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Marco Cirant

Publications and source records attributed to Marco Cirant.

At least 37 records · Page 2Linked to original sources
arXiv2020

Brake orbits and heteroclinic connections for first order Mean Field Games

We consider first order variational MFG in the whole space, with aggregative interactions and density constraints, such that the stationary states of the game are contained in two isolated compact sets of mass distributions with finite quadratic moments. Under general assumptions on the interaction potential, we provide a method for the construction of periodic in time solutions for the MFG, which oscillate among the two sets of static equilibria. Moreover, as the period increases to infinity, we show that these periodic solutions converge, in a suitable sense, to heteroclinic connections. As a model example, we consider a MFG system where the interactions are modeled via a Riesz-type aggregative potential with spatial preferences.

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arXiv2020

$1$-dimensional multi-agent optimal control with aggregation and distance constraints: qualitative properties and mean-field limit

In this paper we consider an optimal control problem for a large population of interacting agents with deterministic dynamics, aggregating potential and constraints on reciprocal distances, in dimension 1. We study existence and qualitative properties of periodic in time optimal trajectories of the finite agents optimal control problem, with particular interest on the compactness of the solutions' support and on the saturation of the distance constraint. Moreover, we prove, through a $Γ$-convergence result, the consistency of the mean-field optimal control problem with density constraints with the corresponding underlying finite agent one and we deduce some qualitative results for the time periodic equilibria of the limit problem.

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arXiv2020

Existence and non-existence for time-dependent mean field games with strong aggregation

We investigate the existence of classical solutions to second-order quadratic Mean-Field Games systems with local and strongly decreasing couplings of the form $-σm^α$, $α\ge 2/N$, where $m$ is the population density and $N$ is the dimension of the state space. We prove the existence of solutions under the assumption that $σ$ is small enough. For large $σ$, we show that existence may fail whenever the time horizon $T$ is large.

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arXiv2020

Comparison principles by monotonicity and duality for constant coefficient nonlinear potential theory and PDEs

We prove comparison principles for nonlinear potential theories in euclidian spaces in a very straightforward manner from duality and monotonicity. We shall also show how to deduce comparison principles for nonlinear differential operators, a program seemingly different from the first. However, we shall marry these two points of view, for a wide variety of equations, under something called the correspondence principle. In potential theory one is given a constraint set F on the 2-jets of a function, and the boundary of F gives a differential equation. There are many differential operators, suitably organized around F, which give the same equation. So potential theory gives a great strengthening and simplification to the operator theory. Conversely, the set of operators associated to F can have much to say about the potential theory. An object of central interest here is that of monotonicity, which explains and unifies much of the theory. We shall always assume that the maximal monotonicity cone for a potential theory has interior. This is automatic for gradient-free equations where monotonicity is simply the standard degenerate ellipticity and properness assumptions. We show that for each such potential theory F there is an associated canonical operator, defined on the entire 2-jet space and having all the desired properties. Furthermore, comparison holds for this operator on any domain which admits a regular strictly M-subharmonic function, where M is a monotonicity subequation for F. On the operator side there is an important dichotomy into the unconstrained cases and constrained cases, where the operator must be restricted to a proper subset of 2-jet space. These two cases are best illustrated by the canonical operators and Dirichlet-Garding operators, respectively. The article gives many, many examples from pure and applied mathematics, and also from theoretical physics.

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arXiv2020

Maximal $L^q$-regularity for parabolic Hamilton-Jacobi equations and applications to Mean Field Games

In this paper we investigate maximal $L^q$-regularity for time-dependent viscous Hamilton-Jacobi equations with unbounded right-hand side and superlinear growth in the gradient. Our approach is based on the interplay between new integral and Hölder estimates, interpolation inequalities, and parabolic regularity for linear equations. These estimates are obtained via a duality method à la Evans. This sheds new light on a parabolic counterpart of a conjecture by P.-L. Lions on maximal regularity for Hamilton-Jacobi equations, recently addressed in the stationary framework by the authors. Finally, applications to the existence problem of classical solutions to Mean Field Games systems with unbounded local couplings are provided.

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arXiv2020

Comparison principles for viscosity solutions of elliptic branches of fully nonlinear equations independent of the gradient

The validity of the comparison principle in variable coefficient fully nonlinear gradient free potential theory is examined and then used to prove the comparison principle for fully nonlinear partial differential equations which determine a suitable potential theory. The approach combines the notions of proper elliptic branches inspired by Krylov (Trans. Amer. Math. Soc. 1995) with the monotonicity-duality method initiated by Harvey and Lawson (Comm. Pure Appl. Math. 2009). In the variable coefficient nonlinear potential theory, a special role is played by the Hausdorff continuity of the proper elliptic map $Θ$ which defines the potential theory. In the applications to nonlinear equations defined by an operator $F$, structural conditions on $F$ will be determined for which there is a correspondence principle between $Θ$-subharmonics/superharmonics and admissible viscosity sub and supersolutions of the nonlinear equation and for which comparison for the equation follows from the associated compatible potential theory. General results and explicit models of interest from differential geometry will be examined.

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arXiv2020

Splitting methods and short time existence for the master equations in mean field games

We develop a splitting method to prove the well-posedness, in short time, of solutions for two master equations in mean field game (MFG) theory: the second order master equation, describing MFGs with a common noise, and the system of master equations associated with MFGs with a major player. Both problems are infinite dimensional equations stated in the space of probability measures. Our new approach simplifies, shortens and generalizes previous existence results for second order master equations and provides the first existence result for systems associated with MFG problems with a major player.

