تقرير
A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations
| العنوان: | A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations |
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| المؤلفون: | Carlini, Elisabetta, Silva, Francisco J. |
| سنة النشر: | 2017 |
| المجموعة: | Mathematics Mathematical Physics |
| مصطلحات موضوعية: | Mathematics - Numerical Analysis, Mathematical Physics, 35Q84, 65N12, 65N75 |
| الوصف: | We consider a system of Fokker-Planck-Kolmogorov (FPK) equations, where the dependence of the coefficients is nonlinear and nonlocal in time with respect to the unknowns. We extend the numerical scheme proposed and studied recently by the authors for a single FPK equation of this type. We analyse the convergence of the scheme and we study its applicability in two examples. The first one concerns a population model involving two interacting species and the second one concerns two populations Mean Field Games. |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/1711.10426 |
| رقم الأكسشن: | edsarx.1711.10426 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |