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Author

Jianbo Cui

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Preprint Oct 2026

Semi-Lagrangian Approximation of Master Equations with Individual Noise on Finite Graphs

We develop and analyze a fully discrete semi-Lagrangian method for vector master equations associated with mean field games (MFGs) with individual noise on finite graphs. The method discretizes both the characteristic evolution in time and the population variable on the probability simplex. A central challenge is the d...

Jian-Bo Cui, Tong-He Dang · 0 citations
Preprint Aug 2026

Convergence and variational structure of a staggered scheme for mean field games with individual noise on graphs

We propose and analyze a time-staggered numerical scheme for mean field game (MFG) systems with individual noise on finite graphs. Numerically solving such coupled forward--backward systems is delicate because the density evolves in the open probability simplex and the coefficients may degenerate at its boundary. The s...

Jianbo Cui, Tonghe Dang · 0 citations

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