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The Random Batch Method proposed in our previous work [Jin et al., J. Comput. Phys., 400(1), 2020] is not only a numerical method for interacting particle systems and its mean-field limit, but also can be viewed as a model of particle…

Probability · Mathematics 2020-11-24 Shi Jin , Lei Li

The random batch method (RBM) proposed in [Jin et al., J. Comput. Phys., 400(2020), 108877] for large interacting particle systems is an efficient with linear complexity in particle numbers and highly scalable algorithm for $N$-particle…

Numerical Analysis · Mathematics 2024-03-14 Zhenyu Huang , Shi Jin , Lei Li

The Random Batch Method (RBM) [S. Jin, L. Li and J.-G. Liu, Random Batch Methods (RBM) for interacting particle systems, J. Comput. Phys. 400 (2020) 108877] is not only an efficient algorithm for simulating interacting particle systems, but…

Numerical Analysis · Mathematics 2025-10-30 Shi Jin , Yuelin Wang , Yuliang Wang

In this note, we consider generalizations of the Cucker-Smale dynamical system and we derive rigorously in Wasserstein's type topologies the mean-field limit (and propagation of chaos) to the Vlasov-type equation introduced in [12].Unlike…

Analysis of PDEs · Mathematics 2021-02-10 Roberto Natalini , Thierry Paul

The random batch method [J. Comput. Phys. 400 (2020) 108877] is not only an efficient algorithm for simulation of classical $N$-particle systems and their mean-field limit, but also a new model for interacting particle system that could be…

Numerical Analysis · Mathematics 2025-05-20 Lei Li , Yuelin Wang , Shi Jin

The Random Batch Method (RBM) proposed in [Jin et al. J Comput Phys, 2020] is an efficient algorithm for simulating interacting particle systems (IPS). In this paper, we investigate the Random Batch Method with replacement (RBM-r), which is…

Numerical Analysis · Mathematics 2025-11-04 Zhenhao Cai , Jian-Guo Liu , Yuliang Wang

In this article, we focus on two toy models : the Curie-Weiss model and the system of $N$ particles in linear interactions in a double well confining potential. Both models, which have been extensively studied, describe a large system of…

Probability · Mathematics 2023-08-04 Arnaud Guillin , Pierre Le Bris , Pierre Monmarché

In this paper, we consider the Cucker-Smale flocking particles which are subject to the same velocity-dependent noise, which exhibits a phase change phenomenon occurs bringing the system from a "non flocking" to a "flocking" state as the…

Analysis of PDEs · Mathematics 2017-11-29 Young-Pil Choi , Samir Salem

The random batch method provides an efficient algorithm for computing statistical properties of a canonical ensemble of interacting particles. In this work, we study the error estimates of the fully discrete random batch method, especially…

Probability · Mathematics 2022-09-01 Xuda Ye , Zhennan Zhou

In this work we focus on the construction of numerical schemes for the approximation of stochastic mean--field equations which preserve the nonnegativity of the solution. The method here developed makes use of a mean-field Monte Carlo…

Numerical Analysis · Mathematics 2018-05-10 J. A. Carrillo , L. Pareschi , M. Zanella

Random Batch Methods (RBM) for mean-field interacting particle systems enable the reduction of the quadratic computational cost associated with particle interactions to a near-linear cost. The essence of these algorithms lies in the random…

Numerical Analysis · Mathematics 2024-01-02 Lorenzo Pareschi , Mattia Zanella

We rigorously show the mean-field limit for a large class of swarming individual based models with local sharp sensitivity regions. For instance, these models include nonlocal repulsive-attractive forces locally averaged over sharp vision…

Analysis of PDEs · Mathematics 2016-05-06 José A. Carrillo , Young-Pil Choi , Maxime Hauray , Samir Salem

We develop Random Batch Methods for interacting particle systems with large number of particles. These methods use small but random batches for particle interactions, thus the computational cost is reduced from $O(N^2)$ per time step to…

Numerical Analysis · Mathematics 2019-09-25 Shi Jin , Lei Li , Jian-Guo Liu

We study a variant of the Cucker-Smale model where information between agents propagates with a finite speed $\mathfrak{c}>0$. This leads to a system of functional differential equations with state-dependent delay. We prove that, if…

Analysis of PDEs · Mathematics 2021-12-28 Jan Haskovec

We study quantitative estimates for the flocking and uniform-time classical limit to the relativistic Cucker-Smale (in short RCS) model introduced in \cite{Ha-Kim-Ruggeri-ARMA-2020}. Different from previous works, we do not neglect the…

Analysis of PDEs · Mathematics 2024-12-18 Seung-Yeal Ha , Tommaso Ruggeri , Qinghua Xiao

We consider a particle system with a mean-field-type interaction perturbed by some common and individual noises. When the interacting kernels are sublinear and only locally Lipschitz-continuous, relying on arguments based on the tightness…

Probability · Mathematics 2020-07-27 Angelo Rosello

The Random Batch Method (RBM) is an effective technique to reduce the computational complexity when solving certain stochastic differential problems (SDEs) involving interacting particles. It can transform the computational complexity from…

Numerical Analysis · Mathematics 2024-12-23 Yanshun Zhao , Jingrun Chen , Zhiwen Zhang

This review deals with Restricted Boltzmann Machine (RBM) under the light of statistical physics. The RBM is a classical family of Machine learning (ML) models which played a central role in the development of deep learning. Viewing it as a…

Disordered Systems and Neural Networks · Physics 2023-07-17 Aurélien Decelle , Cyril Furtlehner

These notes are devoted to a summary on the mean-field limit of large ensembles of interacting particles with applications in swarming models. We first make a summary of the kinetic models derived as continuum versions of second order…

Analysis of PDEs · Mathematics 2015-06-15 J. A. Carrillo , Y. -P. Choi , M. Hauray

We review the Random Batch Methods (RBM) for interacting particle systems consisting of $N$-particles, with $N$ being large. The computational cost of such systems is of $O(N^2)$, which is prohibitively expensive. The RBM methods use small…

Numerical Analysis · Mathematics 2021-04-12 Shi Jin , Lei Li
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