High order computation of optimal transport, mean field planning, and potential mean field games
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Publication:6095080
DOI10.1016/J.JCP.2023.112346arXiv2302.02308MaRDI QIDQ6095080
Author name not available (Why is that?)
Publication date: 27 November 2023
Published in: (Search for Journal in Brave)
Abstract: Mean-field games (MFGs) have shown strong modeling capabilities for large systems in various fields, driving growth in computational methods for mean-field game problems. However, high order methods have not been thoroughly investigated. In this work, we explore applying general high-order numerical schemes with finite element methods in the space-time domain for computing the optimal transport (OT), mean-field planning (MFP), and MFG problems. We conduct several experiments to validate the convergence rate of the high order method numerically. Those numerical experiments also demonstrate the efficiency and effectiveness of our approach.
Full work available at URL: https://arxiv.org/abs/2302.02308
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