Research-Concentration inequalities, exponential convergence and tamed Euler-Maruyame scheme for mean-field interacting particle system and McKean-Vlasov equations

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Concentration inequalities, exponential convergence and tamed Euler-Maruyame scheme for mean-field interacting particle system and McKean-Vlasov equations

Speaker: Wei Liu（Wuhan University）
Time: Dec 5, 2025, 10:30-11:30
Location: Room M4009, College of Science Building

Abstract

In this talk, we will show concentration inequalities, exponential convergence in the 1-order Wasserstein metric, and uniform-in-time propagation of chaos for the mean-field weakly interacting particle system related to McKean-Vlasov equation. We will also provide a tamed Euler-Maruyama scheme to approximate the invariant measure of the McKean-Vlasov equation.