A fully-discrete Semi-Lagrangian scheme for a first order mean field game problem

Abstract : In this work we propose a fully-discrete Semi-Lagrangian scheme for a first order mean field game system. We prove that the resulting discretization admits at least one solution and, in the scalar case, we prove a convergence result for the scheme. Numerical simulations and examples are also discussed.
Type de document :
Pré-publication, Document de travail
33 pages,9 figures. 2012
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https://hal.inria.fr/hal-00800507
Contributeur : Estelle Bouzat <>
Soumis le : mercredi 13 mars 2013 - 17:51:52
Dernière modification le : mercredi 27 juillet 2016 - 14:48:48

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  • HAL Id : hal-00800507, version 1
  • ARXIV : 1212.4757

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Elisabetta Carlini, Francisco Silva. A fully-discrete Semi-Lagrangian scheme for a first order mean field game problem. 33 pages,9 figures. 2012. 〈hal-00800507〉

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