学术报告(刘伟 2025.12.2)

Concentration inequalities,exponential convergence and tamed Euler-Maruyame scheme for mean-field interacting particle system and McKean-Vlasov equations

发布人:姚璐
主题
Concentration inequalities,exponential convergence and tamed Euler-Maruyame scheme for mean-field interacting particle system and McKean-Vlasov equations
活动时间
-
活动地址
新数学楼409研讨室
主讲人
刘伟 教授(武汉大学)
主持人
王雄 副教授

摘要:In this talk, we will show concentration inequalities,  exponential convergence in the 1-order Wasserstein metric, and uniform-in-time propagation of chaos for the mean-field weakly interacting particle system related to McKean-Vlasov equation. We will also provide a tamed Euler-Maruyama scheme to approximate the invariant measure of the McKean-Vlasov equation.