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On the variational dual formulation of the Nash system and an adaptive convex gradient-flow approach to nonlinear PDEs (2512.12878v1)

Published 14 Dec 2025 in math.AP, math.NA, and math.OC

Abstract: We investigate the influence of base states on the consistency of the dual variational formulation for quadratic systems of PDEs, which are not necessarily conservative (typical examples include the noise-free Nash system with a quadratic Hamiltonian and multiple players). We identify a sufficient condition under which consistency holds over large time intervals. In particular, in the single-player case, there exists a sequence of base states (each exhibiting full consistency) that converges in mean to zero. We also prove existence of variational dual solutions to the noise-free Nash system for arbitrary base states. Furthermore, we propose a scheme based on Hilbertian gradient flows that, starting from an arbitrary base state, generates a sequence of new base states that is expected to converge to a solution of the original PDE.

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