activity
20172022
most citedUniform propagation of chaos for a dollar exchange econophysics model

7 citations · 19 across the 9 of their papers we have counts for

collaborators

9 papers

math.PR2022★ 1 cited

From the binomial reshuffling model to Poisson distribution of money

Fei Cao, Nicholas F. Marshall

We present a novel reshuffling exchange model and investigate its long time behavior. In this model, two individuals are picked randomly, and their wealth and are redis…

math.PR2022★ 7 cited

Uniform propagation of chaos for a dollar exchange econophysics model

Roberto Cortez, Fei Cao

We study the poor-biased model for money exchange introduced in [2]: agents are being randomly picked at a rate proportional to their current wealth, and then the selected agent gi…

math.PR2022

Uncovering a two-phase dynamics from a dollar exchange model with bank and debt

Fei Cao, Sébastien Motsch

We investigate the unbiased model for money exchanges with collective debt limit: agents give at random time a dollar to one another as long as they have at least one dollar or the…

math.PR2022★ 1 cited

From interacting agents to Boltzmann-Gibbs distribution of money

Fei Cao, Pierre-Emmanuel Jabin

We investigate the unbiased model for money exchanges: agents give at random time a dollar to one another (if they have one). Surprisingly, this dynamics eventually leads to a geom…

math.PR2021

Explicit decay rate for the Gini index in the repeated averaging model

Fei Cao

We investigate the repeated averaging model for money exchanges: two agents picked uniformly at random share half of their wealth to each other. It is intuitively convincing that a…

math.PR2021★ 5 cited

-averaging agent-based model: propagation of chaos and convergence to equilibrium

Fei Cao

The paper treats an agent-based model with averaging dynamics to which we refer as the K-averaging model. Broadly speaking, our model can be added to the growing list of dynamics e…

math.PR2021★ 1 cited

Derivation of wealth distributions from biased exchange of money

Fei Cao, Sebastien Motsch

In the manuscript, we are interested in using kinetic theory to better understand the time evolution of wealth distribution and their large scale behavior such as the evolution of…

math.PR2021★ 2 cited

Entropy dissipation and propagation of chaos for the uniform reshuffling model

Fei Cao, Pierre-Emmanuel Jabin, Sebastien Motsch

We investigate the uniform reshuffling model for money exchanges: two agents picked uniformly at random redistribute their dollars between them. This stochastic dynamics is of mean…

math.NA2017★ 2 cited

Optimal interpolation and Compatible Relaxation in Classical Algebraic Multigrid

James Brannick, Fei Cao, Karsten Kahl +2

In this paper, we consider a classical form of optimal algebraic multigrid (AMG) interpolation that directly minimizes the two-grid convergence rate and compare it with the so-call…