Random-batch method for multi-species stochastic interacting particle systems

DOI10.1016/j.jcp.2022.111220OpenAlexW3197607531MaRDI QIDQ2671344

Markus Fellner, Esther S. Daus, Ansgar Jüngel

Publication date: 3 June 2022

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.01897

zbMATH Keywords

error analysisopinion dynamicspopulation modelstochastic particle systemsrandom batch methodPoisson-Boltzmann model

Mathematics Subject Classification ID

Genetics and population dynamics (92Dxx) Probabilistic methods, stochastic differential equations (65Cxx) Time-dependent statistical mechanics (dynamic and nonequilibrium) (82Cxx)

Cites Work

• Unnamed Item
• Unnamed Item
• Interacting particle systems as stochastic social dynamics
• A stochastic version of Stein variational gradient descent for efficient sampling
• Higher-order implicit strong numerical schemes for stochastic differential equations
• Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation
• On the mean field limit of the random batch method for interacting particle systems
• Random batch methods (RBM) for interacting particle systems
• Opinion formation systems via deterministic particles approximation
• Rigorous derivation of population cross-diffusion systems from moderately interacting particle systems
• Rigorous mean-field limit and cross-diffusion
• Conditional expectations associated with stochastic processes
• Heterophilious Dynamics Enhances Consensus
• Fast wavelet transforms and numerical algorithms I
• Uniform error estimates for the random batch method to the first‐order consensus models with antisymmetric interaction kernels
• Random Batch Methods for Classical and Quantum Interacting Particle Systems and Statistical Samplings
• The Random Batch Method for N-Body Quantum Dynamics
• Some Random Batch Particle Methods for the Poisson-Nernst-Planck and Poisson-Boltzmann Equations
• On the Random Batch Method for Second Order Interacting Particle Systems
• Model predictive control with random batch methods for a guiding problem
• Binary Interaction Algorithms for the Simulation of Flocking and Swarming Dynamics
• Convergence of the Random Batch Method for Interacting Particles with Disparate Species and Weights
• A fast algorithm for particle simulations

This page was built for publication: Random-batch method for multi-species stochastic interacting particle systems