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EnglishHere, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of HamiltonJacobi (HJ) equations. Using this structure, we show how to transfer properties of schemes for HJ equations to FP equations. Hence, we get numerical schemes with desirable features such as positivity and mass-preservation. We illustrate this approach in examples that include mean-field games and a crowd motion model
An Adjoint-Based Approach for a Class of Nonlinear Fokker-Planck Equations and Related Systems / Festa, A.; Gomes, D. A.; Velho, R. M.. - 28(2018), pp. 73-92.
| Titolo: | An Adjoint-Based Approach for a Class of Nonlinear Fokker-Planck Equations and Related Systems |
| Autori: | |
| Data di pubblicazione: | 2018 |
| Titolo del libro: | PDE Models for Multi-Agent Phenomena |
| Serie: | |
| Abstract: | Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equat...ions are the adjoint of the linearization of HamiltonJacobi (HJ) equations. Using this structure, we show how to transfer properties of schemes for HJ equations to FP equations. Hence, we get numerical schemes with desirable features such as positivity and mass-preservation. We illustrate this approach in examples that include mean-field games and a crowd motion model |
| ISBN: | 978-3-030-01946-4 978-3-030-01947-1 |
| Appare nelle tipologie: | 2.1 Contributo in volume (Capitolo o Saggio) |
File in questo prodotto:
| File | Descrizione | Tipologia | Licenza | |
|---|---|---|---|---|
| 18_FestaGomesVelho_InDamSeries.pdf | 2a Post-print versione editoriale / Version of Record | Non Pubblico - Accesso privato/ristretto | Administrator Richiedi una copia |
http://hdl.handle.net/11583/2786297
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