Existence and Blow-up Profiles of Ground States in Second Order Multi-population Mean-field Games Systems
Abstract
In this paper, we utilize the variational structure to study the existence and asymptotic profiles of ground states in multi-population ergodic Mean-field Games systems subject to some local couplings with mass critical exponents. Of concern the attractive and repulsive interactions, we impose some mild conditions on trapping potentials and firstly classify the existence of ground states in terms of intra-population and interaction coefficients. Next, as the intra-population and inter-population coefficients approach some critical values, we show the ground states blow up at one of global minima of potential functions and the corresponding profiles are captured by ground states to potential-free Mean-field Games systems for single population up to translations and rescalings. Moreover, under certain types of potential functions, we establish the refined blow-up profiles of corresponding ground states. In particular, we show that the ground states concentrate at the flattest global minima of potentials.
2020 MSC: 35Q89
(35A15)
Keywords: Multi-population Mean-field Games Systems; Variational Approaches; Constrained
Minimization; Blow-up Solutions
1 Introduction
Mean-field Games systems are proposed to describe decision-making among a huge number of indistinguishable rational agents. In real world, various problems involve numerous interacting players, which causes theoretical analysis and even numerical study become impractical. To overcome this issue, Huang et al. [17] and Lasry et al. [18] borrowed the ideas arising from particle physics and introduced Mean-field Games theories and systems independently. For their rich applications in economics, finance, management, etc, we refer the readers to [14].
Focusing on the derivation of Mean-field Games systems, we assume that the -th agent with satisfies the following controlled stochastic differential equation (SDE):
where is the initial state, denotes the controlled velocity and represent the independent Brownian motion. Suppose all agents are indistinguishable and minimize the following average cost:
(1.1) |
where is the Lagrangian, describes the spatial preference and function depends on the population density. By applying the standard dynamic programming principle, the coupled PDE system consisting of Hamilton–Jacobi–Bellman equation and Fokker-Planck equation is formulated, in which the second equation characterize the distribution of the population. The crucial assumption here is all agents are homogeneous and minimize the same cost (1.1). Whereas, in some scenarios, the game processes involve several classes of players with distinct objectives and constraints. Correspondingly, the distributions of games can not be modelled by classical Mean-field Games systems. Motivated by this, multi-population Mean-field Games systems were proposed and the derivations of multi-population stationary problems used to describe Nash equilibria are shown in [13]. For some relevant results of the study of multi-population Mean-field Games systems, we refer the readers to [16, 21, 9, 5, 7]. We also mention that some general theories for the study of Mean-field Games systems can be found in [2, 4, 15, 1]. Recently, with the consideration of a common noise, some researchers established the extended mean-field games systems and discussed some properties such as well-posedness [19, 6].
The objective of this paper is to study the following stationary two-population second order Mean-field Games system:
(1.7) |
where is a Hamiltonian, represents the population density, denotes the value function and is the coupling. Here , are potential functions and denotes the Lagrange multiplier. In particular, Hamiltonian is in general chosen as
(1.8) |
In light of the definition, the corresponding Lagrangian is given by
From the viewpoint of variational methods, the single population counterpart of (1.7) has been studied intensively when the coupling is local and satisfies with constant , see [8, 11, 12]. In detail, there exists a mass critical exponent such that only when , the stationary problem admits ground states for any . Moreover, when one can find such that the stationary Mean-field Games system has ground states only for [12]. In this paper, we shall extend the above results into two-species stationary Mean-field Games system (1.7). Similarly as in [12], we consider the mass critical exponent case and define
(1.9) |
where , and measure the strengths of intra-population and inter-population interactions, respectively. We shall employ the variational approach to classify the existence of ground states and analyze their asymptotic profiles to (1.7) in terms of , and Noting the forms of nonlinearities shown in (1.9), we assume here and in the sequel for our analysis; otherwise the strong singularities might cause difficulties for finding ground states to (1.7) while taking limits. It is an intriguing but challenging problem to explore the existence of global minimizers in the case of
By employing the variational methods, the existence of ground states to (1.7) is associated with the following constrained minimization problem:
(1.10) |
where
(1.11) |
and with
(1.12) |
for . Due to the technical restriction of our analysis, we impose the following assumptions on potential functions with :
-
(H1).
(1.13) -
(H2).
(1.14)
Similarly as shown in [12], the existence of ground states to (1.7) has a strong connection with the following minimization problem for the single species potential-free Mean-field Games System:
(1.15) |
where
We would like to point out that it was shown in Theorem 1.2 [12] that problem (1.15) is attainable and admits at least a minimizer satisfying
(1.19) |
where is some constant. As a consequence, the following Gagliardo-Nirenberg type’s inequality holds:
(1.20) |
where . With the aid of (1.20), we shall establish several results for the existence and non-existence of global minimizers to (1.7) and further study the blow-up behaviors of ground states in terms of , and defined in (1.9). We emphasize that , represent the self-focusing of the -th component and denotes the attractive interaction, while represents the repulsive interaction.
