A Semi-Lagrangian Scheme with Radial Basis Approximation for Surface Reconstruction

We propose a Semi-Lagrangian scheme coupled with Radial Basis Function interpolation for approximating a curvature-related level set model, which has been proposed by Zhao et al. in \cite{ZOMK} to reconstruct unknown surfaces from sparse, possibly noisy data sets. The main advantages of the proposed scheme are the possibility to solve the level set method on unstructured grids, as well as to concentrate the reconstruction points in the neighbourhood of the data set, with a consequent reduction of the computational effort. Moreover, the scheme is explicit. Numerical tests show the accuracy and robustness of our approach to reconstruct curves and surfaces from relatively sparse data sets.Comment: 14 pages, 26 figure

A Semi-Lagrangian scheme for a degenerate second order Mean Field Game system

In this paper we study a fully discrete Semi-Lagrangian approximation of a second order Mean Field Game system, which can be degenerate. We prove that the resulting scheme is well posed and, if the state dimension is equals to one, we prove a convergence result. Some numerical simulations are provided, evidencing the convergence of the approximation and also the difference between the numerical results for the degenerate and non-degenerate cases.Comment: 21 pages, 8 figure

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

The Hughes model for pedestrian dynamics and congestion modelling

In this paper we present a numerical study of some variations of the Hughes model for pedestrian flow under different types of congestion effects. The general model consists of a coupled non-linear PDE system involving an eikonal equation and a first order conservation law, and it intends to approximate the flow of a large pedestrian group aiming to reach a target as fast as possible, while taking into account the congestion of the crowd. We propose an efficient semi-Lagrangian scheme (SL) to approximate the solution of the PDE system and we investigate the macroscopic effects of different penalization functions modelling the congestion phenomena.Comment: 6 page

Numerical Analysis of time-dependent Hamilton-Jacobi Equations on Networks

A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence analysis, not requiring weak semilimits, is provided. In particular, the check of the supersolution property at the vertices is performed through a dynamical technique which seems new. The scheme is efficient, explicit, allows long time steps, and is suitable to be implemented in a parallel algorithm. We present some numerical tests, showing the advantage in terms of computational cost over the one proposed in [7

Semi-Lagrangian schemes for mean field game models

In this work we consider first and second order Mean Field Games (MFGs) systems, introduced in \cite{LasryLions06i,LasryLions06ii,LasryLions07}. For the first order case, we recall a fully-discrete Semi-Lagrangian (SL) scheme introduced in \cite{CS12} and its main properties. We propose the natural extension of this scheme for the second order case and we present some numerical simulations

A Generalized Fast Marching Method for dislocation dynamics

International audienceIn this paper, we consider a Generalized Fast Marching Method (GFMM) as a numerical method to compute dislocation dynamics. The dynamics of a dislocation hyper-surface in $\mathbb R^N$ (with $N=2$ for physical applications) is given by its normal velocity which is a non-local function of the whole shape of the hyper-surface itself. For this dynamics, we show a convergence result of the GFMM as the mesh size goes to zero. We also provide some numerical simulations in dimension $N=2$

A high-order scheme for mean field games

In this paper we propose a high-order numerical scheme for time-dependent mean field games systems. The scheme, which is built by combining Lagrange-Galerkin and semi-Lagrangian techniques, is consistent and stable for large time steps compared with the space steps. We provide a convergence analysis for the exactly integrated Lagrange-Galerkin scheme applied to the Fokker-Planck equation, and we propose an implementable version with inexact integration. Finally, we validate the convergence rate of the proposed scheme through the numerical approximation of two mean field games systems

Convergence of a Generalized Fast Marching Method for a non-convex eikonal equation

International audienceWe present a new Fast Marching algorithm for a non-convex eikonal equation modeling front evolutions in the normal direction. The algorithm is an extension of the Fast Marching Method since the new scheme can deal with a \emph{time-dependent} velocity without \emph{any restriction on its sign}. We analyze the properties of the algorithm and we prove its convergence in the class of discontinuous viscosity solutions. Finally, we present some numerical simulations of fronts propagating in $\R^2$