Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem

This paper is devoted to establish continuous dependence estimates for the ergodic problem for Bellman operators (namely, estimates of (v_1-v_2) where v_1 and v_2 solve two equations with different coefficients). We shall obtain an estimate of ||v_1-v_2||_\infty with an explicit dependence on the L^\infty-distance between the coefficients and an explicit characterization of the constants and also, under some regularity conditions, an estimate of ||v_1-v_2||_{C^2(\R^n)}. Afterwards, the former result will be crucial in the estimate of the rate of convergence for the homogenization of Bellman equations. In some regular cases, we shall obtain the same rate of convergence established in the monographs [11,26] for regular linear problems

Stationary Mean Field Games systems defined on networks

We consider a stationary Mean Field Games system defined on a network. In this framework, the transition conditions at the vertices play a crucial role: the ones here considered are based on the optimal control interpretation of the problem. We prove separately the well-posedness for each of the two equations composing the system. Finally, we prove existence and uniqueness of the solution of the Mean Field Games system

A comparison among various notions of viscosity solutions for Hamilton-Jacobi equations on networks

Three definitions of viscosity solutions for Hamilton-Jacobi equations on networks recently appeared in literature ([1,4,6]). Being motivated by various applications, they appear to be considerably different. Aim of this note is to establish their equivalence

Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations

Aim of this paper is to extend the continuous dependence estimates proved in \cite{JK1} to quasi-monotone systems of fully nonlinear second-order parabolic equations. As by-product of these estimates, we get an H\"older estimate for bounded solutions of systems and a rate of convergence estimate for the vanishing viscosity approximation. In the second part of the paper we employ similar techniques to study the periodic homogenization of quasi-monotone systems of fully nonlinear second-order uniformly parabolic equations. Finally, some examples are discussed

The vanishing viscosity limit for Hamilton-Jacobi equations on Networks

For a Hamilton-Jacobi equation defined on a network, we introduce its vanishing viscosity approximation. The elliptic equation is given on the edges and coupled with Kirchhoff-type conditions at the transition vertices. We prove that there exists exactly one solution of this elliptic approximation and mainly that, as the viscosity vanishes, it converges to the unique solution of the original problem

A model problem for Mean Field Games on networks

In [14], Gueant, Lasry and Lions considered the model problem ``What time does meeting start?'' as a prototype for a general class of optimization problems with a continuum of players, called Mean Field Games problems. In this paper we consider a similar model, but with the dynamics of the agents defined on a network. We discuss appropriate transition conditions at the vertices which give a well posed problem and we present some numerical results

Eikonal equations on the Sierpinski gasket

We study the eikonal equation on the Sierpinski gasket in the spirit of the construction of the Laplacian in Kigami [8]: we consider graph eikonal equations on the prefractals and we show that the solutions of these problems converge to a function defined on the fractal set. We characterize this limit function as the unique metric viscosity solution to the eikonal equation on the Sierpinski gasket according to the definition introduced in [3]

A numerical method for Mean Field Games on networks

We propose a numerical method for stationary Mean Field Games defined on a network. In this framework a correct approximation of the transition conditions at the vertices plays a crucial role. We prove existence, uniqueness and convergence of the scheme and we also propose a least squares method for the solution of the discrete system. Numerical experiments are carried out

The ergodic problem for some subelliptic operators with unbounded coefficients

We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded. Such a measure together with a Liouville-type theorem will play a crucial role in two applications: the ergodic problem studied through stationary problems with vanishing discount and the long time behavior of the solution to a parabolic Cauchy problem. In both cases, the constants will be characterized in terms of the invariant measure

Eikonal equations on ramified spaces

We generalize the results in [16] to higher dimensional ramified spaces. For this purpose we introduce ramified manifolds and, as special cases, locally elementary polygonal ramified spaces (LEP spaces). On LEP spaces we develop a theory of viscosity solutions for Hamilton-Jacobi equations, providing existence and uniqueness results