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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…

数值分析 · 数学 2025-11-04 Zhenhao Cai , Jian-Guo Liu , Yuliang Wang

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…

数值分析 · 数学 2024-01-02 Lorenzo Pareschi , Mattia Zanella

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…

数值分析 · 数学 2019-09-25 Shi Jin , Lei Li , Jian-Guo Liu

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…

数值分析 · 数学 2024-03-14 Zhenyu Huang , Shi Jin , Lei Li

In this work, we focus on the mean-field limit of the Random Batch Method (RBM) for the Cucker-Smale model. Different from the classical mean-field limit analysis, the chaos in this model is imposed at discrete time and is propagated to…

数值分析 · 数学 2024-08-01 Yuelin Wang , Yiwen Lin

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…

数值分析 · 数学 2021-04-12 Shi Jin , Lei Li

We investigate several important issues regarding the Random Batch Method (RBM) for second order interacting particle systems. We first show the uniform-in-time strong convergence for second order systems under suitable contraction…

数值分析 · 数学 2020-12-02 Shi Jin , Lei Li , Yiqun Sun

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…

数值分析 · 数学 2024-12-23 Yanshun Zhao , Jingrun Chen , Zhiwen Zhang

An efficient sampling method, the pmmLang+RBM, is proposed to compute the quantum thermal average in the interacting quantum particle system. Benefiting from the random batch method (RBM), the pmmLang+RBM reduces the complexity due to the…

量子物理 · 物理学 2021-06-16 Xuda Ye , Zhennan Zhou

In many real-world scenarios, the underlying random fluctuations are non-Gaussian, particularly in contexts where heavy-tailed data distributions arise. A typical example of such non-Gaussian phenomena calls for L\'evy noise, which…

数值分析 · 数学 2025-11-27 Jian-Guo Liu , Yuliang Wang

This paper discusses a numerical method for computing the evolution of large interacting system of quantum particles. The idea of the random batch method is to replace the total interaction of each particle with the $N-1$ other particles by…

偏微分方程分析 · 数学 2019-12-17 François Golse , Shi Jin , Thierry Paul

A new efficient ensemble prediction strategy is developed for a general turbulent model framework with emphasis on the nonlinear interactions between large and small scale variables. The high computational cost in running large ensemble…

流体动力学 · 物理学 2023-02-22 Di Qi , Jian-Guo Liu

A random-batch method for multi-species interacting particle systems is proposed, extending the method of S. Jin, L. Li, and J.-G. Liu [J. Comput. Phys. 400 (2020), 108877]. The idea of the algorithmus is to randomly divide, at each time…

数值分析 · 数学 2022-05-18 Esther S. Daus , Markus Fellner , Ansgar Jüngel

We propose a high-order stochastic-statistical moment closure model for efficient ensemble prediction of leading-order statistical moments and probability density functions in multiscale complex turbulent systems. The statistical moment…

数值分析 · 数学 2023-06-21 Di Qi , Jian-Guo Liu

We propose in this work RBM-SVGD, a stochastic version of Stein Variational Gradient Descent (SVGD) method for efficiently sampling from a given probability measure and thus useful for Bayesian inference. The method is to apply the Random…

机器学习 · 统计学 2020-06-24 Lei Li , Yingzhou Li , Jian-Guo Liu , Zibu Liu , Jianfeng Lu

We develop a random batch Ewald (RBE) method for molecular dynamics simulations of particle systems with long-range Coulomb interactions, which achieves an $O(N)$ complexity in each step of simulating the $N$-body systems. The RBE method is…

计算物理 · 物理学 2021-03-18 Shi Jin , Lei Li , Zhenli Xu , Yue Zhao

We study a variant of the Cucker-Smale system with distributed reaction delays. Using backward-forward and stability estimates on the quadratic velocity fluctuations we derive sufficient conditions for asymptotic flocking of the solutions.…

动力系统 · 数学 2020-05-12 Jan Haskovec , Ioannis Markou

Classical swarm models, exemplified by the Cucker--Smale framework, provide foundational insights into collective alignment but exhibit fundamental limitations in capturing the adaptive, heterogeneous behaviours intrinsic to living systems.…

适应与自组织系统 · 物理学 2025-09-08 Rene Fabregas , Jie Liao , Nisrine Outada

Consider a system of autonomous interacting agents moving in space, adjusting each own velocity as a weighted mean of the relative velocities of the other agents. In order to test the robustness of the model, we assume that each pair of…

概率论 · 数学 2014-05-05 Eduardo Canale , Federico Dalmao , Ernesto Mordecki , Max Souza

We study a Cucker-Smale-type flocking model with distributed time delay where individuals interact with each other through normalized communication weights. Based on a Lyapunov functional approach, we provide sufficient conditions for the…

偏微分方程分析 · 数学 2019-07-16 Young-Pil Choi , Cristina Pignotti
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