An Adjoint-Based Approach for a Class of Nonlinear Fokker-Planck Equations and Related Systems

  • Adriano Festa
  • Diogo A. GomesEmail author
  • Roberto M. Velho
Part of the Springer INdAM Series book series (SINDAMS, volume 28)


Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer properties of schemes for HJ equations to FP equations. Hence, we get numerical schemes with desirable features such as positivity and mass-preservation. We illustrate this approach in examples that include mean-field games and a crowd motion model.


Numerical methods Hamilton-Jacobi equations Fokker-Planck equations Mean-field games Hughes model 



The author “D. Gomes” was partially supported by KAUST baseline and start-up funds and by KAUST OSR-CRG2017-3452. The author “A. Festa” was partially supported by the Haute-Normandie Regional Council via the M2NUM project.


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Copyright information

© Springer Nature Switzerland AG 2018

Authors and Affiliations

  • Adriano Festa
    • 1
  • Diogo A. Gomes
    • 2
    Email author
  • Roberto M. Velho
    • 2
  1. 1.Institut National de Sciences Appliquées, LMI labSaint-Étienne-du-RouvrayFrance
  2. 2.King Abdullah University of Science and Technology (KAUST)CEMSE DivisionThuwalSaudi Arabia

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