Mean field games (MFG) and mean field control (MFC) are critical classes of multi-agent models for efficient analysis of massive populations of interacting agents. Their areas of application span topics in economics, finance, game theory, industrial engineering, crowd motion, and more. In this paper, we provide a flexible machine learning framework for the numerical solution of potential MFG and MFC models. State of-the-art numerical methods for solving such problems utilize spatial discretization that leads to a curse-of-dimensionality. We approximately solve high-dimensional problems by combining Lagrangian and Eulerian viewpoints and leveraging recent advances from machine learning. More precisely, we work with a Lagrangian formulation of the problem and enforce the underlying Hamilton-Jacobi-Bellman (HJB) equation that is derived from the Eulerian formulation. Finally, a tailored neural network parameterization of the MFG/MFC solution helps us avoid any spatial discretization. Our numerical results include the approximate solution of 100-dimensional instances of optimal transport and crowd motion problems on a standard work station and a validation using a Eulerian solver in two dimensions. These results open the door to much-anticipated applications of MFG and MFC models that were beyond reach with existing numerical methods.

We consider Hermitian random band matrices $H=(h_{xy})$ on the $d$-dimensional lattice $(\Z/L\Z)^d$. The entries $h_{xy}$ are independent (up to Hermitian conditions) centered complex Gaussian random variables with variances $s_{xy}=\mathbb E|h_{xy}|^2$. The variance matrix $S=(s_{xy})$ has a banded structure so that $s_{xy}$ is negligible if $|x-y|$ exceeds the band width $W$. In dimensions $d\ge 8$, we prove that, as long as $W\ge L^\e$ for a small constant $\e>0$, with high probability most bulk eigenvectors of $H$ are delocalized in the sense that their localization lengths are comparable to $L$. Denote by $G(z)=(H-z)^{-1}$ the Green's function of $H$. For $\im z\gg W^2/L^2$, we also prove a widely used criterion in physics for quantum diffusion of this model, namely, the leading term in the Fourier transform of $\E|G_{xy}(z)|^2$ with respect to $x-y$ is of the form $(\im z + a(p))^{-1}$ for some $a(p)$ quadratic in $p$, where $p$ is the Fourier variable. Our method is based on an expansion of $T_{xy}=|m|^2 \sum_{\alpha}s_{x\alpha}|G_{\alpha y}|^2$ and it requires a self-energy renormalization up to error $W^{-K}$ for any large constant $K$ independent of $W$ and $L$. We expect that this method can be extended to non-Gaussian band matrices.

Let $K/k$ be a finite Galois extension and $\pi = \fn{Gal}(K/k)$. An algebraic torus $T$ defined over $k$ is called a $\pi$-torus if $T\times_{\fn{Spec}(k)} \fn{Spec}(K)\simeq \bm{G}_{m,K}^n$ for some integer $n$. The set of all algebraic $\pi$-tori defined over $k$ under the stably birational equivalence forms a semigroup, denoted by $T(\pi)$. We will give a complete proof of the following theorem due to Endo and Miyata \cite{EM4}. Theorem. Let $\pi$ be a finite group. Then $T(\pi)\simeq C(\Omega_{\bm{Z}\pi})$ where $\Omega_{\bm{Z}\pi}$ is a maximal $\bm{Z}$-order in $\bm{Q}\pi$ containing $\bm{Z}\pi$ and $C(\Omega_{\bm{Z}\pi})$ is the locally free class group of $\Omega_{\bm{Z}\pi}$, provided that $\pi$ is isomorphic to one of the following four types of groups : $C_n$ ($n$ is any positive integer), $D_m$ ($m$ is any odd integer $\ge 3$), $C_{q^f}\times D_m$ ($m$ is any odd integer $\ge 3$, $q$ is an odd prime number not dividing $m$, $f\ge 1$, and $(\bm{Z}/q^f\bm{Z})^{\times}=\langle \bar{p}\rangle$ for any prime divisor $p$ of $m$), $Q_{4m}$ ($m$ is any odd integer $\ge 3$, $p\equiv 3 \pmod{4}$ for any prime divisor $p$ of $m$).

In this paper, results on removable singularities for analytic functions, harmonic functions and subharmonic functions by Besicovitch, Carleson, and Shapiro are extended. In each theorem, we need not assume that$f$has the global property at any point, so we are able to allow dense sets of singularities. We do not state our results in terms of exceptional sets, but each one leads to a series of results implying that certain sets are removable for appropriate classes of functions.

No abstract uploaded!