Fabio Camilli

$$L^p$$ error estimates for numerical approximation of convex Hamilton–Jacobi equations

Abstract We establish $$L^p$$ L p error estimates for monotone numerical schemes approximating convex Hamilton–Jacobi equations on the d -dimensional torus. Using the adjoint method and semiconcavity estimates, we first prove an $$L^1$$ L 1 error bound of order one for classical...

A Semi-Lagrangian Method for Solving State Constraint Mean Field Games in Macroeconomics

Abstract. We study continuous-time heterogeneous agent models cast as Mean Field Games, in the Aiyagari–Bewley–Huggett framework. The model couples a Hamilton–Jacobi–Bellman equation for individual optimization with a Fokker–Planck–Kolmogorov equation for the wealth distribution....