SearcharxivSearch

arXiv subjects

Yiyun Yang

Publications and source records attributed to Yiyun Yang.

3 recordsLinked to original sources

Well-posedness of the mean field game master equation on Carnot tori

We study the master equation for a second-order mean field game on Carnot tori, which means the generic player can move periodically only along admissible trajectories given by the family of vector fields generating the Carnot group. As examples of sub-Riemannian manifolds, Carnot groups represent a type of non-commutative groups characterized by stratified Lie algebra structures. In order to obtain the well-posedness of the master equation, we analyze the properties of its solution by investigating a degenerate mean field game system for which there exists an equivalent characterization with the master equation. The main part of this paper lies in leveraging the regularity properties of solutions to two classes of linear degenerate parabolic equations and a class of linear degenerate coupled systems to derive the existence of solutions to the master equation. The research in this paper is motivated by \cite{19CDLL,24MMM}.

math.AP

Regularity results for linear parabolic equations on Carnot tori via mollifier kernel construction

This paper first proves the existence, uniqueness and regularity of the solution to a class of linear backward parabolic equations on Carnot tori, namely the periodic linear parabolic equation on Carnot groups. Such groups are non-commutative and typical examples of sub-Riemannian manifolds. Moreover, we apply the results for this equation to its dual equation (i.e., the Fokker-Planck-Kolmogorov equation in the general form), and derive the existence, uniqueness and regularity of its weak solution. To obtain the regularity results for solutions to the linear parabolic equation and its dual equation, firstly, we construct several families of mollifiers adapted respectively to the H\"{o}rmander vector fields generating Carnot groups, Carnot tori and dual spaces of non-isotropic H\"{o}lder spaces; secondly, we use the theory of singular integral operators to establish stronger a priori regularity for the solutions.

math.AP

Wellposedness of the Master Equation for Mean Field Games with Grushin Type Diffusion

We study the wellposedness of the master equation for a second-order mean field games with the Grushin type diffusion. In order to do this, we obtain the properties of its solution by investigating a degenerate mean field games system for which there exists an equivalent characterization with the master equation. The crucial points of this paper are to explore some regularities of solutions to two types of linear degenerate partial differential equations and a kind of degenerate linear coupled system so as to derive the existence of solutions to the master equation.

math.AP