BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Date iCal//NONSGML kigkonsult.se iCalcreator 2.20.2//
METHOD:PUBLISH
BEGIN:VTIMEZONE
TZID:America/New_York
BEGIN:STANDARD
DTSTART:20201101T020000
TZOFFSETFROM:-0400
TZOFFSETTO:-0500
TZNAME:EST
END:STANDARD
BEGIN:DAYLIGHT
DTSTART:20210314T020000
TZOFFSETFROM:-0500
TZOFFSETTO:-0400
TZNAME:EDT
END:DAYLIGHT
END:VTIMEZONE
BEGIN:VEVENT
UID:calendar.337711.field_date.0@www.wpi.edu
DTSTAMP:20210508T091627Z
CREATED:20210305T184629Z
DESCRIPTION:Description of Event: \n\n\n\nSpeaker: Ruoyo Wu (Iowa State Uni
versity)\nTitle: Graphon mean field systems: large population and long tim
e limits\n\n\n\nAbstract: We consider heterogeneously interacting diffusiv
e particle systems and their large population limit. The interaction is of
mean field type with random weights characterized by an underlying grapho
n. The limit is given by a graphon particle system consisting of independe
nt but heterogeneous nonlinear diffusions whose probability distributions
are fully coupled. A law of large numbers result is established as the sys
tem size increases and the underlying graphons converge. Under suitable ad
ditional assumptions\, we show the exponential ergodicity for the system\,
establish the uniform in time law of large numbers\, and introduce the un
iform in time Euler approximation. The precise rate of convergence of the
Euler approximation is provided. Based on joint works with Erhan Bayraktar
and Suman Chakraborty.\n\n\n\nFor Zoom meeting information please contact
Qingshuo Song at qsong@wpi.edu
DTSTART;TZID=America/New_York:20210311T140000
DTEND;TZID=America/New_York:20210311T145000
LAST-MODIFIED:20210305T184719Z
SUMMARY:Mathematical Sciences - Financial Math Seminar - Ruoyo Wu (Iowa Sta
te University) 'Graphon mean field systems: large population and long time
limits'
URL;TYPE=URI:https://www.wpi.edu/news/calendar/events/mathematical-sciences
-financial-math-seminar-ruoyo-wu-iowa-state-university
END:VEVENT
END:VCALENDAR