In the next subsection, we shall first state our existence results for attractive and repulsive interactions then discuss the corresponding blow-up profiles results.
1.1 Main Results
Theorem 1.1.
Theorem 1.1 indicates that when the self-focusing cofficients , are small and the interaction is repulsive, or attractive but with the weak effect, problem (1.10) admits minimizers and correspondingly, there exist classical solutions to (1.26). Whereas, if the self-focusing effects and the attractive interaction are strong, problem (1.10) does not have any minimizer. In fact, there are some gap regions for the existence results shown in Theorem 1.1 since we have and the equality holds only when . It is also an interesting problem to explore the case of , and .
Of concern one borderline case with shown in Theorem 1.1, we further obtain
Theorem 1.2.
Theorem 1.2 demonstrates that when the self-focusing effects are subcritical but the attractive interaction is strong and under critical case, there is no minimizer to problem (1.10). Besides the borderline case discussed in Theorem 1.2, we also study the case of for or and obtain
Theorem 1.3.
Remark 1.1.
Theorem 1.3 shows that if one of self-focusing coefficients are critical, system (1.7) does not admit the ground state. We next summarize results for the study of blow-up profiles of ground states in some singular limits, in which two cases are concerned: attractive interactions with and repulsive ones with . Before stating our results, we give some preliminary notations. Define
(1.28) |
For any , we denote
(1.29) |
with
(1.30) |
The following two theorems address the attractive case with and , which are
Theorem 1.4.
Assume that satisfies (1.13), (1.14) and . Let , , be a minimizer of with and be a solution of (1.26). Define then as , we have for
(1.31) |
(1.32) |
(1.33) |
and
(1.34) |
Moreover, define
(1.35) |
Let , be one global minimal point of and , be one global maximal point of . Then we have up to a subsequence s.t. and
moreover, we find
(1.36) |
and
(1.37) |
In addition, let
(1.38) |
then there exist , , and such that
(1.39) |
In particular, is a minimizer of problem (1.15) and solves
(1.43) |
Theorem 1.4 implies that as , there are concentration phenomena in the multi-population Mean-field Games system (1.7) with attractive interactions under the mass critical exponent case. In addition, the basic blow-up profiles of ground states are given in Theorem 1.4. Moreover, by imposing the local polynomial expansion on potential functions, we obtain the following results of refined blow-up profiles:
Theorem 1.5.
Next, we discuss the blow-up profiles of ground states to (1.7) under repulsive interactions. We remark that on one hand, one has shown in Theorem 1.1 that (1.7) admits ground states when and on the other hand, Theorem 1.3 indicates that (1.10) does not have any minimizer when and . Similarly as discussed in the proof of Theorem 1.4, we investigate the concentration phenomena in (1.7) with repulsive interactions and obtain
Theorem 1.6.
Assume that with satisfy (H1) and (H2) given by (1.13) and (1.14), respectively. Suppose
(1.52) |
where and are given by (1.28). Let , , be a minimizer of with and be a solution of (1.26). Define then we have as ,
(1.53) |
(1.54) |
and
(1.55) |
(1.56) |
Moreover, define
Let , be a global minimum point of and
(1.57) |
then there exist with such that
(1.58) |
In particular, , both solve system (1.43).
Remark 1.2.
Theorem 1.6 indicates that when the interaction is repulsive, there are concentration phenomena within system (1.7) in some singular limit of parameters , and . Moreover, similarly as the conclusion shown in Theorem 1.5, we explore the refined blow-up profiles and obtain
Theorem 1.7.
Assume all conditions in Theorem 1.6 hold. Suppose that each , has only one global minimum point with and there exist , and such that
(1.59) |
Define for
(1.60) |
Let be a minimizer of (1.10) and be defined as (1.57). Then we have
(1.61) |
where and , are given by (1.58) and (1.29), respectively. Moreover, the following asymptotics hold as ,
Remark 1.3.
In Theorem 1.7, we discuss the refined blow-up profiles of ground states when the interaction coefficient is non-positive under some technical assumption (1.60). We would like to remark that this condition is technical and could be improved if the refined decay estimate of population density is given. In fact, the improved condition will be exhibited in Section 5.
The rest of this paper is organized as follows: In Section 2, we give some preliminary results for the existence and properties of the solutions to Hamilton-Jacobi equations and Fokker-Planck equations, which are used to investigate the existence and blow-up behaviors of minimizers to problem (1.10) . Section 3 is devoted to the exploration of the effect of the potentials and coefficients on the existence of minimizers. Correspondingly, the proof of Theorems 1.1-1.3 will be finished. In Section 4, we perform the blow-up analysis of minimizers under the case of attractive interactions , and show the conclusions of Theorem 1.4 and Theorem 1.5. Finally, in Section 5, we focus on the asymptotic profiles of ground states with and complete the proof of Theorem 1.6 and Theorem 1.7.
