Abstract.
We introduce a fully discrete scheme to solve a class of high-dimensional mean field games systems. Our approach couples semi-Lagrangian (SL) time discretizations with Tensor-Train (TT) decompositions to tame the curse of dimensionality. By reformulating the classical Hamilton–Jacobi–Bellman and Fokker–Planck equations as a sequence of advection–diffusion–reaction subproblems within a smoothed policy iteration, we construct both first and second order in time SL schemes. The TT format and appropriate quadrature rules reduce storage and computational cost from exponential to polynomial in the dimension. Numerical experiments demonstrate that our TT-accelerated SL methods achieve their theoretical convergence rates, exhibit modest growth in memory usage and runtime with dimension, and significantly outperform grid-based SL in accuracy per CPU-second.
Time-evolving networks, or temporal networks, play a crucial role in modeling dynamic interactions across various domains, including biology, social sciences, and information technology. Unlike static networks, these systems undergo continuous changes in topology and edge weights, influencing processes such as information flow, transportation efficiency, and neural activity. Understanding and controlling these networks are essential for predicting future behavior and optimizing dynamic processes. This work focuses on the problem of dynamic centrality, a measure of node importance in time-dependent networks. Specifically, we address how to steer network centrality to a desired state by making minimal modifications to the network structure. This problem is formulated as an optimal control problem for an ordinary differential equation, either matrix- or vector-based, where the control acts on network edges. The proposed framework generalizes centrality control problems studied in static networks and leverages the Pontryagin Maximum Principle for efficient solutions. For large-scale problems, the required matrix-function actions are approximated by Krylov-type techniques, avoiding the explicit formation of dense matrix functions. Numerical experiments on synthetic and real temporal networks show that the proposed framework can effectively steer receive centrality under prescribed control constraints.