Mean field error estimate of the random batch method for large interacting particle system
DOI10.1051/m2an/2024071MaRDI QIDQ6667326
Zhen Yu Huang, Shi Jin, Lei Li
Publication date: 20 January 2025
Published in: European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35)
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