2 Preliminary Results
In this section, we collect some preliminaries for the existence and regularities of solutions to Hamilton-Jacobi equations and Fokker-Planck equations, respectively. Furthermore, some useful equalities and estimates satisfied by the solution to the single population Mean-field Games system will be listed.
2.1 Hamilton-Jacobi Equations
Consider the following second order Hamilton-Jacobi equations:
(2.1) |
where is fixed, is a given positive constant independent of and denote the solutions to (2.1). For the gradient estimates of , we find
Lemma 2.1.
Suppose that satisfies , , and the potential functions with satisfy as and sufficiently large such that
where the positive constants , , , and are independent of . Let be a sequence of solutions to (2.1). Then, for all ,
where constant depends on , , , , , and
In particular, if there exist and independent of such that following conditions hold on
(2.2) |
then we have
where constant depends on , , , , , and
Proof.
For the lower bound of , we have
Lemma 2.2 (C.f. Lemma 3.2 in [12]).
Suppose all conditions in Lemma 2.1 hold. Let be a family of solutions and assume that are bounded from below uniformly. Then there exist positive constants and independent of such that
(2.3) |
In particular, if the following conditions hold on
(2.4) |
where constants and are independent of then we have
(2.5) |
If in (2.4) and there exist and independent of such that
then (2.5) also holds.
The existence result of the classical solution to (2.1) is summarized as
Lemma 2.3 (C.f. Lemma 3.3 in [12]).
Suppose are locally Hölder continuous and bounded from below uniformly in . Define
Then
-
(i).
are finite for every and (2.1) admits a solution with and being bounded from below (may not uniform in ). Moreover,
- (ii).
(iii). If satisfies (1.14), then there exist uniformly bounded from below classical solutions to problem (2.1) satisfying estimate (2.3).
2.2 Fokker-Planck Equations
Of concern the second order Fokker-Planck equation
(2.7) |
where is given and denotes the solution, we have the following results for the regularity:
Lemma 2.4.
Proof.
See the proof of Lemma 3.5 in [12]. ∎
Next, we state some useful identities satisfied by the single population Mean-field Games system. First of all, we have the exponential decay estimates of when some condition is imposed on the Lagrange multiplier, which is
Lemma 2.5 ( C.f. Proposition 5.3 in [8] ).
Assume . Let with bounded from below, and be the solution of the following Mean-field Games system
(2.10) |
where Then, we have there exist such that
3 Existence of ground states
In this section, we shall discuss the existence of ground states to system (1.7) under some conditions of coefficients with and . To this end, we first estimate the energy from below. Then, if the energy is shown to have some finite lower bound and the minimizers is proved to exist, we will find the existence of ground states to (1.7) by the standard duality argument. Before stating our main results for the existence of minimizers, we give some preliminary definitions, which are
(3.1) |
where is given by (1) and
(3.2) |
Concerning the existence of ground states in (1.7), we have
Lemma 3.1.
Proof.
(i). Invoking inequality (1.20) and condition (1.13) satisfied by with , we have for any ,
(3.3) |
where is given by (1). Then, letting with being a minimizing sequence of , one has from (3) and that
(3.4) |
and then
(3.5) |
Thanks to Lemma 2.4 and (3.5), one obtains as for ,
Moreover, by the compactly Sobolev embedding (C.f. Lemma 5.1 in [12]) and Fatou’s lemma, we find from (3.4) that
Then it follows that is a minimizer.
(ii). Let be given by (1.30). Since , by using Morrey’s embedding, the standard elliptic regularity and the maximum principle, one follows the idea shown in [3] then obtain for any , for all Next, we utilize some rescaled pair of to analyze the bound of from below.
Let and define
(3.6) |
From Lemma 2.5 and Lemma 2.6, we have that
(3.7) |
Combining (3.6) with (3.7), one finds
(3.8) |
and
(3.9) |
Then it follows from (3.2), (3.6), (3.8) and (3.9) that
(3.10) |
On the other hand, we choose
and apply Hölder’s inequality to get
(3.11) |
where is some constant. Upon collecting (3) and (3.11), we obtain if ,
Thus, Similarly, we find if then . Consequently, we have if any or , problem (1.10) does not have a minimizer.
It is left to study the case of . To this end, we compute and obtain
when This completes the proof.
