cert-machine · report · the record is re-derived at every build

The maximal value function, drawn

Gomes and Üçer prove that in a first-order mean-field game the value function is decided only where the density lives. Off the support it is one member of a set of subsolutions, and among them exactly one is maximal. Their paper carries no example, so this page builds one: a crowd whose support shrinks under a terminal cost, in closed form, with a vacuum around it. The pair is verified cell by cell as a solution; the maximal value function is enclosed on every vacuum cell; the parabolic solution is drawn dotted beneath it; and the gap between the two is proved positive on most of the vacuum. Where the arithmetic cannot decide, the cell says so.

tl;dr
  • The finding. On a 32 × 96 cell cylinder, 1842 support cells carry u* = u by Theorem 1.8, 1150 vacuum cells carry an enclosure of u* (388 of them tight, the free Hopf–Lax path proved clear of the crowd), and 80 cells on the moving boundary are refused. The gap u* − u is proved positive on 786 vacuum cells and reaches 0.731.
  • The mechanism. The instance is explicit through r = 2 sin²θ. The pair is checked by interval residuals; the maximal solution is bracketed between the free Hopf–Lax value (a rigorous branch-and-bound over the endpoint) and the cheapest path proved clear of the support, with every surviving minimiser's straight path tested against the shrinking crowd in intervals.
  • Check it. node instruments/maxval/battery.js (18 checks, 5 red controls, about 20 s) re-derives the record and compares it byte for byte.
support cells
1842
u* = u there, by their theorem; the pair verified by residuals enclosing 0
vacuum cells
1150
u* enclosed on every one; 388 tight, the rest a bracket
refused
80
the cells the moving boundary passes through — a budget, not a defect
gap proved
786 cells
u* > u strictly; the room in which the other value functions live; max 0.731
the horizon
T = 1.5621
√(2/3)(π/3 + √3/2), enclosed to 4.4e-15; r shrinks from 2 to 3/2
falsifiers
MUST REFUSE
a flipped coupling sign, a flipped velocity sign, a diving path, a lazy branch-and-bound, a forged u*
§1 · the theorem

Decided where the crowd is, chosen where it is not

Gomes and Üçer study first-order time-dependent mean-field games with local coupling by monotone operators in Banach spaces:

−u_t + H(t, x, Du, m) = 0, m_t − div(m D_pH) = 0, m(0) = m₀, u(T) = u_T

Their Theorem 1.8 is about structure. Fix a density m for which value functions exist. Among all admissible subsolutions of the Hamilton–Jacobi inequality there is a unique maximal one, u*, and the MFG value functions are exactly the subsolutions that equal u* wherever m > 0 and, at t = 0, wherever m₀ > 0. Off the support, a value function is one member of a set. In this machine's grammar that is the CHOSEN standing, and u* is the DECIDED one.

The paper proves this in every dimension, for non-separable Hamiltonians with power growth, and carries no example. This page builds one.

§2 · the instance

A crowd that shrinks, in closed form

On the circle of length 6 take H = ½p² − m (their Example 2.7 with H₀ = ½p², f(m) = m, g = 0; Assumptions 1⁺ and 2–7A hold). Look for a parabolic bump of density with a self-similar velocity:

m(t, x) = ( A(t) − B(t) x² )₊, |x| < r(t); u(t, x) = a(t) x² + b(t)

The transport equation forces the velocity −u_x = (ṙ/r) x and, with mass one, A = 3/(4r), B = 3/(4r³). The Hamilton–Jacobi equation on the support then forces one ordinary differential equation, r̈ = −3/(2r²): the crowd contracts. Starting at rest with r(0) = 2, the energy integral is ṙ² = 3(2 − r)/(2r), and the substitution r = 2 sin²θ makes everything elementary:

t(θ) = √(2/3)(π − 2θ + sin 2θ), a = √(3/2) cos θ / (4 sin³θ), A = 3/(8 sin²θ), B = 3/(32 sin⁶θ), b = √(3/2)(θ − π/3)

with θ running from π/2 down to π/3, so r(T) = 3/2 and T = √(2/3)(π/3 + √3/2) ≈ 1.5621. What pulls the crowd inward is the terminal cost: u_T = a(T) φ(x), a parabola out to |x| = 9/4 and a C¹ cap beyond it so that u_T is periodic. Off the support the same u = aφ + b is a strict subsolution — on the parabola because A − Bx² < 0 past r, on the cap because φ′ ≤ 2ρ₀ and φ ≥ ρ₀² give A − Bρ₀² < 0. So (m, u) is an MFG solution in the sense of their Definition 1.1, with a vacuum, and u is one member of U(m).

