About Serikbolsyn Duisembay Serikbolsyn Duisembay Ph.D. Student, Applied Mathematics and Computational Science Events Presented Events Nov 6 - Nov 12, 2022 Numerical approximations of Mean-Field-Games Serikbolsyn Duisembay, Ph.D. Student, Applied Mathematics and Computational Science Nov 7, 14:00 - 16:00 B1 L2 R2202 mean-field games In this thesis, we present three projects. First, we investigate the numerical approximation of Hamilton-Jacobi equations with the Caputo time-fractional derivative. We introduce an explicit in time discretization of the Caputo derivative and a finite-difference scheme for the approximation of the Hamiltonian. We show that the approximation scheme is stable under an appropriate condition on the discretization parameters and converges to the unique viscosity solution of the Hamilton-Jacobi equation.
Numerical approximations of Mean-Field-Games Serikbolsyn Duisembay, Ph.D. Student, Applied Mathematics and Computational Science Nov 7, 14:00 - 16:00 B1 L2 R2202 mean-field games In this thesis, we present three projects. First, we investigate the numerical approximation of Hamilton-Jacobi equations with the Caputo time-fractional derivative. We introduce an explicit in time discretization of the Caputo derivative and a finite-difference scheme for the approximation of the Hamiltonian. We show that the approximation scheme is stable under an appropriate condition on the discretization parameters and converges to the unique viscosity solution of the Hamilton-Jacobi equation.
