Error analysis of time-discrete random batch method for interacting particle systems and associated mean-field limits

DOI10.1093/imanum/drad043MaRDI QIDQ6631417

Zhennan Zhou, Unnamed Author

Publication date: 1 November 2024

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

interacting particle systemmean-field limitrandom batch methodMcKean-Vlasov processlong-time error analysis

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical solutions to stochastic differential and integral equations (65C30)

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