A numerical algorithm for inverse problem from partial boundary measurement arising from mean field game problem
نویسندگان
چکیده
Abstract In this work, we consider a novel inverse problem in mean-field games (MFGs). We aim to recover the MFG model parameters that govern underlying interactions among population based on limited set of noisy partial observations dynamics under aperture. Due its severe ill-posedness, obtaining good quality reconstruction is very difficult. Nonetheless, it vital stably and efficiently order uncover causes for practical needs. Our work focuses simultaneous recovery running cost interaction energy equations from finite number boundary measurements profile movement. To achieve goal, formalize as constrained optimization least squares residual functional suitable norms. then develop fast robust operator splitting algorithm solve using techniques including harmonic extensions, three-operator scheme, primal-dual hybrid gradient method. Numerical experiments illustrate effectiveness robustness algorithm.
منابع مشابه
the algorithm for solving the inverse numerical range problem
برد عددی ماتریس مربعی a را با w(a) نشان داده و به این صورت تعریف می کنیم w(a)={x8ax:x ?s1} ، که در آن s1 گوی واحد است. در سال 2009، راسل کاردن مساله برد عددی معکوس را به این صورت مطرح کرده است : برای نقطه z?w(a)، بردار x?s1 را به گونه ای می یابیم که z=x*ax، در این پایان نامه ، الگوریتمی برای حل مساله برد عددی معکوس ارانه می دهیم.
15 صفحه اولNumerical Solution of a Free Boundary Problem from Heat Transfer by the Second Kind Chebyshev Wavelets
In this paper we reduce a free boundary problem from heat transfer to a weakly Singular Volterra integral equation of the first kind. Since the first kind integral equation is ill posed, and an appropriate method for such ill posed problems is based on wavelets, then we apply the Chebyshev wavelets to solve the integral equation. Numerical implementation of the method is illustrated by two ben...
متن کاملA non standard free-boundary problem arising from stratigraphy
In this paper, we are interested in the mathematical analysis of a geological stratigraphic model, taking into account a limited weathering condition. Firstly, we present the physical model and the mathematical formulation, which lead to an original conservation law. Then, the definition of a solution and some mathematical tools in order to resolve the problem are given. At last, we treat the 1...
متن کاملA Numerical Study of Instability Arising from the Bénard Problem
Investigated in this report is the Rayleigh-Bénard problem with rotation and a periodic temperature distribution. Both approximate and numerical solutions to the steady-state and unsteady equations have been obtained. The numerical results are based on a finite difference method together with an implicit time stepping method and an iteration algorithm. The analytical results, on the other hand,...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Inverse Problems
سال: 2022
ISSN: ['0266-5611', '1361-6420']
DOI: https://doi.org/10.1088/1361-6420/aca5b0