On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications
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Publication:3174823
DOI10.1137/17M1143022zbMath1394.35511arXiv1708.02042MaRDI QIDQ3174823
Francisco J. Silva, Elisabetta Carlini
Publication date: 18 July 2018
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.02042
semi-Lagrangian schemesnumerical analysismean field gamesMarkov chain approximationnonlinear Fokker-Planck-Kolmogorov equations
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Traffic problems in operations research (90B20) Fokker-Planck equations (35Q84)
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