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Pierre Cardaliaguet

Publications and source records attributed to Pierre Cardaliaguet.

At least 55 records · Page 3Linked to original sources

Stochastic homogenization of quasilinear Hamilton-Jacobi equations and geometric motions

We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing geometric motions of level sets as well as a large class of viscous, non-convex Hamilton-Jacobi equations. The main results include the first proof of qualitative stochastic homogenization for such equations. We also present quantitative error estimates which give an algebraic rate of homogenization.

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The master equation and the convergence problem in mean field games

The paper studies the convergence, as $N$ tends to infinity, of a system of $N$ coupled Hamilton-Jacobi equations, the Nash system. This system arises in differential game theory. We describe the limit problem in terms of the so-called "master equation", a kind of second order partial differential equation stated on the space of probability measures. Our first main result is the well-posedness of the master equation. To do so, we first show the existence and uniqueness of a solution to the "mean field game system with common noise", which consists in a coupled system made of a backward stochastic Hamilton-Jacobi equation and a forward stochastic Kolmogorov equation and which plays the role of characteristics for the master equation. Our second main result is the convergence, in average, of the solution of the Nash system and a propagation of chaos property for the associated "optimal trajectories".

math.AP↗

Learning in Mean Field Games: the Fictitious Play

Mean Field Game systems describe equilibrium configurations in differential games with infinitely many infinitesimal interacting agents. We introduce a learning procedure (similar to the Fictitious Play) for these games and show its convergence when the Mean Field Game is potential.

math.OC↗

Sobolev regularity for the first order Hamilton-Jacobi equation

We provide Sobolev estimates for solutions of first order Hamilton-Jacobi equations with Hamiltonians which are superlinear in the gradient variable. We also show that the solutions are differentiable almost everywhere. The proof relies on an inverse Hölder inequality. Applications to mean field games are discussed.

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Second order mean field games with degenerate diffusion and local coupling

We analyze a (possibly degenerate) second order mean field games system of partial differential equations. The distinguishing features of the model considered are (1) that it is not uniformly parabolic, including the first order case as a possibility, and (2) the coupling is a local operator on the density. As a result we look for weak, not smooth, solutions. Our main result is the existence and uniqueness of suitably defined weak solutions, which are characterized as minimizers of two optimal control problems. We also show that such solutions are stable with respect to the data, so that in particular the degenerate case can be approximated by a uniformly parabolic (viscous) perturbation.

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Mean field games systems of first order

We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this solution as the minimizer of some optimal control of Hamilton-Jacobi and continuity equations. We also prove that this solution converges in the long time average to the solution of the associated ergodic problem.

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Quantitative stochastic homogenization of viscous Hamilton-Jacobi equations

We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of convergence with overwhelming probability under certain structural conditions on the Hamiltonian.

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Periodic approximations of the ergodic constants in the stochastic homogenization of nonlinear second-order (degenerate) equations

We prove that the effective nonlinearities (ergodic constants) obtained in the stochastic homogenization of Hamilton-Jacobi, "viscous" Hamilton-Jacobi and nonlinear uniformly elliptic pde are approximated by the analogous quantities of appropriate "periodizations" of the equations. We also obtain an error estimate, when there is a rate of convergence for the stochastic homogenization.

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Markov games with frequent actions and incomplete information

We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are allowed to play more and more frequently. The informed player observes the realization of a Markov chain on which the payoffs depend, while the non-informed player only observes his opponent's actions. We show the existence of a limit value as the time span between two consecutive stages vanishes; this value is characterized through an auxiliary optimization problem and as the solution of an Hamilton-Jacobi equation.

