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1. The mean-field limit of the Lieb-Liniger model

   https://doi.org/10.3934/dcds.2022006  

   Rosenzweig, Matthew ( January 2022 , Discrete and Continuous Dynamical Systems)

   We consider the well-known Lieb-Liniger (LL) model for \begin{document}$ N $\end{document} bosons interacting pairwise on the line via the \begin{document}$ \delta $\end{document} potential in the mean-field scaling regime. Assuming suitable asymptotic factorization of the initial wave functions and convergence of the microscopic energy per particle, we show that the time-dependent reduced density matrices of the system converge in trace norm to the pure states given by the solution to the one-dimensional cubic nonlinear Schrödinger equation (NLS) with an explict rate of convergence. In contrast to previous work [3] relying on the formalism of second quantization and coherent states and without an explicit rate, our proof is based on the counting method of Pickl [65,66,67] and Knowles and Pickl [44]. To overcome difficulties stemming from the singularity of the \begin{document}$ \delta $\end{document} potential, we introduce a new short-range approximation argument that exploits the Hölder continuity of the \begin{document}$ N $\end{document}-body wave function in a single particle variable. By further exploiting the \begin{document}$ L^2 $\end{document}-subcritical well-posedness theory for the 1D cubic NLS, we can prove mean-field convergence when the limiting solution to the NLS has finite mass, but only for a very special class of \begin{document}$ N $\end{document}-body initial states.

    

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2. Convergence of deep fictitious play for stochastic differential games

   https://doi.org/10.3934/fmf.2021011  

   Han, Jiequn ; Hu, Ruimeng ; Long, Jihao ( January 2022 , Frontiers of Mathematical Finance)

   Stochastic differential games have been used extensively to model agents' competitions in finance, for instance, in P2P lending platforms from the Fintech industry, the banking system for systemic risk, and insurance markets. The recently proposed machine learning algorithm, deep fictitious play, provides a novel and efficient tool for finding Markovian Nash equilibrium of large \begin{document}$ N $\end{document}-player asymmetric stochastic differential games [J. Han and R. Hu, Mathematical and Scientific Machine Learning Conference, pages 221-245, PMLR, 2020]. By incorporating the idea of fictitious play, the algorithm decouples the game into \begin{document}$ N $\end{document} sub-optimization problems, and identifies each player's optimal strategy with the deep backward stochastic differential equation (BSDE) method parallelly and repeatedly. In this paper, we prove the convergence of deep fictitious play (DFP) to the true Nash equilibrium. We can also show that the strategy based on DFP forms an \begin{document}$ \epsilon $\end{document}-Nash equilibrium. We generalize the algorithm by proposing a new approach to decouple the games, and present numerical results of large population games showing the empirical convergence of the algorithm beyond the technical assumptions in the theorems.

    

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3. Highly accurate operator factorization methods for the integral fractional Laplacian and its generalization

   https://doi.org/10.3934/dcdss.2022016  

   Wu, Yixuan ; Zhang, Yanzhi ( January 2022 , Discrete & Continuous Dynamical Systems - S)

   In this paper, we propose a new class of operator factorization methods to discretize the integral fractional Laplacian \begin{document}$ (- \Delta)^\frac{{ \alpha}}{{2}} $\end{document} for \begin{document}$ \alpha \in (0, 2) $\end{document}. One main advantage is that our method can easily increase numerical accuracy by using high-degree Lagrange basis functions, but remain its scheme structure and computer implementation unchanged. Moreover, it results in a symmetric (multilevel) Toeplitz differentiation matrix, enabling efficient computation via the fast Fourier transforms. If constant or linear basis functions are used, our method has an accuracy of \begin{document}$ {\mathcal O}(h^2) $\end{document}, while \begin{document}$ {\mathcal O}(h^4) $\end{document} for quadratic basis functions with \begin{document}$ h $\end{document} a small mesh size. This accuracy can be achieved for any \begin{document}$ \alpha \in (0, 2) $\end{document} and can be further increased if higher-degree basis functions are chosen. Numerical experiments are provided to approximate the fractional Laplacian and solve the fractional Poisson problems. It shows that if the solution of fractional Poisson problem satisfies \begin{document}$ u \in C^{m, l}(\bar{ \Omega}) $\end{document} for \begin{document}$ m \in {\mathbb N} $\end{document} and \begin{document}$ 0 < l < 1 $\end{document}, our method has an accuracy of \begin{document}$ {\mathcal O}(h^{\min\{m+l, \, 2\}}) $\end{document} for constant and linear basis functions, while \begin{document}$ {\mathcal O}(h^{\min\{m+l, \, 4\}}) $\end{document} for quadratic basis functions. Additionally, our method can be readily applied to approximate the generalized fractional Laplacians with symmetric kernel function, and numerical study on the tempered fractional Poisson problem demonstrates its efficiency.

    

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4. Hodge and Teichmüller

   https://doi.org/10.3934/jmd.2022007  

   Kahn, Jeremy ; Wright, Alex ( January 2022 , Journal of Modern Dynamics)

   We consider the derivative \begin{document}$ D\pi $\end{document} of the projection \begin{document}$ \pi $\end{document} from a stratum of Abelian or quadratic differentials to Teichmüller space. A closed one-form \begin{document}$ \eta $\end{document} determines a relative cohomology class \begin{document}$ [\eta]_\Sigma $\end{document}, which is a tangent vector to the stratum. We give an integral formula for the pairing of \begin{document}$ D\pi([\eta]_\Sigma) $\end{document} with a cotangent vector to Teichmüller space (a quadratic differential). We derive from this a comparison between Hodge and Teichmüller norms, which has been used in the work of Arana-Herrera on effective dynamics of mapping class groups, and which may clarify the relationship between dynamical and geometric hyperbolicity results in Teichmüller theory.

    

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5. Feedback particle filter for collective inference

   https://doi.org/10.3934/fods.2021018  

   Kim, Jin-Won ; Taghvaei, Amirhossein ; Chen, Yongxin ; Mehta, Prashant G. ( January 2021 , Foundations of Data Science)

   The purpose of this paper is to describe the feedback particle filter algorithm for problems where there are a large number (\begin{document}$ M $\end{document}) of non-interacting agents (targets) with a large number (\begin{document}$ M $\end{document}) of non-agent specific observations (measurements) that originate from these agents. In its basic form, the problem is characterized by data association uncertainty whereby the association between the observations and agents must be deduced in addition to the agent state. In this paper, the large-\begin{document}$ M $\end{document} limit is interpreted as a problem of collective inference. This viewpoint is used to derive the equation for the empirical distribution of the hidden agent states. A feedback particle filter (FPF) algorithm for this problem is presented and illustrated via numerical simulations. Results are presented for the Euclidean and the finite state-space cases, both in continuous-time settings. The classical FPF algorithm is shown to be the special case (with \begin{document}$ M = 1 $\end{document}) of these more general results. The simulations help show that the algorithm well approximates the empirical distribution of the hidden states for large \begin{document}$ M $\end{document}.

    

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