Mean-field games (MFGs) model the behavior of large populations of rational agents. Each agent seeks to minimize an individual cost that depends on the statistical distribution of the population. Roughly speaking, MFGs are given by the limit of differential games with N agents as N goes to infinity. This limit describes an average effect of the population’s behavior. Instead of modeling large systems for all agents, we consider two coupled equations: the Hamilton–Jacobi equation and the Fokker–Planck equation. A solution to MFGs is given by two functions: a value function and a population density. From the point of view of mathematics, monotonicity conditions for MFGs are a natural way to obtain the uniqueness of solutions and the stability of systems. In this thesis, we develop a new framework to establish the existence of solutions to MFGs through monotonicity. First, we study first-order stationary monotone MFGs with Dirichlet boundary conditions. In MFGs, boundary conditions arise when agents can leave the domain. There are exit costs for agents given by Dirichlet boundary conditions. Here, we establish the existence of solutions to MFGs that fulfill those boundary conditions in the trace sense. In particular, our solution is continuous up to the boundary in the one-dimensional case. Second, we consider time-dependent monotone MFGs with space-periodic boundary conditions. To solve the time-dependent monotone MFG, we introduce a mono- tone high-order regularized elliptic problem in Rn+1, although the original MFG is a parabolic type. To preserve monotonicity, we need to determine the specific boundary conditions for the time variable. Then, we can apply our method of stationary MFGs to this regularization. In particular, we prove that a solution to the problem exists for any terminal time. Third, we investigate stationary MFGs with hypoelliptic operators that are degenerate differential operators. Those models arise from stochastic control problems with the Stratonovich integration. We study a hypoelliptic MFG with the standard quadratic Hamiltonian. Under standard assumptions, although there is no uniform elliptic condition in hypoelliptic operators, we verify that there is a unique solution to our hypoelliptic MFG.

A linear differential operator L is called weakly hypoelliptic if any local solution u of Lu = 0 is smooth. We allow for systems, i.e. the coefficients may be matrices, not necessarily of square size. This is a huge class of important operators which covers all elliptic, overdetermined elliptic, subelliptic and parabolic equations. We extend several classical theorems from complex analysis to solutions of any weakly hypoelliptic equation: the Montel theorem providing convergent subsequences, the Vitali theorem ensuring convergence of a given sequence, and Riemann's first removable singularity theorem. In the case of constant coefficients we show that Liouville's theorem holds, any bounded solution must be constant and any L^p solution must vanish.

This thesis suggests an approach to compute the short-time behaviour of the hypoelliptic heat kernel corresponding to sub-Riemannian structures on unimodular Lie groups of type I, without previously holding a closed form expression for this heat kernel. Our work relies on the use of classical non-commutative harmonic analysis tools, namely the Generalized Fourier Transform and its inverse, combined with the Trotter product formula from the theory of perturbation of semigroups. We illustrate our main results by computing, to our knowledge, a first expression in short-time for the hypoelliptic heat kernel on the Engel and the Cartan groups, for which there exist no closed form expression. / Thesis (Master, Mathematics & Statistics) -- Queen's University, 2011-10-08 01:32:32.896

L'objet de cette thèse est de démontrer une formule reliant les métriques de Ray-Singer hypoelliptique et de Milnor sur le déterminant de la cohomologie d'une variété riemannienne compacte par une déformation à la Witten du laplacien hypoelliptique en théorie de de Rham. / The purpose of this thesis is to prove a formula relating the hypoelliptic Ray-Singermetric and the Milnor metric on the determinant of the cohomology of a compact Riemannian manifold by a Witten-like deformation of the hypoelliptic Laplacian in de Rham theory.

Dans cette thèse, on donne une formule géométrique explicite pour les intégrales orbitales semisimples tordues du noyau de la chaleur sur un espace symétrique, en utilisant la méthode du laplacien hypoelliptique développée par Bismut. On montre que nos résultats sont compatibles avec les résultats classiques de la théorie de l'indice équivariant local sur les espaces localement symétriques compacts. On utilise notre formule explicite pour évaluer le terme dominant dans l'asymptotique quand d -> + ∞ de la torsion analytique équivariante de Ray-Singer associée à une famille de fibrés vectoriels plats Fd sur un espace localement symétrique compact. On montre que le terme dominant peut être calculé à l'aide de W-invariants au sens de Bismut-Ma-Zhang. / In this thesis, we give an explicit geometric formula for the twisted semisimple orbital integrals associated with the heat kernel on symmetric spaces. For that purpose, we use the method of the hypoelliptic Laplacian developed by Bismut. We show that our results are compatible with classical results in local equivariant index theory. We also use this formula to evaluate the leading term of the asymptotics as d -> + ∞ of the equivariant Ray-Singer analytic torsion associated with a sequence of flat vector bundles Fd on a compact locally symmetric space. We show that the leading term can be evaluated in terms of the W-invariants constructed by Bismut-Ma-Zhang.

Le théorème de l'indice d'Atiyah et Singer, démontré en 1963, est un résultat qui a permis de relier des thématiques mathématiques variées, allant des équations aux dérivées partielles a la topologie et la géométrie différentielle. Plus précisément, il fait le lien entre la dimension de l'espace des solutions d'une équation aux dérivées partielles elliptique et des invariants topologiques du type (co)homologie, et a des applications importantes, regroupant plusieurs théorèmes majeurs venant de divers domaines (géométrie algébrique, topologie différentielle, analyse fonctionnelle). D'un autre cote, les fonctions zêta associées à des opérateurs pseudo différentiels sur une variété riemannienne close contiennent dans leurs propriétés analytiques des informations intéressantes. On peut par exemple retrouver dans les résidus le théorème de Weyl sur l asymptotique du nombre de valeurs propres d'un laplacien, et en particulier le volume de la variété. En se plaçant dans le cadre de la géométrie différentielle non commutative développée par Connes, on peut pousser cette idée plus loin. Plus précisément, on peut obtenir, en combinant des techniques de renormalisation zêta avec la propriété d'excision en cohomologie cyclique, des théorèmes d'indice dans l'esprit de celui d'Atiyah-Singer. L'intérêt de ce point de vue réside dans sa généralisation possible à des situations géométriques plus délicates. La présente thèse établit des résultats dans cette direction / The index theorem of Atiyah and Singer, discovered in 1963, is a striking result which relates many different fields in mathematics going from the analysis of partial differential equations to differential topology and geometry. To be more precise, this theorem relates the dimension of the space of some elliptic partial differential equations and topological invariants coming from (co)homology theories, and has important applications. Many major results from different fields (algebraic topology, differential topology, functional analysis) may be seen as corollaries of this result, or obtained from techniques developed in the framework of index theory. On another side, zeta functions associated to pseudodifferential operators on a closed Riemannian manifold contain in their analytic properties many interesting informations. For instance, the Weyl theorem on the asymptotic number of eigenvalues of a Laplacian may be recovered within the residues of the zeta function. This gives in particular the volume of the manifold, which is a geometric data. Using the framework of noncommutative geometry developed by Connes, this idea may be pushed further, yielding index theorems in the spirit of the one of Atiyah Singer. The interest in this viewpoint is to be suitable for more delicate geometrical situations. The present thesis establishes results in this direction

I denna avhandling, som omfattar fyra forskningsartiklar, betraktas två operatorer inom den matematiska fysiken. De båda tidigare artiklarna innehåller resultat för Schrödingeroperatorn med Aharonov-Bohm-magnetfält. I artikel I beräknas spektrum och egenfunktioner till denna operator i R2 explicit i ett antal fall då en radialsymmetrisk skalärvärd potential eller ett konstant magnetfält läggs till. I flera av de studerade fallen kan den skarpa konstanten i Lieb-Thirrings olikhet beräknas för γ = 0 och γ ≥ 1. I artikel II bevisas semiklassiska uppskattningar för moment av egenvärdena i begränsade tvådimensionella områden. Vidare presenteras ett exempel då den generaliserade diamagnetiska olikheten, framlagd som en förmodan av Erdős, Loss och Vougalter, är falsk. Numeriska studier kompletterar dessa resultat. De båda senare artiklarna innehåller ett flertal spektrumuppskattningar för Heisenberg-Laplace-operatorn. I artikel III bevisas skarpa olikheter för spektret till Dirichletproblemet i (2n + 1)-dimensionella områden med ändligt mått. Låt λk och μk beteckna egenvärdena till Dirichlet- respektive Neumannproblemet i ett område med ändligt mått. N. D. Filonov har bevisat olikheten μk+1 < λk för den euklidiska Laplaceoperatorn. I artikel IV visas detta resultat för Heisenberg-Laplaceoperatorn i tredimensionella områden som uppfyller vissa geometriska villkor. / In this thesis, which comprises four research papers, two operators in mathe- matical physics are considered. The former two papers contain results for the Schrödinger operator with an Aharonov-Bohm magnetic field. In Paper I we explicitly compute the spectrum and eigenfunctions of this operator in R2 in a number of cases where a radial scalar potential and/or a constant magnetic field are superimposed. In some of the studied cases we calculate the sharp constants in the Lieb-Thirring inequality for γ = 0 and γ ≥ 1. In Paper II we prove semi-classical estimates on moments of the eigenvalues in bounded two-dimensional domains. We moreover present an example where the generalised diamagnetic inequality, conjectured by Erdős, Loss and Vougalter, fails. Numerical studies complement these results. The latter two papers contain several spectral estimates for the Heisenberg Laplacian. In Paper III we obtain sharp inequalities for the spectrum of the Dirichlet problem in (2n + 1)-dimensional domains of finite measure. Let λk and μk denote the eigenvalues of the Dirichlet and Neumann problems, respectively, in a domain of finite measure. N. D. Filonov has proved that the inequality μk+1 < λk holds for the Euclidean Laplacian. In Paper IV we extend his result to the Heisenberg Laplacian in three-dimensional domains which fulfil certain geometric conditions. / QC 20100712