∎
Lemma 3.1 states some existence results for the global minimizers to (1.10) under some conditions of , and . In particular, when intra-population and inter-population coefficients are all small, Lemma 3.1 implies there exists a minimizer to (1.10). Whereas, the existence of ground states to (1.7) can not be shown unless and are obtained. Hence, to finish the proof of Theorem 1.1, we establish the following lemma for the existence of the value function pair and Lagrange multipliers :
Lemma 3.2.
Let be a minimizer of with defined by (1), then there exist and such that solves
(3.16) |
Moreover, we have the following identities and estimates hold:
(3.17) |
and there exists a constant such that
(3.18) |
Proof.
To prove this lemma, we follow the approaches employed to show Proposition 3.4 in [8] and make slight modifications. Define admissible sets as
then we proceed the similar argument shown in the proof of Proposition 5.1 in [12] and obtain
(3.19) |
Next, we define
(3.20) |
where
and set
We have the fact that is a minimizer of in i.e.
(3.21) |
Now, we claim
(3.22) |
where is defined by (3.20). Indeed, we set
(3.23) |
where
and
For any , we define
and have the fact that . Thus, by using (3.21) and (3.23), we obtain
which implies
i.e.
(3.24) |
Next, we simplitfy (3.24). On one hand, by the convexity of in , we have
i.e.
(3.25) |
On the other hand, for sufficiently small, we have
(3.26) |
In addition, invoking (3.20) and (3.23), one can obtain
Upon substituting (3.25) and (3.26) into (3.24), we get
Hence,
which indicates that claim (3.22) holds.
Now, we prove
(3.27) |
In fact, by following the similar argument shown in the proof of Proposition 3.4 in [8], we define
and obtain
where . Invoking the convexity of and the linearity of , one has
which shows (3.27). Moreover, with the aid of Lemma 2.3, we have
(3.28) |
and there exists such that
(3.29) |
In particular, we have from Lemma 2.1 and Lemma 2.2 that (3.18) holds for .
Since , by Sobolev embedding, one obtains Then it follows from (3.18) and (3.29) that
Thus, . Combining (3.22) with (3), one finds (3.17) holds for i.e.
where we have used (3.20). Next, we shall show
First of all, (3.17) and (3.29) imply that
Then we take in (3.19) to get
(3.30) |
By using the definition of that
where Therefore, (3.30) indicates that
(3.31) |
Since is attained by when one has from (3.31) that
Thus, we obtain
Proceeding the similar argument shown above, we have (3.17) holds for and there exists such that
Finally, by the standard elliptic regularity, we find (3.16) holds in a classical sense. This completes the proof of this lemma. ∎
By summarizing Lemma 3.1 and Lemma 3.2, we are able to show conclusions stated in Theorem 1.1, which are
Proof of Theorem 1.1:
Proof.
For Conclusion (i), we invoke Lemma 3.1 to get there exists a minimizer to (1.10). Moreover, Lemma 3.2 implies there exist and such that solves (1.26). By standard regularity arguments, we have from Lemma 2.4 that
which completes the proof of this conclusion. Conclusion (ii) is the straightforward corollary of Lemma 3.1. ∎
We next focus on the borderline case when shown in Theorem 1.1. In detail, we impose the extra assumption (1.27) on the potentials and investigate the conclusions shown in Theorem 1.2, which are
Proof of Theorem 1.2:
Proof.
In light of the assumption (1.27), we let be (3.6) with satisfying
Then for we compute to get
By invoking Lebesgue dominated theorem, we further obtain as
Proceeding the similar argument shown in the proof of Lemma 3.1, we get
(3.32) |
where as We take in (3.32) to obtain
(3.33) |
On the other hand, we rewrite (1) as
(3.34) |
Upon substituting and into (3), we deduce that
(3.35) |
Combining (3.33) with (3.35), one has
(3.36) |
Now, we argue by contradiction and assume that is a minimizer of (1.10) with and . Then we have
(3.37) |
In light of (3.36), one finds from (3) that in which implies each , is a minimizer of problem (1.15). In addition, indicates that in Morever, one gets from that
which leads to a contradiction since for by using the compactly Sobolev embedding and the maximum principle as shown in [3]. ∎
For the existence of minimizers, we next consider the case of and show Theorem 1.3, which is
Proof of Theorem 1.3:
Proof.
We define the test solution-pair as
(3.38) |
where denotes a minimizer of (1.15) satisfying (1.19), , and constant will be determined later.
By using Lemma 2.6, we have
and
(3.39) |
We have the fact that
Hence, for large, if , one gets from Lemma 2.5 that
(3.40) |
where and are some constants. And if , then
(3.41) |
Combining (3.40) and (3.41), one finds from (3.39) that as ,
(3.42) |
where constant is chosen as In addition,
Noting that a.e. in , we obtain from (1.14) and Lemma 2.5 that when is large,
Thus, by Lebesgue dominated theorem, we further get
(3.43) |
Collecting (3.39), (3) and (3.43), one finds if and , then
where as Choose such that for , it then follows that
Moreover, by using (1.20) and , one has Therefore, we summarize to get Proceeding the same argument as shown in the proof of Theorem 1.2, we show there is no minimizer in case (i).
