A Fully Discrete Variational Scheme for Solving Nonlinear Fokker--Planck Equations in Multiple Space Dimensions

DOI10.1137/16M1056560zbMath1359.65201arXiv1509.07721MaRDI QIDQ2968168

Horst Osberger, Oliver Junge, Daniel Matthes

Publication date: 10 March 2017

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.07721

zbMATH Keywords

convergenceconsistencyFokker-Planck equationWasserstein metricgradient flownumerical experimentstructure preservationLagrangian discretization

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Fokker-Planck equations (35Q84)

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