Structure Preserving Schemes for Nonlinear Fokker-Planck Equations and Applications

被引:66
作者
Pareschi, Lorenzo [1 ]
Zanella, Mattia [2 ]
机构
[1] Univ Ferrara, Dept Math & Comp Sci, Via N Machiavelli 35, I-44121 Ferrara, Italy
[2] Politecn Torino, Dept Math Sci, Corso Duca Abruzzi 24, I-10120 Turin, Italy
关键词
Structure preserving methods; Finite difference schemes; Fokker-Planck equations; Emerging collective behavior; DISCRETIZATION; DIFFUSION;
D O I
10.1007/s10915-017-0510-z
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.
引用
收藏
页码:1575 / 1600
页数:26
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