Probability and Statistics Seminar——Sequential propagation of chaos
报告人：Kai Du (Fudan University)
时间：2023-03-20 14:00-15:00
地点：Room 1114, Sciences Building No. 1
Abstract: A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this particle system is proved to converge to the law of the McKean-Vlasov process as the system grows. Based on the Wasserstein metric, quantitative propagation of chaos results are obtained for two cases: the finite time estimates under the monotonicity condition and the uniform in time estimates under the dissipation and the non-degenerate conditions. Numerical experiments are implemented to demonstrate the theoretical results.
Bio: 杜恺，复旦大学上海数学中心青年研究员、博士生导师；2011年获复旦大学博士学位，曾任职于苏黎世联邦理工公司(ETH)、澳大利亚Wollongong大学；主要研究方向包括随机分析、偏微分方程、最优控制、强化学习等，成果发表于PTRF、TAMS、SICON、JDE等国际主流期刊；2019年获聘上海市“东方学者”特聘教授，2022年入选国家优秀青年科学基金项目。
