Corpus ID: 233481475

On Numerical approximations of fractional and nonlocal Mean Field Games

@article{Chowdhury2021OnNA,
  title={On Numerical approximations of fractional and nonlocal Mean Field Games},
  author={Indranil Chowdhury and Olav Ersland and Espen Robstad Jakobsen},
  journal={ArXiv},
  year={2021},
  volume={abs/2105.00073}
}
We construct numerical approximations for Mean Field Games with fractional or nonlocal diffusions. The schemes are based on semi-Lagrangian approximations of the underlying control problems/games along with dual approximations of the distributions of agents. The methods are monotone, stable, and consistent, and we prove convergence along subsequences for (i) degenerate equations in one space dimension and (ii) nondegenerate equations in arbitrary dimensions. We also give results on full… Expand

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