The Random Batch Method proposed in our previous work(Jin et al.J Comput Phys,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 the part...The Random Batch Method proposed in our previous work(Jin et al.J Comput Phys,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 the particle system in which particles interact,at discrete time,with randomly selected mini-batch of particles.In this paper,we investigate the mean-field limit of this model as the number of particles N→∞.Unlike the classical mean field limit for interacting particle systems where the law of large numbers plays the role and the chaos is propagated to later times,the mean field limit now does not rely on the law of large numbers and the chaos is imposed at every discrete time.Despite this,we will not only justify this mean-field limit(discrete in time)but will also show that the limit,as the discrete time intervalτ→0,approaches to the solution of a nonlinear Fokker-Planck equation arising as the mean-field limit of the original interacting particle system in the Wasserstein distance.展开更多
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−...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 the interaction with p≪N particles chosen at random at each time step,multiplied by(N−1)/p.This reduces the computational cost of computing the interaction potential per time step from O(N2)to O(N).For simplicity,we consider only in this work the case p=1—in other words,we assume that N is even,and that at each time step,the N particles are organized in N/2 pairs,with a random reshuffling of the pairs at the beginning of each time step.We obtain a convergence estimate for the Wigner transform of the single-particle reduced density matrix of the particle system at time t that is both uniform in N>1 and independent of the Planck constant h̵.The key idea is to use a new type of distance on the set of quantum states that is reminiscent of the Wasserstein distance of exponent 1(or Monge-Kantorovich-Rubinstein distance)on the set of Borel probability measures on Rd used in the context of optimal transport.展开更多
This paper discusses a queueing system with a retrial orbit and batch service, in which the quantity of customers’ rooms in the queue is finite and the space of retrial orbit is infinite. When the server starts servi...This paper discusses a queueing system with a retrial orbit and batch service, in which the quantity of customers’ rooms in the queue is finite and the space of retrial orbit is infinite. When the server starts serving, it serves all customers in the queue in a single batch, which is the so-called batch service. If a new customer or a retrial customer finds all the customers’ rooms are occupied, he will decide whether or not to join the retrial orbit. By using the censoring technique and the matrix analysis method, we first obtain the decay function of the stationary distribution for the quantity of customers in the retrial orbit and the quantity of customers in the queue. Then based on the form of decay rate function and the Karamata Tauberian theorem, we finally get the exact tail asymptotics of the stationary distribution.展开更多
基金supported by National Natural Science Foundation of China(Grant No.31571071)supported by National Natural Science Foundation of China(Grant Nos.11901389 and 11971314)Shanghai Sailing Program(Grant No.19YF1421300)。
摘要The Random Batch Method proposed in our previous work(Jin et al.J Comput Phys,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 the particle system in which particles interact,at discrete time,with randomly selected mini-batch of particles.In this paper,we investigate the mean-field limit of this model as the number of particles N→∞.Unlike the classical mean field limit for interacting particle systems where the law of large numbers plays the role and the chaos is propagated to later times,the mean field limit now does not rely on the law of large numbers and the chaos is imposed at every discrete time.Despite this,we will not only justify this mean-field limit(discrete in time)but will also show that the limit,as the discrete time intervalτ→0,approaches to the solution of a nonlinear Fokker-Planck equation arising as the mean-field limit of the original interacting particle system in the Wasserstein distance.
基金The work of Shi Jin was partly supported by NSFC grants No.11871297 and No.31571071We thank E.Moulines for kindly indicating several references on stochastic approximation.
摘要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 the interaction with p≪N particles chosen at random at each time step,multiplied by(N−1)/p.This reduces the computational cost of computing the interaction potential per time step from O(N2)to O(N).For simplicity,we consider only in this work the case p=1—in other words,we assume that N is even,and that at each time step,the N particles are organized in N/2 pairs,with a random reshuffling of the pairs at the beginning of each time step.We obtain a convergence estimate for the Wigner transform of the single-particle reduced density matrix of the particle system at time t that is both uniform in N>1 and independent of the Planck constant h̵.The key idea is to use a new type of distance on the set of quantum states that is reminiscent of the Wasserstein distance of exponent 1(or Monge-Kantorovich-Rubinstein distance)on the set of Borel probability measures on Rd used in the context of optimal transport.
摘要This paper discusses a queueing system with a retrial orbit and batch service, in which the quantity of customers’ rooms in the queue is finite and the space of retrial orbit is infinite. When the server starts serving, it serves all customers in the queue in a single batch, which is the so-called batch service. If a new customer or a retrial customer finds all the customers’ rooms are occupied, he will decide whether or not to join the retrial orbit. By using the censoring technique and the matrix analysis method, we first obtain the decay function of the stationary distribution for the quantity of customers in the retrial orbit and the quantity of customers in the queue. Then based on the form of decay rate function and the Karamata Tauberian theorem, we finally get the exact tail asymptotics of the stationary distribution.