Files
optimiz-rs/examples/propagation_of_chaos.gif
ThotDjehuty b6a1e1a953 feat(v2): propagation-of-chaos animation, README section, notebook sandwich
- 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).
2026-05-14 22:43:47 +02:00

1.6 MiB
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