A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations

DOI10.1007/978-3-030-01947-1_9zbMath1414.35228arXiv1711.10426OpenAlexW2769325611MaRDI QIDQ2417910

Francisco J. Silva, Elisabetta Carlini

Publication date: 29 May 2019

Full work available at URL: https://arxiv.org/abs/1711.10426

zbMATH Keywords

semi-Lagrangian schemesnumerical analysismean field gamesMarkov chain approximationsystems of nonlinear Fokker-Planck-Kolmogorov equations

Mathematics Subject Classification ID

Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical analysis or methods applied to Markov chains (65C40) Fokker-Planck equations (35Q84)

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