§3 · the certificates

The pair, the maximal one, and the gap

  • The pair. On every support cell the HJ residual −u_t + ½u_x² − m and the transport residual m_t − (m u_x)_x are evaluated in intervals and must enclose zero; on every vacuum cell the strict subsolution inequality is decided by a corner bound (the identity A − Bx² is monotone in |x| and in r, so its supremum over a cell sits at a corner and is evaluated there, where the raw interval evaluation would have refused); u(T) = u_T because b(T) is enclosed at zero.
  • The maximal one. For continuous bounded m the maximal subsolution is the value of the control problem with running cost ½|ẋ|² + m and terminal cost u_T — the classical identification, assumed and cited. Since m ≥ 0, the free Hopf–Lax value min_y [d(x,y)²/(2(T − t)) + u_T(y)] is a lower bound, computed by a rigorous branch-and-bound over y. The cheapest path proved clear of the crowd is an upper bound: the resting path always is, because the support only shrinks; a surviving minimiser's straight path is, when sixteen interval checks along it stay outside r(s). Where every minimiser is clear the bracket closes and u* = HL exactly.
  • The gap. Maximality says u* ≥ u. On every decided cell the upper end of u* must clear the lower end of u, and it does; on 786 cells the lower end of u* clears the upper end of u, which proves the gap positive there. That gap is the space Theorem 1.8 leaves for the other members of U(m).
0 0.5 1 1.5 -3 -2 -1 0 1 2 3 x on the circle of length 6 time t (T ≈ 1.562) m = 0 m = 0 support: u* = u by Theorem 1.8 (decided) vacuum, tight: u* = the free Hopf–Lax value, every minimising path clear (decided) vacuum, bracket: u* between Hopf–Lax and the cheapest clear path (decided, wider) refused: the cell meets the moving boundary of the support
Figure 1 · The space–time cylinder, cell by cell. The central band is the support, where u* = u by the theorem; the dashed curves are r(t); the seam of hatched cells is where the moving boundary crosses a cell at this budget. Outside, every cell is decided: tight where the free path is clear, a wider bracket where the free minimiser would dive into the crowd and only a clear path bounds it from above.
§4 · drawn

Three times, two value functions

At each time the shaded band is the support. Inside it the two functions are the same function. Outside it the dotted parabola is u, one admissible value function; the solid bracket is where u* lives. Early on, the bracket is wide far from the crowd: a free path from there has time to dive into the crowd, so the free value is only a lower bound and the resting path only an upper one. Near the horizon the bracket collapses and u* is the Hopf–Lax value.

0.5 1.4 -3 -2 -1 0 1 2 3 x value at t ∈ [0.000, 0.049) u* enclosed (decided; solid edges are the bracket) u, the parabolic member of U(m) (CHOSEN: one of many off the support) the support of m
Figure 2 · t ∈ [0.000, 0.049). The gap is largest here, and so is the bracket. The sawtooth in the vacuum is the upper bound switching between two clear paths, the resting one and a straight one, cell by cell; both are rigorous and the smaller is taken.
0.2 1.7 -3 -2 -1 0 1 2 3 x value at t ∈ [0.781, 0.830) u* enclosed (decided; solid edges are the bracket) u, the parabolic member of U(m) (CHOSEN: one of many off the support) the support of m
Figure 3 · t ∈ [0.781, 0.830). The support has narrowed toward 3/2.
-0.1 1.8 -3 -2 -1 0 1 2 3 x value at t ∈ [1.513, 1.562) u* enclosed (decided; solid edges are the bracket) u, the parabolic member of U(m) (CHOSEN: one of many off the support) the support of m
Figure 4 · t ∈ [1.513, 1.562). Just before the horizon: u* is decided almost everywhere and meets u at the support's edge.
§5 · the honest boundary

What is claimed, and what is not

  • Claimed. The explicit pair is an MFG solution with a vacuum, verified cell by cell; the maximal value function is enclosed on every vacuum cell and equals u on the support; the gap is positive where proved.
  • Assumed, and cited. That the maximal subsolution of Theorem 1.8 is the control value (the viscosity solution) for this Lipschitz density — classical, and the paper itself lists the general characterisation as open.
  • Ours, and said so. The instance. The paper has no worked example; the contracting parabolic bump is the first-order analogue of the parabolic profiles of gas dynamics and is used, not claimed. The literature gate is instruments/maxval/FINDINGS_LIT.md.
  • Refused. The 80 cells the moving boundary passes through. A finer grid shrinks them; nothing about them is claimed.
§6 · check it

Twenty seconds on your machine

node instruments/maxval/battery.js     # re-derives the record, 18 checks, 5 red controls
node instruments/maxval/run.js --check  # the record, re-derived and compared byte for byte

The record is certs/maxval-cylinder.json: every cell's standing, u, u*, gap and m, plus the closed forms and the code's sha256.

references

Sources

  • Diogo Gomes, Melih Üçer, Existence and Structure for First-Order Time-Dependent Mean-Field Games with Local Couplings, arXiv:2606.28378 (2026) — Definitions 1.1 and 1.7, Theorem 1.8, Corollary 1.9, Example 2.7.
  • M. Bardi, I. Capuzzo-Dolcetta, Optimal Control and Viscosity Solutions of Hamilton–Jacobi–Bellman Equations, Birkhäuser 1997 — the maximal subsolution as the value function.
  • The grammar: design/grammar.js on this site — DECIDED, COMPUTED, CHOSEN, REFUSED, as stroke.