Ferreira, Gomes and Üçer prove that stationary first-order mean-field games have solutions by casting the system as a monotone operator on a Banach space and adding a small p-Laplacian to make it coercive; the regularization is then sent to zero. The proof needs the ε. Does the solution? On the one-dimensional game with a quadratic Hamiltonian and a cosine potential this page encloses every regularized equilibrium and the unregularized one, cell by cell across an atlas in the potential's amplitude and the regularization's strength, and decides the distance between them. The unregularized game certifies as readily as any regularized one and further than the strongly regularized ones, because after the density is eliminated the game is a second-order elliptic equation for the value function wherever the density is positive. The regularization was for the proof.
The paper's Problem 1 on the torus, with the power-growth Hamiltonian H = |p|²/2 − m and a discount, reads
Its regularized operator (3.1) adds, in the transport slot, ε times the γ̄-Laplacian of u and the γ̄-power of u with γ̄ = α(β + 1)/β; for α = 2, β = 1 that is γ̄ = 4, so the added terms are ε(u′³)′ and ε u³ — polynomial. The first equation gives m outright, and the second becomes one scalar equation for u:
Its linearization at ū is a Sturm–Liouville operator, −(c h′)′ + e h, with c = m̄ + (1 + 3ε)ū′² and e = 1 − ū″ + 3εū². The coefficient c is at least the density. Wherever m > 0 the operator is elliptic — at ε = 0 as at ε > 0 — and that is the whole reason the page can certify the unregularized game with the same instrument: the first-order game, after eliminating its density, is a second-order elliptic equation in disguise. The paper's ε is what makes the abstract operator coercive on the Banach space where existence is proved; it is not what makes the equation solvable.
For every amplitude A from 0 to 0.9 and every ε in {0, 0.01, 0.1, 0.3, 1}, a Galerkin candidate with N = 24 to 40 cosine modes is found by Newton continuation from the constant solution, and a radii polynomial in the space X_2 = {u : Σ|u_k|(1 + k)²ν^k < ∞}, ν = 1.05, is asked to close a ball about it. The approximate inverse is the dense inverse of the Galerkin Jacobian on the first N modes and the diagonal 1/(c₀(2πk)² + e₀) beyond; Z1 is computed column by column to six times N and bounded analytically past that; Z2 comes from the algebra property of the weighted norm. A zero of F in X_2 is twice differentiable with an analytic Fourier series — a classical solution — and the density is certified positive on the whole ball, so it is a strong solution in the paper's sense with m bounded away from zero.
| ε | proved to A = | refused from A = | the first refusal, by name | m floor, last proved (certified) | min m, first refused (float) |
|---|---|---|---|---|---|
| 0 | 0.7 | 0.8 | Z1 = 1.219 ≥ 1 (worst explicit column; tail 0.807) | 0.320 | 0.225 |
| 0.01 | 0.7 | 0.8 | Z1 = 1.244 ≥ 1 (worst explicit column; tail 0.815) | 0.311 | 0.216 |
| 0.1 | 0.6 | 0.7 | Z1 = 1.089 ≥ 1 (worst explicit column; tail 0.767) | 0.341 | 0.245 |
| 0.3 | 0.5 | 0.6 | Z1 = 0.997, so near 1 that no radius closes | 0.346 | 0.251 |
| 1 | 0.4 | 0.5 | Z1 = 1.030 ≥ 1 (worst explicit column; tail 0.748) | 0.299 | 0.204 |
Every refusal is the same refusal: Z1, the norm of I − A·DF(ū), reaches 1. It is the tail's doing. A diagonal approximate inverse beyond N is right when the principal coefficient c is nearly constant and wrong in proportion to its variation, and c = m + (1 + 3ε)u′² varies more as A grows (m follows −V) and as ε grows (the 4-Laplacian weights u′² three times more). So the frontier moves left with ε: the regularization that gives the paper its coercivity takes contraction from the certificate. The density is nowhere near zero at the frontier — the certified floor at the last proved cell of ε = 0 is 0.320, and the float candidate at the first refused cell still has min m = 0.225. The void of this atlas is the certificate's boundary, not the equation's; the two would only coincide where m reaches zero, which is where the paper's strong solutions stop being classical, and that is beyond the map.
Where a regularized cell and its unregularized neighbour are both proved, the distance ‖u_ε − u_0‖_2 is decided: the norm of the difference of the two candidates, exactly, plus or minus the two radii. At A = 0 the solutions are constants — u_ε is the real root of εu³ + u = 1 — and the distance is 1 − u_ε, which the battery holds against the cubic. At every amplitude the distance grows with ε, equals about ε at ε = 0.01, and is a third of ε at ε = 1: the regularized game is a first-order perturbation of the unregularized one in this norm, and the perturbation saturates because the cubic term is bounded. The paper passes ε → 0 by compactness; here the limit is watched.
| A | ε = 0.01 | ε = 0.1 | ε = 0.3 | ε = 1 |
|---|---|---|---|---|
| 0 | [9.7115e-3, 9.7115e-3] | [7.8301e-2, 7.8301e-2] | [1.7095e-1, 1.7095e-1] | [3.1767e-1, 3.1767e-1] |
| 0.1 | [9.8152e-3, 9.8152e-3] | [7.9193e-2, 7.9193e-2] | [1.7308e-1, 1.7308e-1] | [3.2231e-1, 3.2231e-1] |
| 0.2 | [9.9527e-3, 9.9527e-3] | [8.0393e-2, 8.0393e-2] | [1.7602e-1, 1.7602e-1] | [3.2900e-1, 3.2900e-1] |
| 0.3 | [1.0146e-2, 1.0146e-2] | [8.2107e-2, 8.2107e-2] | [1.8034e-1, 1.8034e-1] | [3.3950e-1, 3.3950e-1] |
| 0.4 | [1.0434e-2, 1.0434e-2] | [8.4723e-2, 8.4723e-2] | [1.8719e-1, 1.8719e-1] | [3.5779e-1, 3.5779e-1] |
| 0.5 | [1.0896e-2, 1.0896e-2] | [8.9049e-2, 8.9049e-2] | [1.9914e-1, 1.9914e-1] | UNDECIDED |
| 0.6 | [1.1713e-2, 1.1713e-2] | [9.7017e-2, 9.7017e-2] | UNDECIDED | UNDECIDED |
| 0.7 | [1.3368e-2, 1.3368e-2] | UNDECIDED | UNDECIDED | UNDECIDED |
| 0.8 | UNDECIDED | UNDECIDED | UNDECIDED | UNDECIDED |
| 0.9 | UNDECIDED | UNDECIDED | UNDECIDED | UNDECIDED |
node instruments/regatlas/battery.js # 17 checks, 5 red controls: the atlas re-derived, the cubic at A = 0, finite differences, the frontier node instruments/regatlas/run.js --check # the record, re-derived and compared byte for byte
The kernel is instruments/regatlas/kernel.js, with derive.js; the record is certs/regatlas.json.