Mean fields games describe the asymptotic behavior of differential games in which the number of players tends to +âˆž. Here we consider a numerical method for the optimal planning problem, i.e. theâ€¦ (More)

Mean field type models describing the limiting behavior of stochastic differential game problems, as the number of players tends to +âˆž, have recently been introduced by J-M. Lasry and P-L. Lions.â€¦ (More)

We study a class of continuous time heterogeneous agent models with idiosyncratic shocks and incomplete markets. This class can be boiled down to a system of two coupled partial differentialâ€¦ (More)

This paper provides a convergence analysis of a fractional-step method to compute incompressible viscous flows by means of finite element approximations. In the proposed algorithm, the convection,â€¦ (More)

For unsymmetric block-tridiagonal systems of linear equations arising from the discretization of partial differential equations, a composite preconditioner is proposed and tested. It combines aâ€¦ (More)

We recast the Aiyagari-Bewley-Huggett model of income and wealth distribution in continuous time. This workhorse model â€“ as well as heterogeneous agent models more generally â€“ then boils down to aâ€¦ (More)

In this paper we present a mathematical model for the aggregation and diffusion of AÎ² amyloid in the brain affected by Alzheimer's disease, at the early stage of the disease. The model is based on aâ€¦ (More)

The mortar element methods were introduced in [BMP94] for non overlapping domain decompositions in order to couple different variational approximations in different subdomains. In the finite elementâ€¦ (More)