Ergodicity and long-time behavior of the Random Batch Method for interacting particle systems
نویسندگان
چکیده
We study the geometric ergodicity and long-time behavior of Random Batch Method for interacting particle systems, which exhibits superior numerical performance in recent large-scale scientific computing experiments. show that both system (IPS) random batch (RB–IPS), distribution laws converge to their respective invariant distributions exponentially, convergence rate does not depend on number particles [Formula: see text], time step text] divisions or size text]. Moreover, Wasserstein-1 distance between IPS RB–IPS is bounded by showing can be used sample accurately with greatly reduced computational cost.
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ژورنال
عنوان ژورنال: Mathematical Models and Methods in Applied Sciences
سال: 2023
ISSN: ['0218-2025', '1793-6314', '1793-4060']
DOI: https://doi.org/10.1142/s0218202523500033