Well-posedness and regularity of the Cauchy problem for nonlinear fractional in time and space equations

The purpose is to study the Cauchy problem for non-linear in time and space pseudo-differential equations. These include the fractional in time versions of HJB equations governing the controlled scaled CTRW. As a preliminary step which is of independent interest we analyse the corresponding linear equation proving its well-posedness and smoothing properties

Generalised Fractional Evolution Equations of Caputo Type

This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations for the solutions. These results encompass known linear and non-linear equations from classical fractional partial differential equations such as the time-space-fractional diffusion equation, as well as their far reaching extensions. \\ Meaning is given to a probabilistic generalisation of Mittag-Leffler functions.Comment: To be published in 'Chaos, Solitons & Fractals

The max-plus finite element method for solving deterministic optimal control problems: basic properties and convergence analysis

We introduce a max-plus analogue of the Petrov-Galerkin finite element method to solve finite horizon deterministic optimal control problems. The method relies on a max-plus variational formulation. We show that the error in the sup norm can be bounded from the difference between the value function and its projections on max-plus and min-plus semimodules, when the max-plus analogue of the stiffness matrix is exactly known. In general, the stiffness matrix must be approximated: this requires approximating the operation of the Lax-Oleinik semigroup on finite elements. We consider two approximations relying on the Hamiltonian. We derive a convergence result, in arbitrary dimension, showing that for a class of problems, the error estimate is of order $\delta+\Delta x(\delta)^{-1}$ or $\sqrt{\delta}+\Delta x(\delta)^{-1}$, depending on the choice of the approximation, where $\delta$ and $\Delta x$ are respectively the time and space discretization steps. We compare our method with another max-plus based discretization method previously introduced by Fleming and McEneaney. We give numerical examples in dimension 1 and 2.Comment: 31 pages, 11 figure

Evolutionary game of coalition building under external pressure

We study the fragmentation-coagulation (or merging and splitting) evolutionary control model as introduced recently by one of the authors, where $N$ small players can form coalitions to resist to the pressure exerted by the principal. It is a Markov chain in continuous time and the players have a common reward to optimize. We study the behavior as $N$ grows and show that the problem converges to a (one player) deterministic optimization problem in continuous time, in the infinite dimensional state space

REGULARITY AND SENSITIVITY FOR MCKEAN-VLASOV TYPE SPDEs GENERATED BY STABLE-LIKE PROCESSES

In this paper we study the sensitivity of nonlinear stochastic differential equations of McKean–Vlasov type generated by stable-like processes. By using the method of stochastic characteristics, we transfer these equations to non-stochastic equations with random coefficients, thus making it possible to use results obtained for nonlinear PDEs of McKean–Vlasov type generated by stable-like processes in previous works. The motivation for studying sensitivity of nonlinear McKean–Vlasov SPDEs arises naturally from the analysis of the mean-field games with common noise

Semiring and semimodule issues in MV-algebras

In this paper we propose a semiring-theoretic approach to MV-algebras based on the connection between such algebras and idempotent semirings - such an approach naturally imposing the introduction and study of a suitable corresponding class of semimodules, called MV-semimodules. We present several results addressed toward a semiring theory for MV-algebras. In particular we show a representation of MV-algebras as a subsemiring of the endomorphism semiring of a semilattice, the construction of the Grothendieck group of a semiring and its functorial nature, and the effect of Mundici categorical equivalence between MV-algebras and lattice-ordered Abelian groups with a distinguished strong order unit upon the relationship between MV-semimodules and semimodules over idempotent semifields.Comment: This version contains some corrections to some results at the end of Section

The influence of fractional diffusion in Fisher-KPP equations

We study the Fisher-KPP equation where the Laplacian is replaced by the generator of a Feller semigroup with power decaying kernel, an important example being the fractional Laplacian. In contrast with the case of the stan- dard Laplacian where the stable state invades the unstable one at constant speed, we prove that with fractional diffusion, generated for instance by a stable L\'evy process, the front position is exponential in time. Our results provide a mathe- matically rigorous justification of numerous heuristics about this model