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arXiv2020

Lipschitz regularity for viscous Hamilton-Jacobi equations with $L^p$ terms

We provide Lipschitz regularity for solutions to viscous time-dependent Hamilton-Jacobi equations with right-hand side belonging to Lebesgue spaces. Our approach is based on a duality method, and relies on the analysis of the regularity of the gradient of solutions to a dual (Fokker-Planck) equation. Here, the regularizing effect is due to the non-degenerate diffusion and coercivity of the Hamiltonian in the gradient variable.

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arXiv2019

On the existence and uniqueness of solutions to time-dependent fractional MFG

We establish existence and uniqueness of solutions to evolutive fractional Mean Field Game systems with regularizing coupling, for any order of the fractional Laplacian $s\in(0,1)$. The existence is addressed via the vanishing viscosity method. In particular, we prove that in the subcritical regime $s>1/2$ the solution of the system is classical, while if $s\leq 1/2$ we find a distributional energy solution. To this aim, we develop an appropriate functional setting based on parabolic Bessel potential spaces. We show uniqueness of solutions both under monotonicity conditions and for short time horizons.

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arXiv2018

On the existence of oscillating solutions in non-monotone Mean-Field Games

For non-monotone single and two-populations time-dependent Mean-Field Game systems we obtain the existence of an infinite number of branches of non-trivial solutions. These non-trivial solutions are in particular shown to exhibit an oscillatory behaviour when they are close to the trivial (constant) one. The existence of such branches is derived using local and global bifurcation methods, that rely on the analysis of eigenfunction expansions of solutions to the associated linearized problem. Numerical analysis is performed on two different models to observe the oscillatory behaviour of solutions predicted by bifurcation theory, and to study further properties of branches far away from bifurcation points.

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arXiv2018

Remarks on Nash equilibria in mean field game models with a major player

For a mean field game model with a major and infinite minor players, we characterize a notion of Nash equilibrium via a system of so-called master equations, namely a system of nonlinear transport equations in the space of measures. Then, for games with a finite number N of minor players and a major player, we prove that the solution of the corresponding Nash system converges to the solution of the system of master equations as N tends to infinity.

math.OC↗
arXiv2018

Short time existence for a general backward-forward parabolic system arising from Mean-Field Games

We study the local in time existence of a regular solution of a nonlinear parabolic backward-forward system arising from the theory of Mean-Field Games (briefly MFG). The proof is based on a contraction argument in a suitable space that takes account of the peculiar structure of the system, which involves also a coupling at the final horizon. We apply the result to obtain existence to very general MFG models, including also congestion problems.

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arXiv2018

The variational structure and time-periodic solutions for mean-field games systems

Here, we observe that mean-field game (MFG) systems admit a two-player infinite-dimensional general-sum differential game formulation. We show that particular regimes of this game reduce to previously known variational principles. Furthermore, based on the game-perspective we derive new variational formulations for first-order MFG systems with congestion. Finally, we use these findings to prove the existence of time-periodic solutions for viscous MFG systems with a coupling that is not a non-decreasing function of density.

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arXiv2018

Ground states and concentration of mass in stationary Mean Field Games with superlinear Hamiltonians

In this paper we provide the existence of classical solutions to stationary mean field game systems in the whole space $\mathbb{R}^N$, with coercive potential, aggregating local coupling, and under general conditions on the Hamiltonian, completing the analysis started in the companion paper [6]. The only structural assumption we make is on the growth at infinity of the coupling term in terms of the growth of the Hamiltonian. This result is obtained using a variational approach based on the analysis of the non-convex energy associated to the system. Finally, we show that in the vanishing viscosity limit mass concentrates around the flattest minima of the potential, and that the asymptotic shape of the solutions in a suitable rescaled setting converges to a ground state, i.e. a classical solution to a mean field game system without potential.

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arXiv2018

Concentration of ground states in stationary Mean-Field Games systems

In this paper we provide the existence of classical solutions to stationary mean field game systems in the whole space $\mathbb{R}^N$, with coercive potential and aggregating local coupling, under general conditions on the Hamiltonian. The only structural assumption we make is on the growth at infinity of the coupling term in terms of the growth of the Hamiltonian. This result is obtained using a variational approach based on the analysis of the non-convex energy associated to the system. Finally, we show that in the vanishing viscosity limit mass concentrates around the flattest minima of the potential. We also describe the asymptotic shape of the rescaled solutions in the vanishing viscosity limit, in particular proving the existence of ground states, i.e. classical solutions to mean field game systems in the whole space without potential, and with aggregating coupling.

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arXiv2017

Uniqueness of solutions in Mean Field Games with several populations and Neumann conditions

We study the uniqueness of solutions to systems of PDEs arising in Mean Field Games with several populations of agents and Neumann boundary conditions. The main assumption requires the smallness of some data, e.g., the length of the time horizon. This complements the existence results for MFG models of segregation phenomena introduced by the authors and Achdou. An application to robust Mean Field Games is also given.

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arXiv2017

On stationary fractional Mean Field Games

We provide an existence result for stationary fractional mean field game systems, with fractional exponent greater than 1/2. In the case in which the coupling is a nonlocal regularizing potential, we obtain existence of solutions under general assumptions on the Hamiltonian. In the case of local coupling, we restrict to the subcritical regime, that is the case in which the diffusion part of the operator dominates the Hamiltonian term. We consider both the case of local bounded coupling and of local unbounded coupling with power-type growth. In this second regime, we impose some conditions on the growth of the coupling and on the growth of the Hamiltonian with respect to the gradient term.

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