Data for the paper "Particle method for the numerical simulation of the path-dependent McKean-Vlasov equation"
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资源简介:
This deposit contains the data obtained by the method described in [A. Bernou, Y. Liu, Particle method for the numerical simulation of the path-dependent McKean-Vlasov equation, 2024]. The notebooks used to generate them through a suitable Euler scheme can be find at https://github.com/ArmdBrn/McKean_PathDep, along with files containing the estimated errors. The two models considered are:- a modified Ornstein-Uhlenbeck model with path-dependency;- a model of neural masses with intrinsic potentiation leading to path-dependent dynamics.
创建时间:
2024-06-14



