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The paper presents a computational algorithm for solving an optimal control problem formulated in terms of mean-field game theory. The equilibrium of the mean field leads to a coupled system of two parabolic partial differential equations: Fokker-Plank-Kolmogorov and Hamilton-Jacobi-Bellman ones. We extend the conventional model by incorporating a mechanism for external (crisis) influence on the behavior of agents. The article is devoted to the discrete approximation of such a differential statement. The constructed algorithm is implemented to the task of heating insulation of houses. [ABSTRACT FROM AUTHOR]

The paper presents a new mathematical model of the convection-diffusion process with 'memory along the flow path'. It is described by one-dimensional initial-boundary value problem with a fractional derivative along the characteristic curve of convection operator. The constructed model satisfies the local and global conservation laws. The finite-difference approximation of the problem is constructed on the base of Lagrange approach. The stability and discrete conservation laws are proven for algorithmic realization of this approximation. [ABSTRACT FROM AUTHOR]

We present the semi-Lagrangian approximation of transfer operator for three-dimensional convection-diffusion problem with corresponding initial and boundary conditions. This problem describes, for instance, a transfer of a substance with diffusion. To construct numerical method, we decompose operator of this equation into two parts. The first one is the transfer operator. The second part is the elliptic diffusion terms. To approximate the first part, we use conservative semi-Lagrangian approximation connecting two integrals of solution at neighboring time levels. To compute integral at the previous time level, we approximate integral domain by 48 tetrahedrons and interpolate solution by trilinear functions. The second part is approximated by conventional finite differences. Finally, we combine approximations of two parts to get a system of linear equations at each time level. Matrix of this system at each time level is the symmetric M-matrix. The proposed approximation has the first-order convergence that is confirmed by computational experiments. [ABSTRACT FROM AUTHOR]

The paper presents a computational scheme for solving economic problems formulated in terms of Mean Field Game theory. The equilibrium of the Mean Field leads to a coupled system of two parabolic partial differential equations: Fokker-Planck-Kolmogorov and Hamilton-Jacobi-Bellman ones. The article is devoted to the discrete approximation of these equations and the application of the Mean Field theory directly at the discrete level. Contrary to other studies, the monotonic algorithm constructed here is applicable to problem with more general control function. This algorithm is applied to the problem of heating insulation. [ABSTRACT FROM AUTHOR]

In the paper, we propose new biquadratic and bicubic Hermite elements on a rectangle. These elements involve the values of a function and its second-order derivatives as degrees of freedom. The proposed elements are more efficient than Lagrange elements of the same degree. Numerical results confirm the theoretical estimates of convergence. [ABSTRACT FROM AUTHOR]

In the paper, the semi-Lagrangian method is considered for the numerical solution of the advection problem. A numerical solution is constructed as a piecewise constant function on a rectangular grid. The proposed method is stable and gives an approximate solution with the first order of accuracy. To reduce the effect of smoothing an approximate solution because of numerical viscosity, a mesh refinement is applied in the vicinity of large gradients of the approximate solution. The localization of the smoothing effect is illustrated by a numerical example. In contrast to the traditional Eulerian schemes, semi-Lagrangian algorithms do not involve a time step restriction. [ABSTRACT FROM AUTHOR]

Computational aerodynamics is a key technology in aircraft design which is ahead of physical experiment and complements it. Of course all three components of computational modeling are actively developed: mathematical models of real aerodynamic processes, numerical algorithms, and high-performance computing. The most impressive progress has been made in the field of computing, though with a considerable complication of computer architecture. Numerical algorithms are developed more conservative. More precisely, they are offered and theoretically justified for more simple mathematical problems. Nevertheless, computational mathematics now has amassed a whole palette of numerical algorithms that can provide acceptable accuracy and interface between modern mathematical models in aerodynamics and high-performance computers. A significant step in this direction was the European Project ADIGMA whose positive experience will be used in International Project TRISTAM for further movement in the field of computational technologies for aerodynamics. This paper gives a general overview of objectives and approaches intended to use and a description of the recommended four-stage computer technology. [ABSTRACT FROM AUTHOR]