In this article, we propose two numerical methods, the Gaussian Process (GP) method and the Fourier Features (FF) algorithm, to solve mean field games (MFGs). The GP algorithm approximates the solution of a MFG with maximum a posteriori probability estimators of GPs conditioned on the partial differential equation (PDE) system of the MFG at a finite number of sample points. The main bottleneck of the GP method is to compute the inverse of a square gram matrix, whose size is proportional to the number of sample points. To improve the performance, we introduce the FF method, whose insight comes from the recent trend of approximating positive definite kernels with random Fourier features. The FF algorithm seeks approximated solutions in the space generated by sampled Fourier features. In the FF method, the size of the matrix to be inverted depends only on the number of Fourier features selected, which is much less than the size of sample points. Hence, the FF method reduces the precomputation time, saves the memory, and achieves comparable accuracy to the GP method. We give the existence and the convergence proofs for both algorithms. The convergence argument of the GP method does not depend on any monotonicity condition, which suggests the potential applications of the GP method to solve MFGs with non-monotone couplings in future work. We show the efficacy of our algorithms through experiments on a stationary MFG with a non-local coupling and on a time-dependent planning problem. We believe that the FF method can also serve as an alternative algorithm to solve general PDEs.

In earlier work, Maire developed a class of cell-centered Lagrangian schemes for solving Euler equations of compressible gas dynamics in cylindrical coordinates. These schemes use a node-based discretization of the numerical fluxes. The control volume version has several distinguished properties, including the conservation of mass, momentum and total energy and compatibility with the geometric conservation law (GCL). However it also has a limitation in that it cannot preserve spherical symmetry for one-dimensional spherical flow. An alternative is also given to use the first order area-weighted approach which can ensure spherical symmetry, at the price of sacrificing conservation of momentum. In this paper, we apply the methodology proposed in our recent work to the first order control volume scheme of Maire to obtain the spherical symmetry property. The modified scheme can preserve one-dimensional spherical symmetry in a two-dimensional cylindrical geometry when computed on an equal-angle-zoned initial grid, and meanwhile it maintains its original good properties such as conservation and GCL. Several two-dimensional numerical examples in cylindrical coordinates are presented to demonstrate the good performance of the scheme in terms of symmetry, non-oscillation and robustness properties.

No abstract uploaded!

We further investigate the high order positivity-preserving discontinuous Galerkin (DG) methods for linear hyperbolic and radiative transfer equations developed in \cite{yuan}. The DG methods in \cite{yuan} can maintain positivity and high order accuracy, but they rely both on the scaling limiter in \cite{zhang1} and a rotational limiter, the latter may alter cell averages of the unmodulated DG scheme, thereby affecting conservation. Even though a Lax-Wendroff type theorem is proved in \cite{yuan}, guaranteeing convergence to weak solutions with correct shock speed when such rotational limiter is applied, it would still be desirable if a conservative DG method without changing the cell averages can be obtained which has both high order accuracy and positivity-preserving capability. In this paper, we develop and analyze such a DG method for both linear hyperbolic equations and radiative transfer equations. In the one-dimensional case, the method uses traditional DG space $P^k$ of piecewise polynomials of degree at most $k$. A key result is proved that the unmodulated DG solver in this case can maintain positivity of the cell average if the inflow boundary value and the source term are both positive, therefore the positivity-preserving framework in \cite{zhang1} can be used to obtain a high order conservative positivity-preserving DG scheme. Unfortunately, in two-dimensions this is no longer the case. We show that the unmodulated DG solver based either on $P^k$ or $Q^k$ spaces (piecewise $k$-th degree polynomials or piecewise tensor-product $k$-th degree polynomials) could generate negative cell averages. We augment the DG space with additional functions so that the positivity of cell averages from the unmodulated DG solver can be restored, thereby leading to high order conservative positivity-preserving DG scheme based on these augmented DG spaces following the framework in \cite{zhang1}. Computational results are provided to demonstrate the good performance of our DG schemes.

The immersed boundary method is one of the most useful computational methods in studying fluid structure interaction. On the other hand, the Immersed Boundary method is also known to require small time steps to maintain stability when solved with an explicit method. Many implicit or approximately implicit methods have been proposed in the literature to remove this severe time step stability constraint, but none of them give satisfactory performance. In this paper, we propose an efficient semi-implicit scheme to remove this stiffness from the immersed boundary method for the Navier–Stokes equations. The construction of our semi-implicit scheme consists of two steps. First, we obtain a semiimplicit discretization which is proved to be unconditionally stable. This unconditionally stable semi-implicit scheme is still quite expensive to implement in practice. Next, we apply the small scale decomposition to the unconditionally stable semi-implicit scheme to construct our efficient semi-implicit scheme. Unlike other implicit or semi-implicit schemes proposed in the literature, our semi-implicit scheme can be solved explicitly in the spectral space. Thus the computational cost of our semi-implicit schemes is comparable to that of an explicit scheme. Our extensive numerical experiments show that our semiimplicit scheme has much better stability property than an explicit scheme. This offers a substantial computational saving in using the immersed boundary method.