BIMSA >
控制理论和非线性滤波讨论班
Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation
Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation
组织者
演讲者
孙泽钜
时间
2024年05月22日 14:30 至 15:00
地点
理科楼A-304
摘要
In this talk, we will review some numerical schemes for McKean-Vlasov equations. The convergence rate of the particle method with respect to the Wasserstein distance will be discussed. Besides particle methods, quantization-based schemes, including the recursive quantization scheme (deterministic scheme) in the Vlasov setting, and the hybrid particle-quantization scheme (random scheme inspired by the K-means clustering) will be presented.