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