Dissertation/ Thesis
Finite-State Mean-Field Games, Crowd Motion Problems, and its Numerical Methods
| العنوان: | Finite-State Mean-Field Games, Crowd Motion Problems, and its Numerical Methods |
|---|---|
| المؤلفون: | Machado Velho, Roberto |
| Thesis Advisors: | Gomes, Diogo A., Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division, Tempone, Raul Fidel, Sun, Shuyu, Falcone, Maurizio |
| سنة النشر: | 2017 |
| المجموعة: | King Abdullah University of Science and Technology |
| مصطلحات موضوعية: | Mean-field games, Crowd motion, Fokker-Planck Equation, Numerical Methods, Hamilton-Jacobi equations |
| الوصف: | In this dissertation, we present two research projects, namely finite-state mean-field games and the Hughes model for the motion of crowds. In the first part, we describe finite-state mean-field games and some applications to socio-economic sciences. Examples include paradigm shifts in the scientific community and the consumer choice behavior in a free market. The corresponding finite-state mean-field game models are hyperbolic systems of partial differential equations, for which we propose and validate a new numerical method. Next, we consider the dual formulation to two-state mean-field games, and we discuss numerical methods for these problems. We then depict different computational experiments, exhibiting a variety of behaviors, including shock formation, lack of invertibility, and monotonicity loss. We conclude the first part of this dissertation with an investigation of the shock structure for two-state problems. In the second part, we consider a model for the movement of crowds proposed by R. Hughes in [56] and describe a numerical approach to solve it. This model comprises a Fokker-Planck equation coupled with an Eikonal equation with Dirichlet or Neumann data. We first establish a priori estimates for the solutions. Next, we consider radial solutions, and we identify a shock formation mechanism. Subsequently, we illustrate the existence of congestion, the breakdown of the model, and the trend to the equilibrium. We also propose a new numerical method for the solution of Fokker-Planck equations and then to systems of PDEs composed by a Fokker-Planck equation and a potential type equation. Finally, we illustrate the use of the numerical method both to the Hughes model and mean-field games. We also depict cases such as the evacuation of a room and the movement of persons around Kaaba (Saudi Arabia). |
| Original Identifier: | oai:repository.kaust.edu.sa:10754/625444 |
| نوع الوثيقة: | Dissertation |
| اللغة: | English |
| الاتاحة: | http://hdl.handle.net/10754/625444 http://repository.kaust.edu.sa/kaust/handle/10754/625444 |
| رقم الانضمام: | edsndl.kaust.edu.sa.oai.repository.kaust.edu.sa.10754.625444 |
| قاعدة البيانات: | Networked Digital Library of Theses & Dissertations |
| الوصف غير متاح. |