# American Institute of Mathematical Sciences

September  2015, 35(9): 4269-4292. doi: 10.3934/dcds.2015.35.4269

## A semi-Lagrangian scheme for a degenerate second order mean field game system

 1 "Sapienza" Università di Roma, Dipartimento di Matematica, P.le A. Moro 5, 00185 Roma 2 XLIM - DMI UMR CNRS 7252, Faculté des Sciences et Techniques, Université de Limoges, 123 Avenue Albert Thomas, 87060-Limoges Cedes, France

Received  April 2014 Revised  September 2014 Published  April 2015

In this paper we study a fully discrete Semi-Lagrangian approximation of a second order Mean Field Game system, which can be degenerate. We prove that the resulting scheme is well posed and, if the state dimension is equals to one, we prove a convergence result. Some numerical simulations are provided, evidencing the convergence of the approximation and also the difference between the numerical results for the degenerate and non-degenerate cases.
Citation: Elisabetta Carlini, Francisco J. Silva. A semi-Lagrangian scheme for a degenerate second order mean field game system. Discrete & Continuous Dynamical Systems - A, 2015, 35 (9) : 4269-4292. doi: 10.3934/dcds.2015.35.4269
##### References:

show all references

##### References:
 [1] Olivier Guéant. New numerical methods for mean field games with quadratic costs. Networks & Heterogeneous Media, 2012, 7 (2) : 315-336. doi: 10.3934/nhm.2012.7.315 [2] Holger Heumann, Ralf Hiptmair. Eulerian and semi-Lagrangian methods for convection-diffusion for differential forms. Discrete & Continuous Dynamical Systems - A, 2011, 29 (4) : 1471-1495. doi: 10.3934/dcds.2011.29.1471 [3] Josu Doncel, Nicolas Gast, Bruno Gaujal. Discrete mean field games: Existence of equilibria and convergence. Journal of Dynamics & Games, 2019, 6 (3) : 221-239. doi: 10.3934/jdg.2019016 [4] Fabio Camilli, Francisco Silva. A semi-discrete approximation for a first order mean field game problem. Networks & Heterogeneous Media, 2012, 7 (2) : 263-277. doi: 10.3934/nhm.2012.7.263 [5] Daniel Guo, John Drake. A global semi-Lagrangian spectral model for the reformulated shallow water equations. Conference Publications, 2003, 2003 (Special) : 375-385. doi: 10.3934/proc.2003.2003.375 [6] Jae-Hong Pyo, Jie Shen. Normal mode analysis of second-order projection methods for incompressible flows. Discrete & Continuous Dynamical Systems - B, 2005, 5 (3) : 817-840. doi: 10.3934/dcdsb.2005.5.817 [7] Daniel Guo, John Drake. A global semi-Lagrangian spectral model of shallow water equations with time-dependent variable resolution. Conference Publications, 2005, 2005 (Special) : 355-364. doi: 10.3934/proc.2005.2005.355 [8] Alexandre Mouton. Two-scale semi-Lagrangian simulation of a charged particle beam in a periodic focusing channel. Kinetic & Related Models, 2009, 2 (2) : 251-274. doi: 10.3934/krm.2009.2.251 [9] Pierre Cardaliaguet, Jean-Michel Lasry, Pierre-Louis Lions, Alessio Porretta. Long time average of mean field games. Networks & Heterogeneous Media, 2012, 7 (2) : 279-301. doi: 10.3934/nhm.2012.7.279 [10] Fabio Camilli, Elisabetta Carlini, Claudio Marchi. A model problem for Mean Field Games on networks. Discrete & Continuous Dynamical Systems - A, 2015, 35 (9) : 4173-4192. doi: 10.3934/dcds.2015.35.4173 [11] Martin Burger, Marco Di Francesco, Peter A. Markowich, Marie-Therese Wolfram. Mean field games with nonlinear mobilities in pedestrian dynamics. Discrete & Continuous Dynamical Systems - B, 2014, 19 (5) : 1311-1333. doi: 10.3934/dcdsb.2014.19.1311 [12] Yves Achdou, Manh-Khang Dao, Olivier Ley, Nicoletta Tchou. A class of infinite horizon mean field games on networks. Networks & Heterogeneous Media, 2019, 14 (3) : 537-566. doi: 10.3934/nhm.2019021 [13] Hancheng Guo, Jie Xiong. A second-order stochastic maximum principle for generalized mean-field singular control problem. Mathematical Control & Related Fields, 2018, 8 (2) : 451-473. doi: 10.3934/mcrf.2018018 [14] Cheng Wang. Convergence analysis of the numerical method for the primitive equations formulated in mean vorticity on a Cartesian grid. Discrete & Continuous Dynamical Systems - B, 2004, 4 (4) : 1143-1172. doi: 10.3934/dcdsb.2004.4.1143 [15] Levon Nurbekyan. One-dimensional, non-local, first-order stationary mean-field games with congestion: A Fourier approach. Discrete & Continuous Dynamical Systems - S, 2018, 11 (5) : 963-990. doi: 10.3934/dcdss.2018057 [16] Martino Bardi. Explicit solutions of some linear-quadratic mean field games. Networks & Heterogeneous Media, 2012, 7 (2) : 243-261. doi: 10.3934/nhm.2012.7.243 [17] Yves Achdou, Victor Perez. Iterative strategies for solving linearized discrete mean field games systems. Networks & Heterogeneous Media, 2012, 7 (2) : 197-217. doi: 10.3934/nhm.2012.7.197 [18] Diogo A. Gomes, Gabriel E. Pires, Héctor Sánchez-Morgado. A-priori estimates for stationary mean-field games. Networks & Heterogeneous Media, 2012, 7 (2) : 303-314. doi: 10.3934/nhm.2012.7.303 [19] Juan Pablo Maldonado López. Discrete time mean field games: The short-stage limit. Journal of Dynamics & Games, 2015, 2 (1) : 89-101. doi: 10.3934/jdg.2015.2.89 [20] Fausto Ferrari. Mean value properties of fractional second order operators. Communications on Pure & Applied Analysis, 2015, 14 (1) : 83-106. doi: 10.3934/cpaa.2015.14.83

2018 Impact Factor: 1.143