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Error estimates and convergence rates for the stochastic homogenization of Hamilton-Jacobi equations

We present exponential error estimates and demonstrate an algebraic convergence rate for the homogenization of level-set convex Hamilton-Jacobi equations in i.i.d. random environments, the first quantitative homogenization results for these equations in the stochastic setting. By taking advantage of a connection between the metric approach to homogenization and the theory of first-passage percolation, we obtain estimates on the fluctuations of the solutions to the approximate cell problem in the ballistic regime (away from flat spot of the effective Hamiltonian). In the sub-ballistic regime (on the flat spot), we show that the fluctuations are governed by an entirely different mechanism and the homogenization may proceed, without further assumptions, at an arbitrarily slow rate. We identify a necessary and sufficient condition on the law of the Hamiltonian for an algebraic rate of convergence to hold in the sub-ballistic regime and show, under this hypothesis, that the two rates may be merged to yield comprehensive error estimates and an algebraic rate of convergence for homogenization. Our methods are novel and quite different from the techniques employed in the periodic setting, although we benefit from previous works in both first-passage percolation and homogenization. The link between the rate of homogenization and the flat spot of the effective Hamiltonian, which is related to the nonexistence of correctors, is a purely random phenomenon observed here for the first time.

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Weak solutions for first order mean field games with local coupling

Existence and uniqueness of a weak solution for first order mean field game systems with local coupling are obtained by variational methods. This solution can be used to devise $ε-$Nash equilibria for deterministic differential games with a finite (but large) number of players. For smooth data, the first component of the weak solution of the MFG system is proved to satisfy (in a viscosity sense) a time-space degenerate elliptic differential equation.

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Geodesics for a class of distances in the space of probability measures

In this paper, we study the characterization of geodesics for a class of distances between probability measures introduced by Dolbeault, Nazaret and Savar e. We first prove the existence of a potential function and then give necessary and suffi cient optimality conditions that take the form of a coupled system of PDEs somehow similar to the Mean-Field-Games system of Lasry and Lions. We also consider an equivalent formulation posed in a set of probability measures over curves.

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Games with incomplete information in continuous time and for continuous types

We consider a two-player zero-sum game with integral payoff and with incomplete information on one side, where the payoff is chosen among a continuous set of possible payoffs. We prove that the value function of this game is solution of an auxiliary optimization problem over a set of measure-valued processes. Then we use this equivalent formulation to characterize the value function as the viscosity solution of a special type of a Hamilton-Jacobi equation. This paper generalizes the results of a previous work of the authors, where only a finite number of possible payoffs is considered.

math.PR↗

Hölder continuity to Hamilton-Jacobi equations with superquadratic growth in the gradient and unbounded right-hand side

We show that solutions of time-dependent degenerate parabolic equations with super-quadratic growth in the gradient variable and possibly unbounded right-hand side are locally ${\mathcal C}^{0,α}$. Unlike the existing (and more involved) proofs for equations with bounded right-hand side, our arguments rely on constructions of sub- and supersolutions combined with improvement of oscillation techniques.

math.AP↗

Homogenization and enhancement of the $G-$equation in random environments

We study the homogenization of a $G$-equation which is advected by a divergence free stationary vector field in a general ergodic random environment. We prove that the averaged equation is an anisotropic deterministic G-equation and we give necessary and sufficient conditions in order to have enhancement. Since the problem is not assumed to be coercive it is not possible to have uniform bounds for the solutions. In addition, as we show, the associated minimal (first passage) time function does not satisfy, in general, the uniform integrability condition which is necessary to apply the sub-additive ergodic theorem. We overcome these obstacles by (i) establishing a new reachability (controllability) estimate for the minimal function and (ii) constructing, for each direction and almost surely, a random sequence which has both a long time averaged limit (due to the sub-additive ergodic theorem) and stays (in the same sense) asymptotically close to the minimal time.

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Regularity Results for Eikonal-Type Equations with Nonsmooth Coefficients

Solutions of the Hamilton-Jacobi equation $H(x,-Du(x))=1$, with $H(\cdot,p)$ Hölder continuous and $H(x,\cdot)$ convex and positively homogeneous of degree 1, are shown to be locally semiconcave with a power-like modulus. An essential step of the proof is the ${\mathcal C}^{1,α}$-regularity of the extremal trajectories associated with the multifunction generated by $D_pH$.

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