Published June 14, 2024 | Version Initial deposit
Dataset Open

Data for the paper "Particle method for the numerical simulation of the path-dependent McKean-Vlasov equation"

Authors/Creators

  • 1. ROR icon Université Claude Bernard Lyon 1
  • 2. ROR icon Université Paris Dauphine-PSL

Contributors

  • 1. ROR icon Université Claude Bernard Lyon 1
  • 2. ROR icon Université Paris Dauphine-PSL

Description

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. 

Files

drive-download-20240614T093553Z-001.zip

Files (1.7 GB)

Name Size Download all
md5:99342ac5599801c05af5780494657b34
996.8 MB Preview Download
md5:6141c64cd7940db6b33592d09bf81f23
723.9 MB Preview Download

Additional details

Related works

Is part of
Dataset: arXiv:2211.03869 (arXiv)

Dates

Available
2024-06-14
Data deposit

Software

Repository URL
https://github.com/ArmdBrn/McKean_PathDep
Programming language
Python
Development Status
Active