| Abstract: |
| This talk focuses on strong error analysis for long-time approximations of McKean-Vlasov SDEs with super linear growth coefficients. Under certain non-globally Lipschitz conditions, the propagation of chaos over infinite time is derived. The long-time mean-square convergence theorem is then established for general one-step methods. As applications of the obtained convergence theorem, the mean-square convergence rate of two numerical
schemes such as the split-step backward Euler method and the projected Euler method is investigated. Numerical examples are finally provided to validate our theoretical findings. |
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