Concentration inequalitie, exponential convergence and tamed Euler-Maruyame scheme for mean-field interacting particle system and McKean-Vlasov equations
- A+
：Wei Liu (Wuhan University)
： 2026-01-12 08:30
：Conference Room C610 at Administration Building at Haiyun Campus
Speaker：Wei Liu (Wuhan University)
Time：2026-1-12 8:30
Location：Conference Room C610 at Administration Building at Haiyun Campus
Abstract:
In this talk, we will show concentration inequalities, exponential convergence in the Wasserstein metric $W_{1}$, 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 simulate the invariant measure of the McKean-Vlasov equation.
