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A second-order numerical scheme for optimal control of non-linear Fokker-Planck equations and applications in social dynamics

2025/03/12 by Giacomo Albi, Elisa Calzola, Albi, Giacomo +1
Physics and Astronomy · Computer Science · Mathematics · #Opinion Dynamics and Social Influence #Distributed Control Multi-Agent Systems #Mathematical Biology Tumor Growth

paper · pdf · doi:10.48550/arxiv.2503.09848

Abstract

In this work, we present a second-order numerical scheme to address the solution of optimal control problems constrained by the evolution of nonlinear Fokker-Planck equations arising from socio-economic dynamics. In order to design an appropriate numerical scheme for control realization, a coupled forward-backward system is derived based on the associated optimality conditions. The forward equation, corresponding to the Fokker-Planck dynamics, is discretized using a structure preserving scheme able to capture steady states. On the other hand, the backward equation, modeled as a Hamilton-Jacobi-Bellman problem, is solved via a semi-Lagrangian scheme that supports large time steps while preserving stability. Coupling between the forward and backward problems is achieved through a gradient descent optimization strategy, ensuring convergence to the optimal control. Numerical experiments demonstrate second-order accuracy, computational efficiency, and effectiveness in controlling different examples across various scenarios in social dynamics. This approach provides a reliable computational tool for the study of opinion manipulation and consensus formation in socially structured systems.

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