Special Session 136: Collective Dynamics in Large Networks: From Kuramoto to Spin Models

Numerical Methods for Stochastic McKean-Vlasov Equations
Gideon Simpson
Drexel University
USA
Co-Author(s):    
Abstract:
We study numerical schemes for integrating the stochastic McKean-Vlasov equations, with goals of both identifying metastable states and sampling from equilibrium. In particular, the metastable solutions may correspond to invariant distributions of the underlying interacting particle system. This is the case when the metastable solutions are finite temperature analogs of time independent solutions to the zero temperature McKean-Vlasov. This is joint work in collaboration with M. Ottobre.