学术报告

题      目：Sequential propagation of chaos

报  告  人：杜恺   副教授  (邀请人：杨舟 )

                                   复旦大学

时      间：6月20日  11：00-12：00

地     点：数科院西楼会议室

报告人简介:

       杜恺，复旦大学上海数学中心长聘副教授、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学院(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。

摘      要：

       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.