High order variational numerical schemes with application to Nash -MFG vaccination games
Résumé
This paper introduces high-order explicit Runge-Kutta numerical schemes in metric spaces. We show that our approach reduces to corresponding Runge-Kutta schemes if the ambient space is Hilbert. We apply these schemes to compute the Nash equilibrium in a Mean Field vaccination Game. Numerical simulations show improvement in the speed of convergence towards the Nash equilibrium; the numerical scheme has high order (two to four) in time.
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