b6a1e1a953
- examples/animate_propagation_of_chaos.py: 4-panel McKean-Vlasov
simulator at N in {20, 100, 500, 4000} with reference N=12000;
bottom panel tracks W_2(mu^N_t, mu_t) on log scale -> visible
1/sqrt(N) decay (Sznitman 1991).
- examples/propagation_of_chaos.gif (1.6 MB)
- README: new 'Propagation of chaos' subsection under
Mean-field & agent-based dynamics, with empirical-measure
formula, k-tuple factorisation and GIF embed.
- examples/notebooks/14_mckean_vlasov.ipynb: sandwich PRE/code/POST
cells demonstrating W2 ~ 1/sqrt(N) on the same simulator.
Verified executed: sqrt(N)*W2 ~ 0.7 across N (theoretical const).
1.6 MiB
1360x1040px
1.6 MiB
1360x1040px