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Long-time behavior of mean-field interacting particle systems related to McKean-Vlasov equation
时间:2023年03月11日 09:12 点击数:

报告人:刘伟

报告地点:数学与统计学院415报告厅

报告时间:2023年03月13日10:00-11:00

邀请人:刘红

报告摘要:

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. 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 $\nabla^2_{xy}W$ which are not too big, so that there is no phase transition. Several examples are provided to illustrate the results.  This is a joint work with L. Wu and C. Zhang.

主讲人简介:

刘伟,武汉大学数学与统计学院,教授,博士生导师,中国概率统计学会常务理事、副秘书长。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和湖北省面上项目,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《应用概率统计》杂志编委和多家过国内外期刊审稿人。

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