Hamilton-Jacobi Equations and Mean Field Games: From Modeling to Numerics via Analysis

Analysis and approximation of first order Mean Field Games with Hamiltonian measurable-in-time and $\mathcal{C}^{1,1}$ in the gradient variable

1 Oct 2026, 16:00

30m

Aula Dini (Palazzo del Castelletto)

Speaker

Valentina Coscetti (Università degli Studi di Roma "La Sapienza")

Description

We present a numerical scheme for a class of first-order,
non-local Mean Field Games systems with two sources of low regularity: the time-dependent data are merely measurable, and the Hamiltonian is only of class $\mathcal{C}^{1,1}$ with respect to the momentum variable. The approach combines a semi-Lagrangian approximation of the Hamilton-Jacobi-Bellman equation with a Lagrange-Galerkin discretization of the continuity equation. We discuss convergence results and present numerical experiments to illustrate the performance of the method.