For case (ii), if one finds
where and are given by (3.1). Noting that this is the decoupled case, we have the fact that there is no minimizer as shown in [12].
If , taking in (3.38), we compute to get
(3.44) |
We choose such that then obtain
Thus, (3.44) implies
It follows that
Hence if , which indicates (1.10) has no minimizer.
∎
As shown in Theorem 1.1 and Theorem 1.2, we have obtained when all coefficients and are subcritical, (1.7) admits classical ground states; whereas, if are subcritical and is critical, then (1.10) has no minimizer. A natural question is the behaviors of ground states as . In fact, we can show there are concentration phenomena as coefficients approach critical ones. In the next section, we shall discuss the asymptotic profiles of ground states in the singular limits mentioned above.
4 Asymptotic Profiles of Ground States with
This section is devoted to the blow-up behaviors of ground states to (1.7) in some singular limits under the attractive interaction case. We proceed the proof of Theorem 1.4 as follows.
Proof of Theorem 1.4:
Proof.
First of all, we have from (3) that
(4.1) |
In light of (1.13) and (1.20), one finds , Moreover, assumption (1.13) implies Proceeding the same argument shown in the proof of Lemma 3.1, we use the test pair (3.6) and compute from (4) that
(4.2) |
We next prove (1.33) and argue by contradiction. Without loss of generality, we assume that
Then, it follows from (1.31), (1.32) and Lemma 2.4 that is uniformly bounded in Moreover, by compactly Sobolev embedding (C.f. Lemma 5.1 in [12]), one finds strongly in for By using the convexity of , we have
which implies is a minimizer of and it is a contradiction since we have showed that has no minimizer in Theorem 1.2.
Now, we find (1.33) holds and further obtain from (1.31) that for
Noting that as
one gets (1.34) holds.
Noting that satisfy (3.16), we have from the integration by parts that
(4.3) |
and
(4.4) |
Combining (4.3) with (4.4), one finds
(4.5) |
where we have used (1.31) and (1.32) as To further simplify (4), we use (1.32) to get
(4.6) |
By utilizing (1.31) and (1.35), one finds
(4.7) |
Collecting (4), (4) and (4.7), we have
(4.8) |
where given by (1.35). This implies that . Proceeding the similar argument shown above, one obtains from (1.34) that . Now, we substitute (1.38) into (3.16) and obtain
(4.14) |
Without loss of the generality, we assume
In light of (1.34), (1.35) and (1.38), one finds
Then it follows from Lemma 2.4 that for
(4.15) |
Invoking (1.32) and (1.35) , one finds for ,
(4.16) |
and
(4.17) |
By using the standard Sobolev embedding, we have from (4.15) and (4.17) that
(4.18) |
Moreover, by using the Morrey’s embedding with , one finds
(4.19) |
Recall that then we have . Moreover, by applying the maximum principle, one gets from the first equation of (4.14) and (4.19) that
In addition, noting (4.8) and , we have
Recall again we have from (4.17) that for there exists and such that
(4.20) |
Moreover, we utilize (4.16) and (4.20) to get up to a subsequence,
Combining (4.19) with (4.20), one also has
(4.21) |
Next, we study the regularity of the value function . To this end, we rewrite the -equation in (4.14) as
(4.22) |
For large enough, we have
where is independent of Then it follows from (4) and Sobolev embedding that
Since , we further have
By using the estimate, one gets
where is a constant depending on and Let then we obtain
for some Moreover, we rewrite (4) as
One further deduces from the standard estimate that
Then by the standard diagonal procedure and Arzelà-Ascoli theorem, we have from (4.14), (4.15), (4.18) and (4.19) that there exist and such that
(4.23) |
and satisfies
where we have used (4.8) and (4.21). In addition, by Lemma 2.6 and (1.20), one finds
(4.24) |
Thus, with the aid of (4.18), we obtain for , Moreover, (4.19) indicates
(4.25) |
Next, to prove (1.36), we first recall that . Then, we have from (4.14) and (1.38) that
which implies
(4.26) |
Combining (4.19) with (4.25), one can easily check that for
We next similarly show that there exist and such that
and satisfies (1.43), in which is a minimizer of (1.15). Indeed, we rewrite the -equation in (4.14) as
(4.27) |
Moreover, by Lemma 2.1, one has for any large enough,
(4.28) |
In light of we use (1.36) and (4.28) to get
Thus, thanks to (4.28), we find
(4.29) |
Upon collecting (4), (4.28) and (4.29), one obtains
Moreover, we similarly get satisfies (1.43), in which is a minimizer of (1.15). To finish the proof of (1.39), it remains to show that and , which can be obtained by following the argument shown in the proof of Theorem 2.4 in [18], Indeed, since and solve (1.43) with , we test the equation and equation against and and integrate them by parts, then subtract them to get a useful identity. With the aid of the strict convexity of , , one has the conclusion and then By fixing the same minimum points of and , we obtain
Theorem 1.4 demonstrates that under mild assumptions (1.13) and (1.14), ground states are localized as . We next present the proof of Theorem 1.5, which is for the refined asymptotic profiles of ground states. First of all, we establish the following upper bound of given by (1.10):
Lemma 4.1.
