Mean field theory has raised a lot of interest in the recent years (see in particular the results of Lasry-Lions in 2006 and 2007, of Gueant-Lasry-Lions in 2011, of Huang-Caines-Malham in 2007 and many others). There are a lot of applications. In general, the applications concern approximating an infinite number of players with common behavior by a representative agent. This agent has to solve a control problem perturbed by a field equation, representing in some way the behavior of the average infinite number of agents. This approach does not lead easily to the problems of Nash equilibrium for a finite number of players, perturbed by field equations, unless one considers averaging within different groups, which has not been done in the literature, and seems quite challenging. In this paper, the authors approach similar problems with a different motivation which makes sense for control and also for differential games. Thus the systems of nonlinear partial differential equations with mean field terms, which have not been addressed in the literature so far, are considered here.

The Richards equation models the water flow in a partially saturated underground porous medium under the surface. When it rains on the surface, boundary conditions of Signorini type must be considered on this part of the boundary. The authors first study this problem which results into a variational inequality and then propose a discretization by an implicit Euler’s scheme in time and finite elements in space. The convergence of this discretization leads to the well-posedness of the problem.

Making use of the periodic unfolding method, the authors give an elementary proof for the periodic homogenization of the elastic torsion problem of an infinite — dimensional rod with a multiply-connected cross section as well as for the general electroconductivity problem in the presence of many perfect conductors (arising in resistivity well-logging). Both problems fall into the general setting of equi-valued surfaces with corresponding assigned total fluxes. The unfolding method also gives a general corrector result for these problems.

The main goal of this article is to discuss the numerical solution to a nonlinear wave equation associated with the first of the celebrated Painlevé transcendent ordinary differential equations. In order to solve numerically the above equation, whose solutions blow up in finite time, the authors advocate a numerical methodology based on the Strang’s symmetrized operator-splitting scheme. With this approach, one can decouple nonlinearity and differential operators, leading to the alternate solution at every time step of the equation as follows: (i) The first Painlevé ordinary differential equation, (ii) a linear wave equation with a constant coefficient. Assuming that the space dimension is two, the authors consider a fully discrete variant of the above scheme, where the space-time discretization of the linear wave equation sub-steps is achieved via a Galerkin/finite element space approximation combined with a second order accurate centered time discretization scheme. To handle the nonlinear sub-steps, a second order accurate centered explicit time discretization scheme with adaptively variable time step is used, in order to follow accurately the fast dynamic of the solution before it blows up. The results of numerical experiments are presented for different coefficients and boundary conditions. They show that the above methodology is robust and describes fairly accurately the evolution of a rather “violent” phenomenon.

There is a need for very fast option pricers when the financial objects are modeled by complex systems of stochastic differential equations. Here the authors investigate option pricers based on mixed Monte-Carlo partial differential solvers for stochastic volatility models such as Heston’s. It is found that orders of magnitude in speed are gained on full Monte-Carlo algorithms by solving all equations but one by a Monte-Carlo method, and pricing the underlying asset by a partial differential equation with random coefficients, derived by Itô calculus. This strategy is investigated for vanilla options, barrier options and American options with stochastic volatilities and jumps optionally.

The purpose of this paper is to study the asymptotic behavior of the positive solutions of the problem $\partial _t u - \Delta u = au - b\left( x \right)u^p in \Omega \times \mathbb{R}^ + , u(0) = u_0 , \left. {u(t)} \right|_{\partial \Omega } = 0,$ as p → + ∞, where Ω is a bounded domain, and b(x) is a nonnegative function. The authors deduce that the limiting configuration solves a parabolic obstacle problem, and afterwards fully describe its long time behavior.

In the recent biomechanical theory of cancer growth, solid tumors are considered as liquid-like materials comprising elastic components. In this fluid mechanical view, the expansion ability of a solid tumor into a host tissue is mainly driven by either the cell diffusion constant or the cell division rate, with the latter depending on the local cell density (contact inhibition) or/and on the mechanical stress in the tumor.

For the two by two degenerate parabolic/elliptic reaction-diffusion system that results from this modeling, the authors prove that there are always traveling waves above a minimal speed, and analyse their shapes. They appear to be complex with composite shapes and discontinuities. Several small parameters allow for analytical solutions, and in particular, the incompressible cells limit is very singular and related to the Hele-Shaw equation. These singular traveling waves are recovered numerically.