in connection with the theory of Stochastic Differential Mean-Field games, particularly the weak (non-fully coupled) formulation described in Section 3.3.1 of the book "Probabilistic theory of mean field games with applications" by Carmona and Delarue. Our main goal is to obtain regularity results for this McKean-Vlasov FBSDE, specifically classical and Malliavin differentiability

math.OC

Weak KAM theory for subriemannian Lagrangians

We extend weak KAM theory to Lagrangians that are defined only on the horizontal distribution of a sub-Riemannian manifold. The main tool is Tonelli's theorem which allows dispending on a Lagrangian dynamics.

math.AP

Discrete approximation of the viscous HJ equation

We consider a stochastic discretization of the stationary viscous Hamilton Jacobi equation on the flat d dimensional torus, associated with a Hamiltonian, convex and superlinear in the momentum variable. We show that each discrete problem admits a unique continuous solution on the torus, up to additive constants. By additionally assuming a technical condition on the associated Lagrangian, we show that each solution of the viscous Hamilton Jacobi equation is the limit of solutions of the discrete problems, as the discretization step goes to zero.

math.AP

Time-periodic Evans approach to weak KAM theory

We study the time-periodic version of Evans approach to weak KAM theory. Evans minimization problem is equivalent to a first oder mean field game system. For the mechanical Hamiltonian we prove the existence of smooth solutions. We introduce the corresponding effective Lagrangian and Hamiltonian and prove that they are smooth. We also consider the limiting behavior of the effective Lagrangian and Hamiltonian, Mather measures and minimizers.

math.AP

Free time minimizers for the planar three-body problem

Free time minimizers of the action (called"semi-static" solutions by Mañe) play a central role in the theory of weak KAM solutions to the Hamilton-Jacobi equation (see Fathi). We prove that any solution to Newton's three-body problem which is asymptotic to Lagrange's parabolic homothetic solution is eventually a free time minimizer. Conversely, we prove that every free time minimizer tends to Lagrange's solution, provided the mass ratios lie in a certain large open set of mass ratios. We were inspired by the work of Da Luz-Maderna who had shown that every free time minimizer for the N-body problem is parabolic, and therefore must be asymptotic to the set of central configurations. We exclude being asymptotic to Euler's central configurations by a second variation argument. Central configurations correspond to rest points for the McGehee blown-up dynamics. The large open set of mass ratios are those for which the linearized dynamics at each Euler rest point has a complex eigenvalue.

math.DS

The Lax-Oleinik semi-group on graphs

We consider Tonelli Lagrangians on a graph, define weak KAM solutions, which happen to be the fixed points of the Lax-Oleinik semi-group, and identify their uniqueness set as the Aubry set, giving a representation formula. Our main result is the long time convergence of the Lax Oleinik semi-group. Weak KAM solutions are viscosity solutions, and in the case of Hamiltonians called of eikonal type in [CS], we prove that the converse holds.

math.AP