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The paper presents a computational algorithm for solving problems formulated in terms of Mean Field Game theory with restriction on the control resource. The Mean Field equilibrium 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. In addition, contrary to other studies, the 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]

The paper presents a computational algorithm for solving the problem of pricing an American put-option described by the Black-Sholes equation. Firstly, two changes of variables are presented. First change is used to eliminate a discontinuity of solution derivatives. The second one transforms the equation on the domain with free boundary to the equation with an unknown coeffcient on a domain with fixed boundary. Secondly, the finite-difference approximation of the obtained equation is fulfilled including boundary condition at infinity. Finally, the computational algorithm is presented for solving discrete analogue of parabolic equation with iteration of the secant method at each time layer to found an unknown coeffcient with the help of the additional boundary condition. [ABSTRACT FROM AUTHOR]

The paper presents a computational algorithm for solving problems formulated in terms of Mean Field Game theory with diffusion expressed by fractional derivative. The Mean Field equilibrium leads to a coupled system of two parabolic partial differential equations: modified Fokker-Planck-Kolmogorov and Hamilton-Jacobi-Bellman equations with the highest derivative in space of fractional order less than 2. The article is devoted to the discrete approximation of these equations and the computational algorithm for solving discrete analogues. [ABSTRACT FROM AUTHOR]

In the paper, a mathematical model and a numerical algorithm are proposed for modeling the complex of phenomena which accompany the passage of a friable asteroid-comet body through the Earth's atmosphere: the material ablation, the dissociation of molecules, and the radiation. The proposed model is constructed on the basis of the Navier-Stokes equations for viscous heat-conducting gas with an additional equation for the motion and propagation of a friable lumpy-dust material in air. The energy equation is modified for the relation between two its kinds: the usual energy of the translation of molecules (which defines the temperature and pressure) and the combined energy of their rotation, oscillation, electronic excitation, dissociation, and radiation. For the mathematical model of atmosphere, the distribution of density, pressure, and temperature in height is taken as for the standard atmosphere. An asteroid-comet body is taken initially as a round body consisting of a friable lumpy-dust material with corresponding density and significant viscosity which far exceed those for the atmosphere gas. A numerical algorithm is proposed for solving the initial-boundary problem for the extended system of Navier-Stokes equations. The algorithm is the combination of the semi-Lagrangian approximation for Lagrange transport derivatives and the conforming finite element method for other terms. The implementation of these approaches is illustrated by a numerical example. [ABSTRACT FROM AUTHOR]