Under the assumptions of Theorem 1.5, we have as ,
(4.30) |
Proof.
From the definition of in (1.29), one can easily derive that, for any , there exist and such that
(4.31) |
Since is a minimizer of (1.15), we have from (1.15) and Lemma 2.6 that
(4.32) |
Let with given by (1.49), and define
(4.33) |
then one finds from (4.32) and (4.33) that
and
(4.34) |
Note from (1.49) that
(4.35) |
Combining (4.31), (4) with (4.35), one can get as ,
Finally, by taking in (1), we obtain
which indicates (4.30) since is arbitrary. ∎
Now, we are ready to prove Theorem 1.5, which is
Proof of Theorem 1.5:
Proof.
In light of (1.38), we compute
(4.36) |
where we redefine as here and in the sequel for simplicity. Noting that shown in Theorem 1.4, we find there exists some such that . Then, we rewrite the potential energy as
(4.37) |
where In addition, since , we obtain
where is defined in . Without loss of generality, we assume with and defined by (1.44).
Now, we claim that
(4.38) |
To show (4.38), we argue by contradiction and obtain either or up to a subsequence,
By using (4.37) and shown in Theorem 1.4, one deduces that for any large enough,
(4.39) |
Recall the definition of shown in (1.35) and the estimate of (1.32), then we find
(4.40) |
Thus, one finds
(4.41) |
In addition, in light of (1.34) and (1.35), one has
(4.42) |
and obtain from (4) that
(4.43) |
Upon substituting (4), (4) and (4.43), (4.42), one finds from (4) that
which is contradicted to Lemma 4.1. This completes the proof of claim (4.38). Hence, we obtain such that
We next show that satisfies (1.51). Since , it follows from Theorem 1.4 that
(4.44) |
where the last two inequalities hold if and only if one has (1.51). As a consequence, we deduce from (4) and (4.43) that
(4.45) |
where the equality in the second inequality holds if and only if
Combining the lower bound (4) with the upper bound (4.30), we find the equalities in (4) and (4) hold. As a consequence, we obtain (1.50) and (1.51) and finish the proof of this theorem. ∎
5 Asymptotic Profiles of Ground States with
In this section, we shall discuss the concentration phenomena within (1.7) under the repulsive case with Similarly as shown in Section 4, we first investigate the basic blow-up profiles of ground states with some assumptions imposed on the potentials, which is summarized as Theorem 1.6. Then, we investigate the refined blow-up profiles shown in Theorem 1.7 when potentials satisfy local polynomial expansions.
Proof of Theorem 1.6:
Proof.
As shown in the proof of Theorem 1.1, we have proved that when ,
(5.1) |
In addition, one obtains from (1.20) that
where are given by (3.2). Moreover, noting that defined by (1) can be written as
Next, we shall prove (1.56) and argue by contradiction. Assume that
then it follows from (1.20) that
Therefore, we deduce from (1.53) that
This implies that is a is a bounded minimizing sequence of given by (3.1) and its limit is a minimizer of . This is a contradiction to the fact that does not admit any minimizer as shown in [12]. Hence, one finds (1.56) holds.
