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Pré-Publication, Document De Travail Année : 2016

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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Dates et versions

hal-01404619 , version 1 (29-11-2016)
hal-01404619 , version 2 (01-11-2017)

Identifiants

  • HAL Id : hal-01404619 , version 2

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Laetitia Laguzet. High order variational numerical schemes with application to Nash -MFG vaccination games. 2016. ⟨hal-01404619v2⟩
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