  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
the properties of schemes for HJ equations to the 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.
