Seminários de métodos numéricos

Resumo:  We apply a monotonicity-based numerical method to a time-dependent Mean Field Games (MFGs) price formation model. This model is governed by a coupled system of Hamilton-Jacobi and transport equations and a market-clearing condition. We design an iterative algorithm and test it in various problems with a convex Hamiltonian. This method provides a framework for computing price dynamics in large-scale economic systems, with potential applications in market modeling.