数学学科Seminar第2694讲 Levy噪声驱动的McKean-Vlasov型Langevin动力学在Lyapunov条件下的指数收缩性和时间一致的混沌传播

创建时间:  2024/08/30  龚惠英   浏览次数:   返回

报告题目 (Title): Exponential contraction and propagation of chaos uniform in time under a Lyapunov condition for Langevin dynamics of McKean-Vlasov type with Levy noises(Levy噪声驱动的McKean-Vlasov型Langevin动力学在Lyapunov条件下的指数收缩性和时间一致的混沌传播)

报告人 (Speaker): 王建 教授(福建师范大学)

报告时间 (Time):2024年9月4日 (周三) 10:00

报告地点 (Place):腾讯会议:306-615-044 (会议密码:123456)

邀请人(Inviter):阳芬芬

主办部门:金沙威尼斯欢乐娱人城数学系

报告摘要:

By the probabilistic coupling approach which combines a new refined basic coupling with the synchronous coupling for Levy processes, we obtain explicit exponential contraction rates in terms of Wasserstein distance for the Langevin dynamic (X, Y) of McKean-Vlasov type. The proof is also based on a novel distance function with respect to a Lyapunov-type function, which is designed according to the distance of the marginals associated with the constructed coupling process. Furthermore, by applying the coupling technique above with modifications on the construction of a new Lyapunov-type function, we also provide uniform in time propagation of chaos for the corresponding mean-field interacting particle systems with Levy noises as well as with explicit bounds.

上一条:量子科技研究院Seminar第19讲/物理学科Seminar第680讲 利用机器学习改进大规模从头算材料模拟方法:无轨道密度泛函理论和紧束缚密度泛函理论

下一条:量子科技研究院Seminar第18讲/物理学科Seminar第679讲 IV族二维材料纳米尺寸效应的第一性原理研究


数学学科Seminar第2694讲 Levy噪声驱动的McKean-Vlasov型Langevin动力学在Lyapunov条件下的指数收缩性和时间一致的混沌传播

创建时间:  2024/08/30  龚惠英   浏览次数:   返回

报告题目 (Title): Exponential contraction and propagation of chaos uniform in time under a Lyapunov condition for Langevin dynamics of McKean-Vlasov type with Levy noises(Levy噪声驱动的McKean-Vlasov型Langevin动力学在Lyapunov条件下的指数收缩性和时间一致的混沌传播)

报告人 (Speaker): 王建 教授(福建师范大学)

报告时间 (Time):2024年9月4日 (周三) 10:00

报告地点 (Place):腾讯会议:306-615-044 (会议密码:123456)

邀请人(Inviter):阳芬芬

主办部门:金沙威尼斯欢乐娱人城数学系

报告摘要:

By the probabilistic coupling approach which combines a new refined basic coupling with the synchronous coupling for Levy processes, we obtain explicit exponential contraction rates in terms of Wasserstein distance for the Langevin dynamic (X, Y) of McKean-Vlasov type. The proof is also based on a novel distance function with respect to a Lyapunov-type function, which is designed according to the distance of the marginals associated with the constructed coupling process. Furthermore, by applying the coupling technique above with modifications on the construction of a new Lyapunov-type function, we also provide uniform in time propagation of chaos for the corresponding mean-field interacting particle systems with Levy noises as well as with explicit bounds.

上一条:量子科技研究院Seminar第19讲/物理学科Seminar第680讲 利用机器学习改进大规模从头算材料模拟方法:无轨道密度泛函理论和紧束缚密度泛函理论

下一条:量子科技研究院Seminar第18讲/物理学科Seminar第679讲 IV族二维材料纳米尺寸效应的第一性原理研究