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dc.contributor.authorFesta, Adriano
dc.contributor.authorGomes, Diogo A.
dc.contributor.authorMachado Velho, Roberto
dc.date.accessioned2017-12-28T07:32:11Z
dc.date.available2017-12-28T07:32:11Z
dc.date.issued2017-03-22
dc.identifier.urihttp://hdl.handle.net/10754/626464
dc.description.abstractHere, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of schemes for HJ equations to the 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.
dc.publisherarXiv
dc.relation.urlhttp://arxiv.org/abs/1703.07709v1
dc.relation.urlhttp://arxiv.org/pdf/1703.07709v1
dc.rightsArchived with thanks to arXiv
dc.titleAn Adjoint-based Numerical Method for a class of nonlinear Fokker-Planck Equations
dc.typePreprint
dc.contributor.departmentApplied Mathematics and Computational Science Program
dc.contributor.departmentCenter for Uncertainty Quantification in Computational Science and Engineering (SRI-UQ)
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.eprint.versionPre-print
dc.contributor.institutionInstitut National de Sciences Appliquees, LMI lab Avenue de l'Universite, 76800 Saint-Etienne-du-Rouvray, Rouen, France
dc.identifier.arxividarXiv:1703.07709
kaust.personGomes, Diogo A.
kaust.personMachado Velho, Roberto
dc.versionv1
refterms.dateFOA2018-06-14T05:36:49Z


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