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
2024.09.02
投稿：龚惠英部门：理学院浏览次数：
活动信息
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：理学院数学系
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.
