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math.NA2024
On Random Batch Methods (RBM) for interacting particle systems driven by Lévy processes
Jian-Guo Liu, Yuliang Wang
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 n…
math.NA2024
Convergence of Random Batch Method with replacement for interacting particle systems
Zhenhao Cai, Jian-Guo Liu, Yuliang Wang
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 investigat…