Preconditioning the Augmented Lagrangian Method for Instationary Mean Field Games with Diffusion

DOI10.1137/16M1072346zbMath1386.35156OpenAlexW2607349194MaRDI QIDQ4595785

Roman Andreev

Publication date: 6 December 2017

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1072346

zbMATH Keywords

ADMMdiscretizationpreconditioningmultigridB-splinesaugmented Lagrangianspace-timemean field gamesALG2

Mathematics Subject Classification ID

Noncooperative games (91A10) Numerical methods involving duality (49M29) Games with infinitely many players (91A07) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Iterative numerical methods for linear systems (65F10) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Parallel numerical computation (65Y05) Existence theories for optimal control problems involving partial differential equations (49J20) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Initial value problems for second-order parabolic systems (35K45) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

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