Convergence of the random batch method for interacting particles with disparate species and weights

DOI10.1137/20M1327641zbMATH Open1466.65011arXiv2003.11257OpenAlexW3136945732MaRDI QIDQ5855640FDOQ5855640

Authors: Lei Li, Jian-Guo Liu, Shi Jin 

Publication date: 19 March 2021

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Abstract: We consider in this work the convergence of Random Batch Method proposed in our previous work [Jin et al., J. Comput. Phys., 400(1), 2020] for interacting particles to the case of disparate species and weights. We show that the strong error is of $O(sqrtau)$ while the weak error is of $O(au)$ where $au$ is the time step between two random divisions of batches. Both types of convergence are uniform in $N$, the number of particles. The proof of strong convergence follows closely the proof in [Jin et al., J. Comput. Phys., 400(1), 2020] for indistinguishable particles, but there are still some differences: since there is no exchangeability now, we have to use a certain weighted average of the errors; some refined auxiliary lemmas have to be proved compared with our previous work. To show that the weak convergence of empirical measure is uniform in $N$, certain sharp estimates for the derivatives of the backward equations have been used. The weak convergence analysis is also illustrating for the convergence of Random Batch Method for $N$-body Liouville equations.

Full work available at URL: https://arxiv.org/abs/2003.11257

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zbMATH Keywords

interacting particle systemsempirical measure\(N\)-body Liouville equationrandom batchmultispecies problem

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Simulation of dynamical systems (37M05)

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Cited In (19)

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