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Published in: Journal of Scientific Computing 3/2018

26-07-2017

Structure Preserving Schemes for Nonlinear Fokker–Planck Equations and Applications

Authors: Lorenzo Pareschi, Mattia Zanella

Published in: Journal of Scientific Computing | Issue 3/2018

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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.

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Appendix
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Metadata
Title
Structure Preserving Schemes for Nonlinear Fokker–Planck Equations and Applications
Authors
Lorenzo Pareschi
Mattia Zanella
Publication date
26-07-2017
Publisher
Springer US
Published in
Journal of Scientific Computing / Issue 3/2018
Print ISSN: 0885-7474
Electronic ISSN: 1573-7691
DOI
https://doi.org/10.1007/s10915-017-0510-z

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