Let
Recall that is a minimizer and by using Lemma 3.2, one has for ,
which implies
(5.2) |
Since is bounded from below, we have as Thus, there exist , such that
By using (1.57) and (3.16), we find satisfies
(5.7) |
Then by applying the maximum principle on (5.7), one finds for and that
Noting that , and with , we further have from (5.2) when
(5.8) |
where is a constant. Invoking (1.55) and (1.56), we obtain
(5.9) |
and
(5.10) |
Now, we claim up to a subsequence,
(5.11) |
Indeed, we have from (5.10) and Lemma 2.4 that
(5.12) |
Moreover, since , one gets from Morrey’s estimate that
(5.13) |
(5.13) together with (5.8) gives that there exists such that
(5.14) |
where is a constant independent of . As a consequence, we obtain claim (5.11) thanks to (5.9) and (5.14). In light of (1.52) and (5.11), one finds
Next, we study the convergence of as with First of all, we have from (5.12) and (5.14) that there exist with such that
Without loss of the generality, we assume
(5.15) |
In light of (5.13) and (5.15), one has there exists independent of and such that
In addition, by using Lemma 2.1, one obtains for any
(5.16) |
where is a constant. Moreover, the -equation in (5.7) becomes
where
is given by (4) with replaced by . We further find from (5.16) that with . Then we apply the standard elliptic regularity to get where is a constant and Thus, we take the limit in the -equation and -equation of (5.7), use the diagonalization procedure and Arzelà-Ascoli theorem to deduce that as , and satisfies
Similar as the derivation of (4.24), one uses Lemma 2.6 to get It follows that in . Combining this with (5.13) , we deduce
(5.17) |
Invoking Lemma 2.2, (5.2) and (5.13), one has
(5.18) |
where and are constants independent of and . Indeed, it suffices to prove for some constant when To this end, we find from (5.7) that when , are small,
(5.19) |
where and we have used (5.2) and the positivity of . In addition, (5.15) and (5.17) indicate that as
(5.20) |
Thus, one further obtains from (5.19) and (5.20) that
(5.21) |
Now, we fix any large enough and define
where constant will be chosen later and denotes the smooth cut-off function satisfying when We compute to get
(5.22) |
if we choose small enough. Applying the comparison principle into (5.21) and (5.22), one has
which finishes the proof of (5.18).
Next, we claim that for any , there exist and such that
Indeed, let , then we have
(5.23) |
Lemma 2.1 implies
(5.24) |
Hence, we deduce from (5.18) that
Thus,
In light of (5), we further find
(5.25) |
By using Theorem 3.1 in [20], one gets . We next show that
(5.26) |
Indeed, we test the -equation in (5.7) against and integrate it by parts to obtain
It follows that for some large independent of , ,
(5.27) |
On one hand, in light of (5.25), one has
(5.28) |
where is some constant independent of , . On the other hand, by fixing in (5), we get for some constant independent of Combining this with (5.24), one has from the boundedness of that
(5.29) |
where is independent of Collecting (5.27), (5.28) and (5.29), one finds (5.26) holds. Moreover, (5.26) indicates
As a consequence, for any fixed , we have
It follows that
(5.30) |
We rewrite the -equation in (5.7) as
(5.31) |
Since (5.30) indicates for any
we have from Lemma 2.1 that
Thus, we find by the standard diagonal procedure that
then take the limit in (5) to obtain satisfies
Moreover, we deduce from Lemma 2.6 and (1.20) that It then follows from (5.12) that
which finishes the proof of this theorem. ∎
Next, we focus on the refined blow-up rate of minimizers under the case and proceed to complete the proof of Theorem 1.7. Before proving Theorem 1.7, we collect the results of the existence of minimizers to (3.1) and the corresponding asymptotic profiles as follows
Lemma 5.1.
Problem (3.1) admits a minimizer with , where with for . Moreover, the following conclusions hold:
-
(i).
as ;
- (ii).
- (iii).
Proof.
Proceeding the similar arguments shown in [12], we are able to show Conclusion (i), (ii) and (iii) with replaced by . (5.36) follows directly from Proposition A.1 shown in Appendix A. It is left to show with defined by (5.34). First of all, it is straightforward to see that . Then, we argue by contradiction and assume
In light of the definition of given in (1.29), we find that there exists with defined by (1.30) and such that
Let
where . Then one can obtain
(5.37) |
Whereas, (5.35) gives that
which reaches a contradiction to (5.37). ∎
Now, we establish the lower and upper bounds of in the following lemma.
Lemma 5.2.
Proof.
Noting that , we deduce from (3.1) and (3.2) that
(5.40) |
Moreover, let be the minimizers of , obtained in Lemma 5.1, then one has
(5.41) |
By using (5.32), one finds
(5.42) |
Since , and , we take and obtain for any ,
It then follows from (5.36) that there exists constant such that
which implies
(5.43) |
where we have used (5.33). In addition, invoking (5.36), we obtain satisfies for any
(5.44) |
where is some constant. On the other hand, (5.33) indicates that
(5.45) |
Combining (5.44) with (5.45), we deduce that
(5.46) |
where we have used (5.44). Upon collecting (5.42), (5.43) and (5), we deduce that
(5.47) |
Since (1.60) and (5.35) imply up to a subsequence,
we have from (5.47) that
(5.48) |
By choosing large enough, one finds for any ,
Thus, we obtain from (5) that
(5.49) |
where is a constant. Finally, (5.49) together with (5.40) and (5) implies (5.2).
We next show estimate (5.39). First of all, it is straightforward to obtain from the definitions of that
(5.50) |
Then, we argue by contradiction to establish the estimate shown in the right hand side of (5.39). Without loss of generality, we assume for
where is large enough and note that thanks to (5.35). Whereas, by using (5.50), one has
which is contradicted to (5.2). Therefore, we find (5.39) holds for . Proceeding the similar argument, we can show (5.39) holds for
∎
Remark 5.1.
