  We consider a system of Fokker-Planck-Kolmogorov (FPK) equations, where the
dependence of the coefficients is nonlinear and nonlocal in time with respect
to the unknowns. We extend the numerical scheme proposed and studied recently
by the authors for a single FPK equation of this type. We analyse the
convergence of the scheme and we study its applicability in two examples. The
first one concerns a population model involving two interacting species and the
second one concerns two populations Mean Field Games.
