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Institut für Mathematik

Seminarreihe "structure preserving numerical methods for hyperbolic equations" im Oberseminar Mathematische Strömungsmechanik: Yann Brenier, Structure preservation issues for IVP as backward-forward Mean Field Games with matrix-valued density fields

Datum: 26.11.2020, 09:30 - 10:15 Uhr
Kategorie: Seminar, Veranstaltung
Vortragende:r: Yann Brenier

This talk is part of the seminar series "structure preserving numerical methods for hyperbolic equations", click here for more details 

Full title: Structure preservation issues for initial value problems viewed as backward-forward Mean Field Games with matrix-valued density fields

Abstract:

Backward-Forward systems are very common in control theory and in particular in the theory of Mean Field Games a la Lasry-Lions [sic]. Quite recently, we figured out how the initial value problem for many important PDEs (Burgers, Euler, Hamilton-Jacobi, Navier-Stokes equations, systems of conservation laws with convex entropy, etc...) can be often reduced to a convex minimization problem that can be seen as generalized (variational) MFG involving matrix-valued density fields. This clearly open the way to many problems of structure preservation at the numerical level.

 

via Zoom video conference (request the Zoom link from klingen@mathematik.uni-wuerzburg.de)

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