返回
A simple multiscale method for mean field games
DOI:10.1016/j.jcp.2021.110385.png)
摘要
En 中文
This paper proposes a multiscale method for solving the numerical solution of mean field games which accelerates the convergence and addresses the problem of determining the initial guess. Starting from an approximate solution at the coarsest level, the method constructs approximations on successively finer grids via alternating sweeping, which not only allows for the use of classical time marching numerical schemes, but also enables applications to both local and nonlocal problems. At each level, numerical relaxation is used to stabilize the iterative process. A second-order discretization scheme is derived for higher order convergence. Numerical examples are provided to demonstrate the efficiency of the proposed method in both local and nonlocal, 1-dimensional and 2-dimensional cases. (C) 2021 Elsevier Inc. All rights reserved.
Keyword:
Mean field games
Alternating sweeping
Multiscale method
Numerical relaxation
Second-order scheme
AI总结
对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
3.8
论文数:
1.6W
被引数:
7.4W
机构
引用论文
Organic Spintronics: A Theoretical Investigation of a Graphene-Porphyrin Based Nanodevice有机自旋电子学:基于石墨烯-卟啉纳米器件的理论研究
Developmental transcriptome profiling of bovine muscle tissue reveals an abundant GosB that regulates myoblast proliferation and apoptosis
Oncotarget
IF0

