Structure preserving schemes for nonlinear Fokker-Planck equations and applications
Numerical Analysis
2017-11-13 v2 Adaptation and Self-Organizing Systems
Abstract
In this paper we focus on the construction of numerical schemes for nonlinear Fokker-Planck equations that preserve the structural properties, like non negativity of the solution, entropy dissipation and large time behavior. The methods here developed are second order accurate, they do not require any restriction on the mesh size and are capable to capture the asymptotic steady states with arbitrary accuracy. These properties are essential for a correct description of the underlying physical problem. Applications of the schemes to several nonlinear Fokker-Planck equations with nonlocal terms describing emerging collective behavior in socio-economic and life sciences are presented.
Keywords
Cite
@article{arxiv.1702.00088,
title = {Structure preserving schemes for nonlinear Fokker-Planck equations and applications},
author = {Lorenzo Pareschi and Mattia Zanella},
journal= {arXiv preprint arXiv:1702.00088},
year = {2017}
}
Comments
Journal of Scientific Computing, accepted for publication