9 citations · 9 across the 1 of their papers we have counts for
6 papers
Uniform in time weak propagation of chaos on the torus
François Delarue, Alvin Tse
We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions…
Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting particle systems
Benjamin Jourdain, Alvin Tse
In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functi…
Higher order regularity of nonlinear Fokker-Planck PDEs with respect to the measure component
Alvin Tse
In this article, we establish a general formula for higher order linear functional derivatives for the composition of an arbitrary smooth functional on the 1-Wasserstein space with…
Antithetic multilevel particle system sampling method for McKean-Vlasov SDEs
Łukasz Szpruch, Alvin Tse
Let , where denotes the space of square integrable probability measures, and consider a Borel-measurable function $Φ:\…
Weak quantitative propagation of chaos via differential calculus on the space of measures
Jean-François Chassagneux, Lukasz Szpruch, Alvin Tse
Consider the metric space of square integrable laws on with the topology induced by the 2-Wasserstein distance . Let $Φ: \ma…
Iterative Particle Approximation for McKean-Vlasov SDEs with application to Multilevel Monte Carlo estimation
Lukasz Szpruch, Shuren Tan, Alvin Tse
The mean field limits of systems of interacting diffusions (also called stochastic interacting particle systems (SIPS)) have been intensively studied since McKean \cite{mckean1966c…