We remark that by using the exponential decay properties of shown in Proposition A.1, the conclusion in Lemma 5.2 holds when (1.60) is replaced by the following condition
(5.51) |
where is given in (1.59) and constant depends on and , which are defined in Proposition A.1. Moreover, with the aid of (5.51), one can show all conclusions of Theorem 1.7. In other words, assumption (1.60) can be relaxed as (5.51) if the exponential decay properties of and are established.
Now, we are ready to prove Theorem 1.7, which is
Proof of Theorem 1.7:
Proof.
First of all, we have the fact that
We compute to get
(5.52) |
By using (3.1), (5.39) and (5.35), we proceed the similar argument shown in Theorem 1.5, then obtain up to a subsequence,
Hence, one has defined in (5.52) satisfies
where the “=” in the second inequality holds if and only if It then follows that
and the equality holds if and only if
Comparing the lower bound and the upper bound of with shown in Lemma 5.2, we see that (1.61) and (1.61) hold. The proof of this theorem is finished. ∎
Theorem 1.7 exhibits the refined blow-up profiles of ground states when interaction coefficient under some technical assumptions (1.59) and (1.60). It is worthy mentioning that with the aid of Proposition A.1, we are able to improve the condition (1.60) such that the conclusion shown in Theorem 1.7 still holds.
6 Conclusions
In this paper, we have studied the stationary multi-population Mean-field Games system (1.7) with decreasing cost self-couplings and interactive couplings under critical mass exponents via variational methods. Concerning the existence of ground states, we classified the existence of minimizers to constraint minimization problem (1.10) in terms of self-focusing coefficients and interaction coefficients, in which the attractive and repulsive interactions were discussed, respectively. In particular, when all coefficients are subcritical, we showed the existence of ground states to (1.7) by the duality argument. Then, the basic and refined blow-up profiles of ground states were studied under some mild assumptions of potential functions
We would like to mention that there are also some open problems deserve explorations in the future. In this paper, we focus on the existence and asymptotic profiles of ground states to (1.7) with mass critical local couplings under the case of with given in (1.8) since population density can be shown in some Hölder space by using Morrey’s estimate and system (1.7) enjoys the better regularity. Whereas, if , nonlinear terms (1.9) in (1.7) become singular and one can only show for some by standard Sobolev embedding. Correspondingly, the positivities of and given in (1.7) can not be shown due to the worse regularities. Hence, when , it seems a challenge but interesting to prove the existence of ground states even under the mass subcritical local couplings. On the other hand, while discussing the concentration phenomena in (1.7), we impose some assumptions on potential functions , In detail, when the interaction coefficient satisfies , (1.27) is assumed for the convenience of analysis. However, when and satisfy , the classification of the existence of minimizers is more intriguing and the corresponding blow-up profiles analysis might be more complicated. Similarly, if the interaction is repulsive, the investigation of the concentration property of global minimizers is also challenging when and have common global minima.
Acknowledgments
We thank Professor M. Cirant for stimulating discussions and many insightful suggestions. Xiaoyu Zeng is supported by NSFC (Grant Nos. 12322106, 11931012, 12171379, 12271417).
Appendix A Exponential Decay Estimates of Population Densities
In this appendix, we investigate the exponential decay property of population density . More precisely, we consider the following system:
where , and are given. Under some assumptions of and , one can show satisfies the exponential decay property, which is
Proposition A.1.
Denote as the solution to
where in , is uniformly bounded from below and Hölder continuous function satisfies (1.13) and (1.14), and with independent of . Suppose that
-
(i).
up to a subsequence with ;
-
(ii).
uniformly as ,
then we have there exist constants and independent of such that
(A.1) |
where constant , constant and they are independent of
Proof.
By following the same argument shown in the proof of Theorem 1.6, one has
(A.2) |
where is some constant. Then we define the Lyapunov function with and will be determined later. We compute to get
Without loss of generality, we assume by fixing . Then it is straightforward to show that
where is a large constant and we have used . In addition, by using Lemma 2.1 and Lemma 2.2, we have the facts that
(A.3) |
where is a constant and .
Next, we would like to prove there exists independent of such that
(A.4) |
Actually, when , it is easy to show (A.4) holds by (A.3) and choosing small enough. When , by taking and such that and small, one finds (A.4) holds. In summary, upon choosing and small enough, we apply Condition (i) and (ii) to get
Proceeding the similar argument shown in the proof of (5.26), one finds
Therefore, by using the uniformly Hölder continuity of and the fact that , we obtain for with constant independent of
(A.5) |
where , is small and , which are all independent of . Moreover, in light of (A.2), one has from (A.5) that (A.1) holds. ∎
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