Structure preserving schemes for nonlinear Fokker-Planck equations and applications (Q1743432)

The authors construct steady-state preserving methods for a broad class of nonlinear Fokker-Plank equations, described by a certain partial differential equation. Instances of such problems include mean-field models of collective behaviour, among others. The numerical procedures are shown to preserve the structural properties of the equation, like nonnegativity of the solution, entropy dissipation and large time behaviour. It is proved that these methods are second order accurate, are applicable to any mesh size and can capture the asymptotic steady states with arbitrary accuracy. Applications to problems describing emerging collective behaviour in socio-economic and life sciences are considered.