Mean-field limits for consensus-based optimization and sampling

DOI10.1051/COCV/2025060MaRDI QIDQ6929234zbMATH OpenFDO

Authors Nicolai Jurek Gerber, Franca Hoffmann

Publication date 17 September 2025

Published in European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

interacting particle systemsmean-field limitscoupling methodsconsensus-based optimizationWasserstein stability estimatesconsensus-based sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Nonlinear parabolic equations (35K55) PDEs in connection with control and optimization (35Q93) Stochastic particle methods (65C35) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Consensus (93D50)

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