Simulation of a simple particle system interacting through hitting times

We develop an Euler-type particle method for the simulation of a McKean–Vlasov equation arising from a mean-field model with positive feedback from hitting a boundary. Under assumptions on the parameters which ensure differentiable solutions, we establish convergence of order 1/2 in the time step. M...

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Bibliographic Details
Main Authors: Kaushansky, V, Reisinger, C
Format: Journal article
Language:English
Published: American Institute of Mathematical Sciences 2019