浙江工业大学物理学院
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Long-time behavior of mean-field interacting particle systems related to McKean-Vlasov equation (第611讲)
浏览量:607    发布时间:2022-10-13 08:00:43

报告题目:Long-time behavior of mean-field interacting particle systems related to McKean-Vlasov equation

报告人:刘伟 教授 

报告时间:2022年10月14日(周五)10:30-11:30

报告地点:腾讯会议: 539506089

报告摘要:In this talk, we will show concentration inequalities, exponential convergence in the Wasserstein metric, and uniform-in-time propagation of chaos for the mean-field weakly interacting particle system related to McKean-Vlasov equation. By means of the known approximate componentwise reflection coupling and with the help of some new cost function, we obtain explicit estimates for those three problems, avoiding the technical conditions in the known results. Our results apply to possibly multi-well confinement potentials, and interaction potentials W with bounded second mixed derivatives, so that there is no phase transition. Several examples are provided to illustrate the results.

 

报告人简介:刘伟,武汉大学数学与统计学院,教授,博士生导师。1999年进入武汉大学数学基地班学习,2009年博士毕业留校任教,期间曾在法国联合培养。2017年至2019年受留学基金委资助在法国公派访学。目前主要从事随机分析和随机算法方面的研究,主持国家自科面上项目,参与承担多项国家自科重点项目和面上项目,在CMP、JMPA、AOAP、SPA、AIHP、Science in China 等国内外一流学术期刊发表学术论文,担任多家过国内外期刊审稿人。

 

邀请人:曹军

 


博学堂讲座
Long-time behavior of mean-field interacting particle systems related to McKean-Vlasov equation (第611讲)
浏览量:607    发布时间:2022-10-13 08:00:43

报告题目:Long-time behavior of mean-field interacting particle systems related to McKean-Vlasov equation

报告人:刘伟 教授 

报告时间:2022年10月14日(周五)10:30-11:30

报告地点:腾讯会议: 539506089

报告摘要:In this talk, we will show concentration inequalities, exponential convergence in the Wasserstein metric, and uniform-in-time propagation of chaos for the mean-field weakly interacting particle system related to McKean-Vlasov equation. By means of the known approximate componentwise reflection coupling and with the help of some new cost function, we obtain explicit estimates for those three problems, avoiding the technical conditions in the known results. Our results apply to possibly multi-well confinement potentials, and interaction potentials W with bounded second mixed derivatives, so that there is no phase transition. Several examples are provided to illustrate the results.

 

报告人简介:刘伟,武汉大学数学与统计学院,教授,博士生导师。1999年进入武汉大学数学基地班学习,2009年博士毕业留校任教,期间曾在法国联合培养。2017年至2019年受留学基金委资助在法国公派访学。目前主要从事随机分析和随机算法方面的研究,主持国家自科面上项目,参与承担多项国家自科重点项目和面上项目,在CMP、JMPA、AOAP、SPA、AIHP、Science in China 等国内外一流学术期刊发表学术论文,担任多家过国内外期刊审稿人。

 

邀请人:曹军