The content discusses the random batch method's efficiency for large interacting particle systems and its mean-field limits. It introduces an error estimate improvement from O(√τ) to O(τ) in terms of Wasserstein distance. The paper presents detailed mathematical derivations and proofs regarding the estimation process.
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arxiv.org
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by Zhenyu Huang... at arxiv.org 03-14-2024
https://arxiv.org/pdf/2403.08336.pdfDeeper Inquiries