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math.NA2017
A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations
Elisabetta Carlini, Francisco J. Silva
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…
math.NA2017
On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications
Elisabetta Carlini, Francisco J. Silva
In this work, we consider the discretization of some nonlinear Fokker-Planck-Kolmogorov equations. The scheme we propose preserves the non-negativity of the solution, conserves the…