Helfmann, L. and Djurdjevac Conrad, N. and Djurdjevac, A. and Winkelmann, S. and Schütte, Ch.
(2021)
*From interacting agents to density-based modeling with stochastic PDEs.*
Commun. Appl. Math. Comput. Sci., 16
(1).
pp. 1-32.
ISSN Online: 2157-5452; Print: 1559-3940

Full text not available from this repository.

Official URL: https://DOI: 10.2140/camcos.2021.16.1

## Abstract

Many real-world processes can naturally be modeled as systems of interacting agents. However, the long-term simulation of such agent-based models is often intractable when the system becomes too large. In this paper, starting from a stochastic spatio-temporal agent-based model (ABM), we present a reduced model in terms of stochastic PDEs that describes the evolution of agent number densities for large populations. We discuss the algorithmic details of both approaches; regarding the SPDE model, we apply Finite Element discretization in space which not only ensures efficient simulation but also serves as a regularization of the SPDE. Illustrative examples for the spreading of an innovation among agents are given and used for comparing ABM and SPDE models.

Item Type: | Article |
---|---|

Additional Information: | https://msp.org/camcos/2021/16-1/index.xhtml |

Subjects: | Mathematical and Computer Sciences > Mathematics > Applied Mathematics |

Divisions: | Department of Mathematics and Computer Science > Institute of Mathematics > Geophysical Fluid Dynamics Group |

ID Code: | 2489 |

Deposited By: | Ulrike Eickers |

Deposited On: | 17 Feb 2021 15:18 |

Last Modified: | 02 May 2023 10:49 |

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