High order variational numerical schemes with application to Nash-MFG vaccination games - INRAE - Institut national de recherche pour l’agriculture, l’alimentation et l’environnement
Article Dans Une Revue Ricerche di matematica Année : 2018

High order variational numerical schemes with application to Nash-MFG vaccination games

Résumé

This paper introduces high-order explicit Runge-Kutta numerical schemes in metric spaces. We show that our approach reduces to the corresponding RungeKutta schemes if the ambient space is Hilbert. We apply these schemes to compute the Nash equilibrium in a mean field vaccination game. Numerical simulations show improvement in the speed of convergence towards the Nash equilibrium; the numerical scheme has high order (2-4) in time.

Dates et versions

hal-02628346 , version 1 (26-05-2020)

Identifiants

Citer

Laetitia Laguzet. High order variational numerical schemes with application to Nash-MFG vaccination games. Ricerche di matematica, 2018, 67 (1), pp.247-269. ⟨10.1007/s11587-018-0366-z⟩. ⟨hal-02628346⟩
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