We establish marginal and functional convex order comparisons for graphon mean-field systems on $\mathbb{R}^d$, including the infinite-horizon setting. A key difficulty is that convex order cannot in general be transferred through the usual particle approximation, which requires us to work directly with Euler schemes for the graphon mean-field system. Under a suitable dissipativity condition, we establish Euler approximation estimates that are uniform in both time and the agent label, and combine them with forward-backward induction arguments to obtain the convex order comparisons. For the infinite-horizon problem, dissipativity provides the required uniform-in-time stability, while an exponentially weighted $L^2$-space enables trajectory-level convergence and leads to the functional convex order on $[0,\infty)$. As an application, we derive value-function comparisons for a class of one-dimensional linear-quadratic graphon mean-field games.
We study continuous-time distributed optimization on the three-dimensional rotation group over undirected tree graphs, where agents with heterogeneous local costs seek a common attitude minimizing the geodesically strongly convex sum of their costs on a geodesically convex operating ball. We propose a nonsmooth protoco...
For each positive integer $N$, we construct global spectral group actions for the defocusing and focusing nonlinear Schr\"odinger hierarchies on initial-data classes containing $W^{2N+1,\infty}(\mathbb R)$. For $N\ge2$, the quadratic flow gives global classical cubic NLS solutions. The construction extends the Sato--Se...
S. Kotani, Yi-Qian Wang, Jia-Hao Xu et al.· 1 citation
The branched transport problem is a nonconvex and nonsmooth variational optimization problem on normal $1$-currents in $\mathbb{R}^n$ with prescribed boundary. The optimality is with respect to some non-decreasing, lower semicontinuous, and subadditive function $\tau:\mathbb{R}_+\to\mathbb{R}_+$ with $\tau(0)=0$ descri...
The objective of this paper is to investigate the connection between penalty functions from stochastic optimal control, convex semigroups from analysis, and convex expectations from probability theory. Our main result provides a one-to-one relation between these objects. As an application, we use the representation via...
D. Criens, M. Küpper· Mathematics of Operations Re...· 1 citation
In this paper, we address the joint parameter estimation of drift and diffusion coefficients for heterogeneously interacting particle systems. Unlike the homogeneous setting, the interactions are governed by a graphon-weighted mean-field framework, which introduces significant analytical complexity: while homogeneous s...
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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