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.

Let $\Omega $ be a bounded $C^2$ domain in $R^n$ and $\phi : \partial \Omega \to \mathbb{R}^m$ be a continuous map. The Dirichlet problem for the minimal surface system asks whether there exists a Lipschitz map $f : \Omega \to \mathbb{R}^m$ with $ f |_{\partial \Omega}$ and with the graph of $f$ a minimal submanifold in $R^{n+m}$. For $m = 1$, the Dirichlet problem was solved more than thirty years ago by Jenkins-Serrin [13] for any mean convex domains and the solutions are all smooth. This paper considers the Dirichlet problem for convex domains in arbitrary codimension $m$. We prove if $\psi : \bar{\Omega} \to \mathbb{R}^m$ satisfies $8n\delta sup_{\Omega}||D^2 \psi| + \sqrt{2} sup_{\partial \Omega} |D\psi| <1$, then the Dirichlet problem for $ \psi |_{\partial \Omega}$ is solvable in smooth maps. Here $\delta$ is the diameter of $\Omega$ . Such a condition is necessary in view of an example of Lawson-Osserman [15]. In order to prove this result, we study the associated parabolic system and solve the Cauchy-Dirichlet problem with $\psi$ as initial data.

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In this paper, we study the inviscid limit of the free surface incompressible Navier-Stokes equations with or without surface tension. By delicate estimates, we prove the weak boundary layer of the velocity of the free surface Navier-Stokes equations and the existence of strong or weak vorticity layer for different conditions. When the limit of the difference between the initial Navier-Stokes vorticity and the initial Euler vorticity is nonzero, or the tangential projection on the free surface of the Euler strain tensor multiplying by normal vector is nonzero, there exists a strong vorticity layer. Otherwise, the vorticity layer is weak. We estimate convergence rates of tangential derivatives and the first order standard normal derivative in energy norms, we show that not only tangential derivatives and standard normal derivative have different convergence rates, but also their convergence rates are different for different Euler boundary data. Moreover, we determine regularity structure of the free surface Navier-Stokes solutions with or without surface tension, surface tension changes regularity structure of the solutions.

Let p be a prime and L be a finite extension of ℚp. We study the ordinary parts of GL2(L)-representations arised in the mod p cohomology of Shimura curves attached to indefinite division algebras which splits at a finite place above p. The main tool of the proof is a theorem of Emerton \cite{Em3}.