Lipschitz stability for determination of states and inverse source problem for the mean field game equations

Abstract

We consider solutions satisfying the zero Neumann boundary condition and a linearized mean field game equation in $\Omega \times (0,T)$ whose principal coefficients depend on the time and spatial variables with general Hamiltonian, where $\Omega$ is a bounded domain in $\Bbb R^d$ and $(0,T)$ is the time interval. We first prove the Lipschitz stability in $\Omega \times (\varepsilon, T-\varepsilon)$ with given $\varepsilon>0$ for the determination of the solutions by Dirichlet data on arbitrarily chosen subboundary of $\partial\Omega$. Next we prove the Lipschitz stability for an inverse problem of determining spatially varying factors of source terms and a coefficient by extra boundary data and spatial data at intermediate time.